Program Director, MS Finance Program Senior Lecturer in Finance
Kate Barraclough came to Owen in 2007 after graduating from Australian National University. Prior to completeing her PhD in finance, Kate worked for KPMG's advisory services as a financial management advisor to the Australian Government. Kate is currently the Director of Vanderbilt's MS Finance program.
BC, Australian National, 1999 BE, Australian National, 2000 PhD, Australian National, 2007
Mgt405, Financial Modeling Mgt435c, Derivatives Mgt435b, Bond Markets
Research Interest(s): Derivatives
Stock option contract adjustments: the case of special dividends (with Hans Stoll and Robert E. Whaley). Journal of Financial Markets 15 (2012), 233-257.
Early exercise of put options on stocks (with Robert E. Whaley). Journal of Finance 67(2012), 1423-1456.
Put option exercise and short stock interest arbitage (with Robert E. Whaley), Journal of Investment Management 10 no. 4 (2012), 1-16.
Using option prices to infer overpayments and synergies in M&A transations (with David T. Robinson, Tom Smith, and Robert E. Whaley), Review of Financial Studies (forthcoming)