SSRN logo
Public User
Advanced Search

SSRN eLibrary Search Results
Warwick Business School Finance Group Research Paper Series

121,198 Total downloads | Link to this page
Search Within

Viewing: 1 - 50 of 238 papers

1.

Optimal Insurance Under Adverse Selection and Ambiguity Aversion

Number of pages: 25 Posted: 31 Dec 2010 Last Revised: 16 Mar 2014
Working Paper Series
Kostas Koufopoulos and Roman Kozhan
University of Warwick - Finance Group and University of Warwick, Warwick Business School

Multiple version iconThere are 2 versions of this paper

Downloads 5,006
2.

Real Options Valuation: A Monte Carlo Approach

Faculty of Management, University of Calgary WP No. 2002/3; EFA 2002 Berlin Meetings Presented Paper
Number of pages: 71 Posted: 06 Mar 2002
Working Paper Series
Andrea Gamba
University of Warwick - Finance Group
Downloads 4,868
3.

International Evidence on Financial Derivatives Usage

Financial Management, Vol. 38, No. 1, pp. 185-206, Spring 2009, AFA 2004 San Diego Meetings, EFA 2003 Glasgow
Number of pages: 52 Posted: 23 Dec 2003 Last Revised: 11 Mar 2014
Working Paper Series
Söhnke M. Bartram, Gregory W. Brown and Frank Fehle
Warwick Business School - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Finance Area and BlueCrest Capital
Downloads 4,624
4.

Corporate Risk Management as a Lever for Shareholder Value Creation

Number of pages: 84 Posted: 10 Aug 2001
Working Paper Series
Söhnke M. Bartram
Warwick Business School - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 4,349
5.

Socially Responsible Investments: Methodology, Risk Exposure and Performance

TILEC Discussion Paper No. 2007-013, ECGI - Finance Working Paper No. 175/2007
Number of pages: 51 Posted: 10 May 2007 Last Revised: 02 Sep 2014
Working Paper Series
Luc Renneboog, Jenke ter Horst and Chendi Zhang
Tilburg University - Department of Finance, TIAS School for Business and Society and University of Warwick - Finance Group
Downloads 3,820
6.

How to Time the Commodity Market

Journal of Derivatives & Hedge Funds, Vol. 16, No. 1, pp. 1-8, 2010
Number of pages: 16 Posted: 22 Jun 2006 Last Revised: 10 Sep 2016
Working Paper Series
Devraj Basu, Roel C. A. Oomen and Alexander Stremme
SKEMA Business School - Lille Campus, Deutsche Bank AG (London) and University of Warwick - Finance Group
Downloads 3,215
7.

International Portfolio Investment: Theory, Evidence, and Institutional Framework

Number of pages: 124 Posted: 16 Jul 2001
Working Paper Series
Söhnke M. Bartram and Gunter Dufey
Warwick Business School - Department of Finance and Stephen M. Ross School of Business at the University of Michigan

Multiple version iconThere are 2 versions of this paper

Downloads 2,586
8.

The Externalities of High Frequency Trading

Number of pages: 56 Posted: 26 May 2012 Last Revised: 18 Mar 2014
Working Paper Series
Mao Ye, Chen Yao and Jiading Gai
University of Illinois at Urbana-Champaign, University of Warwick and University of Illinois at Urbana-Champaign
Downloads 2,508
9.

Insider Trading, News Releases and Ownership Concentration

Journal of Finance, 2006, Vol. LXI, No. 6, ECGI - Finance Working Paper No. 93/2005, CentER Discussion Paper Series No. 2005-97
Number of pages: 52 Posted: 05 Sep 2005
Accepted Paper Series
Jana P. Fidrmuc, Marc Goergen and Luc Renneboog
Warwick Business School - Finance Group, Cardiff University - Cardiff Business School and Tilburg University - Department of Finance
Downloads 2,390
10.

Welfare-Improving Ambiguity in Insurance Markets with Asymmetric Information

Number of pages: 13 Posted: 31 Jul 2012 Last Revised: 16 Mar 2014
Working Paper Series
Kostas Koufopoulos and Roman Kozhan
University of Warwick - Finance Group and University of Warwick, Warwick Business School
Downloads 2,351
11.

Sentiment and Momentum

Number of pages: 54 Posted: 27 Sep 2009 Last Revised: 09 Mar 2014
Working Paper Series
John A. Doukas, Constantinos Antoniou and Avanidhar Subrahmanyam
Old Dominion University - Strome College of Business, University of Warwick - Warwick Business School and University of California, Los Angeles (UCLA) - Finance Area
Downloads 2,309
12.

The Effects of Derivatives on Firm Risk and Value

Number of pages: 52 Posted: 14 Feb 2007 Last Revised: 11 Mar 2014
Working Paper Series
Söhnke M. Bartram, Gregory W. Brown and Jennifer S. Conrad
Warwick Business School - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Finance Area and University of North Carolina Kenan-Flagler Business School

Multiple version iconThere are 3 versions of this paper

Downloads 1,963
13.

The Beneficial Coexistence of Banks and Markets: The Role of Capital Requirements and Underwriting

Number of pages: 24 Posted: 11 Nov 2012
Working Paper Series
Swarnava Biswas and Kostas Koufopoulos
University of Warwick - Finance Group and University of Warwick - Finance Group
Downloads 1,924
14.

What Lies Beneath: Foreign Exchange Rate Exposure, Hedging and Cash Flows

Journal of Banking and Finance, Vol. 32, No. 8, pp. 1508-1521, August 2008, EFA 2006 Zurich Meetings Paper
Number of pages: 32 Posted: 30 May 2006 Last Revised: 11 Mar 2014
Working Paper Series
Söhnke M. Bartram
Warwick Business School - Department of Finance
Downloads 1,841
15.

The Value of Financial Flexibility

Journal of Finance, Forthcoming, AFA 2006 Boston Meetings Paper
Number of pages: 57 Posted: 06 Mar 2005
Accepted Paper Series
Andrea Gamba and Alexander J. Triantis
University of Warwick - Finance Group and University of Maryland - Robert H. Smith School of Business
Downloads 1,831
16.

The Impact of the Introduction of the Euro on Foreign Exchange Rate Risk Exposures

Journal of Empirical Finance, Vol. 13, Nos.4-5, pp. 519-549, October 2006, EFA 2002 Berlin Meetings Presented Paper
Number of pages: 51 Posted: 16 Mar 2002 Last Revised: 11 Mar 2014
Accepted Paper Series
Söhnke M. Bartram and George Andrew Karolyi
Warwick Business School - Department of Finance and Cornell University - Johnson Graduate School of Management
Downloads 1,821
17.

The Skew Risk Premium in the Equity Index Market

Review of Financial Studies (2013), 26, 2174-2203, AFA 2011 Denver Meetings Paper
Number of pages: 34 Posted: 18 Mar 2010 Last Revised: 04 Oct 2014
Accepted Paper Series
Roman Kozhan, Anthony Neuberger and Paul Schneider
University of Warwick, Warwick Business School, Cass Business School, City, University of London and University of Lugano - Institute of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 1,746
18.

The Price of Ethics: Evidence from Socially Responsible Mutual Funds

ECGI - Finance Working Paper No. 168/2007, TILEC Discussion Paper No. 2007-012, CentER Discussion Paper Series No. 2007-29
Number of pages: 51 Posted: 10 May 2007 Last Revised: 02 Sep 2014
Working Paper Series
Luc Renneboog, Jenke ter Horst and Chendi Zhang
Tilburg University - Department of Finance, TIAS School for Business and Society and University of Warwick - Finance Group
Downloads 1,723
19.

Corporate Hedging and Shareholder Value

Journal of Financial Research, Vol. 33, No. 4, pp. 317-371, Winter 2010
Number of pages: 60 Posted: 06 Mar 2009 Last Revised: 10 Mar 2014
Accepted Paper Series
Kevin Aretz and Söhnke M. Bartram
Manchester Business School and Warwick Business School - Department of Finance
Downloads 1,608
20.

Macroeconomic Risks and Characteristic-Based Factor Models

Journal of Banking and Finance, Vol. 34, No. 6, pp. 1383-1399, June 2010, EFA 2005 Moscow Meetings
Number of pages: 37 Posted: 11 Jan 2005 Last Revised: 11 Mar 2014
Accepted Paper Series
Kevin Aretz, Söhnke M. Bartram and Peter F. Pope
Manchester Business School, Warwick Business School - Department of Finance and London School of Economics & Political Science (LSE)

Multiple version iconThere are 2 versions of this paper

Downloads 1,605
21.

How Important is Financial Risk?

AFA 2009 San Francisco Meetings Paper
Number of pages: 79 Posted: 17 Mar 2008 Last Revised: 10 Mar 2014
Working Paper Series
Söhnke M. Bartram, Gregory W. Brown and William Waller
Warwick Business School - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Finance Area and Carnegie Mellon University - David A. Tepper School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 1,561
22.

Bank Capital Regulation and Incentives for Risk-Taking

Cass Business School Research Paper
Number of pages: 52 Posted: 19 Mar 2002
Working Paper Series
Alistair Milne and A. Elizabeth Whalley
Loughborough University - School of Business and Economics and University of Warwick - Finance Group
Downloads 1,549
23.

CAPM and Time-Varying Beta: The Cross-Section of Expected Returns

Number of pages: 30 Posted: 20 Mar 2007
Working Paper Series
Devraj Basu and Alexander Stremme
SKEMA Business School - Lille Campus and University of Warwick - Finance Group
Downloads 1,420
24.

The Effects of Derivatives on Firm Risk and Value

Journal of Financial and Quantitative Analysis, Vol. 46, No.4, August 2011, pp. 967-999.
Number of pages: 52 Posted: 11 Feb 2010 Last Revised: 10 Mar 2014
Accepted Paper Series
Söhnke M. Bartram, Gregory W. Brown and Jennifer S. Conrad
Warwick Business School - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Finance Area and University of North Carolina Kenan-Flagler Business School

Multiple version iconThere are 3 versions of this paper

Downloads 1,210
25.

Is Ethical Money Financially Smart?

ECGI - Finance Working Paper No. 117/2006, CentER Discussion Paper No. 2006-09
Number of pages: 52 Posted: 28 Feb 2006 Last Revised: 02 Sep 2014
Working Paper Series
Luc Renneboog, Jenke ter Horst and Chendi Zhang
Tilburg University - Department of Finance, TIAS School for Business and Society and University of Warwick - Finance Group
Downloads 1,204
26.

Some Important Issues Involving Real Options

Multinational Finance Journal, Forthcoming
Number of pages: 45 Posted: 02 Feb 2005
Accepted Paper Series
Gordon Sick and Andrea Gamba
University of Calgary - Haskayne School of Business and University of Warwick - Finance Group
Downloads 1,111
27.

What’s Not There: The Odd-Lot Bias in TAQ Data

Johnson School Research Paper Series No. 31-2011, Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 47 Posted: 23 Jul 2011 Last Revised: 18 Mar 2014
Working Paper Series
Maureen O'Hara, Chen Yao and Mao Ye
Cornell University - Samuel Curtis Johnson Graduate School of Management, University of Warwick and University of Illinois at Urbana-Champaign

Multiple version iconThere are 2 versions of this paper

Downloads 1,107
28.

Corporate Risk Management: Integrating Liquidity, Hedging, and Operating Policies

Management Science, Forthcoming, Robert H. Smith School Research Paper No. RHS 06-106
Number of pages: 35 Posted: 20 Sep 2009 Last Revised: 11 Mar 2014
Accepted Paper Series
Andrea Gamba and Alexander J. Triantis
University of Warwick - Finance Group and University of Maryland - Robert H. Smith School of Business
Downloads 1,010
29.

Product Development and Market Expansion: A Real Options Model

Financial Management, Forthcoming
Number of pages: 51 Posted: 26 Mar 2003
Accepted Paper Series
Andrea Gamba and Alberto Micalizzi
University of Warwick - Finance Group and SDA Bocconi
Downloads 1,006
30.

The Exchange Rate Exposure Puzzle

Managerial Finance, Vol. 33, No. 9, pp. 642-666, September 2007
Number of pages: 39 Posted: 26 Mar 2006 Last Revised: 11 Mar 2014
Accepted Paper Series
Gordon M. Bodnar and Söhnke M. Bartram
Johns Hopkins University - Paul H. Nitze School of Advanced International Studies (SAIS) and Warwick Business School - Department of Finance
Downloads 958
31.

Resolving the Exposure Puzzle: The Many Facets of Exchange Rate Exposure

EFA 2007 Ljubljana Meetings Paper, FDIC Center For Financial Research Working Paper Number 2007-07
Number of pages: 63 Posted: 16 Mar 2006 Last Revised: 11 Mar 2014
Working Paper Series
Söhnke M. Bartram, Gregory W. Brown and Bernadette A. Minton
Warwick Business School - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Finance Area and Ohio State University (OSU) - Department of Finance

Multiple version iconThere are 3 versions of this paper

Downloads 955
32.

Toxic Arbitrage

HEC Paris Research Paper No. FIN-2014-1040
Number of pages: 53 Posted: 15 Mar 2014 Last Revised: 28 Sep 2016
Working Paper Series
Thierry Foucault, Roman Kozhan and Wing Wah Tham
HEC Paris - Finance Department, University of Warwick, Warwick Business School and Erasmus School of Economics - Econometric Institute

Multiple version iconThere are 2 versions of this paper

Downloads 884
33.

Why are U.S. Stocks More Volatile?

Charles A. Dice Center Working Paper No. 2011-6, Fisher College of Business Working Paper No. 2011-03-006
Number of pages: 49 Posted: 27 Feb 2011
Working Paper Series
Söhnke M. Bartram, Gregory W. Brown and René M. Stulz
Warwick Business School - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Finance Area and Ohio State University (OSU) - Department of Finance

Multiple version iconThere are 4 versions of this paper

Downloads 858
34.

Foreign Currency Exposure and Hedging: Evidence from Foreign Acquisitions

Number of pages: 28 Posted: 07 Apr 2008 Last Revised: 10 Mar 2014
Working Paper Series
Söhnke M. Bartram, Natasha Burns and Jean Helwege
Warwick Business School - Department of Finance, University of Texas at San Antonio - Department of Finance and UC Riverside

Multiple version iconThere are 5 versions of this paper

Downloads 852
35.

The Use of Options in Corporate Risk Management

Managerial Finance, Vol. 32, No. 2, pp. 160-181, 2006
Number of pages: 30 Posted: 05 Jun 2007 Last Revised: 10 Mar 2014
Accepted Paper Series
Söhnke M. Bartram
Warwick Business School - Department of Finance
Downloads 828
36.

Estimating Systemic Risk in the International Financial System

AFA 2005 Philadelphia Meetings Paper; EFA 2004 Maastricht Meetings Paper No. 4449
Number of pages: 61 Posted: 30 Jun 2004
Working Paper Series
Söhnke M. Bartram, Gregory W. Brown and John Hund
Warwick Business School - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Finance Area and University of Georgia

Multiple version iconThere are 3 versions of this paper

Downloads 820
37.

Corporate Cash Flow and Stock Price Exposures to Foreign Exchange Rate Risk

Journal of Corporate Finance, Vol. 13, No. 5, pp. 981-994, December 2007
Number of pages: 26 Posted: 10 May 2007 Last Revised: 10 Mar 2014
Working Paper Series
Söhnke M. Bartram
Warwick Business School - Department of Finance
Downloads 812
38.

Corporate Hedging and Speculation with Derivatives

Number of pages: 52 Posted: 16 Mar 2006 Last Revised: 16 Jul 2015
Working Paper Series
Söhnke M. Bartram
Warwick Business School - Department of Finance
Downloads 782
39.

The Case for Intervening in Bankers' Pay

Journal of Finance, Forthcoming
Number of pages: 62 Posted: 16 Jul 2010 Last Revised: 18 Mar 2014
Accepted Paper Series
John E. Thanassoulis
University of Warwick - Warwick Business School
Downloads 756
40.

Bank Capital and Risk Taking

Bank of England Working Paper No. 90, Cass Business School Research Paper
Number of pages: 44 Posted: 22 Feb 1999
Working Paper Series
Alistair Milne and A. Elizabeth Whalley
Loughborough University - School of Business and Economics and University of Warwick - Finance Group
Downloads 748
41.

Corporate Governance and Firm-Specific Stock Price Crashes

Forthcoming to European Financial Management, 2016
Number of pages: 62 Posted: 28 Mar 2012 Last Revised: 02 Apr 2016
Accepted Paper Series
Panayiotis C. Andreou, Constantinos Antoniou, Joanne Horton and Christodoulos Louca
Cyprus University of Technology, University of Warwick - Warwick Business School, University of Exeter Business School and Cyprus University of Technology

Multiple version iconThere are 2 versions of this paper

Downloads 731
42.

Short-term Corporate Debt Around The World

WBS Finance Group Research Paper
Number of pages: 61 Posted: 03 Apr 2014 Last Revised: 12 Oct 2016
Working Paper Series
Marco Sorge, Chendi Zhang and Kostas Koufopoulos
World Bank Group - International Finance Corporation, University of Warwick - Finance Group and University of Warwick - Finance Group
Downloads 715
43.

Agency Conflicts and Corporate Payout Policies: A Global Study

Number of pages: 49 Posted: 06 Mar 2008 Last Revised: 10 Mar 2014
Working Paper Series
Söhnke M. Bartram, Philip R. Brown, Janice C. Y. How and Peter Verhoeven
Warwick Business School - Department of Finance, UWA Business School, M250, Queensland University of Technology and Queensland University of Technology - QUT Business School

Multiple version iconThere are 3 versions of this paper

Downloads 714
44.

The Financial Risks of Corporations in the Global Economy

EFA 2005 Moscow Meetings, Forthcoming
Number of pages: 41 Posted: 08 Jul 2005
Working Paper Series
Söhnke M. Bartram and Gregory W. Brown
Warwick Business School - Department of Finance and University of North Carolina (UNC) at Chapel Hill - Finance Area
Downloads 708
45.

How Important Is Financial Risk?

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 88 Posted: 10 Aug 2013
Accepted Paper Series
Söhnke M. Bartram, Gregory W. Brown and William Waller
Warwick Business School - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Finance Area and Carnegie Mellon University - David A. Tepper School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 707
46.

The Interest Rate Exposure of Nonfinancial Corporations

Number of pages: 31 Posted: 18 Dec 2001
Working Paper Series
Söhnke M. Bartram
Warwick Business School - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 697
47.

The Euro and European Financial Market Dependence

AFA 2007 Chicago Meetings Paper
Number of pages: 50 Posted: 02 Jul 2005
Working Paper Series
Söhnke M. Bartram, Stephen J. Taylor and Yaw-Huei Wang
Warwick Business School - Department of Finance, Lancaster University - Department of Accounting and Finance and National Taiwan University

Multiple version iconThere are 2 versions of this paper

Downloads 691
48.

Outsourcing Corporate Governance: Conflicts of Interest and Competition in the Proxy Advisory Industry

ECGI - Finance Working Paper No. 389/2013
Number of pages: 60 Posted: 29 Jun 2013 Last Revised: 16 Mar 2014
Working Paper Series
Tao Li
University of Warwick - Warwick Business School
Downloads 677
49.

Execution Risk in High-Frequency Arbitrage

Number of pages: 38 Posted: 29 Mar 2012
Working Paper Series
Roman Kozhan and Wing Wah Tham
University of Warwick, Warwick Business School and Erasmus School of Economics - Econometric Institute

Multiple version iconThere are 2 versions of this paper

Downloads 657
50.

How Riskless is 'Riskless' Arbitrage?

Number of pages: 56 Posted: 24 Jan 2010 Last Revised: 16 Mar 2014
Working Paper Series
Roman Kozhan and Wing Wah Tham
University of Warwick, Warwick Business School and Erasmus School of Economics - Econometric Institute

Multiple version iconThere are 2 versions of this paper

Downloads 650
Submit a Paper Section 508 Text Only Pages

Quick Links

Research Paper Series Conference Papers Partners in Publishing Organization Homepages Newsletter Sign Up

Rankings

Top Papers Top Authors Top Organizations

About

SSRN Objectives Network Directors Presidential Letter Announcements Contact us FAQs
Elsevier logo
Copyright Terms and Conditions Privacy Policy

Cookies are used by this site. To decline or learn more, visit our Cookies page. This page was processed by apollobot1 in 1.649 seconds

Relx Group logo