Söhnke M. Bartram

Warwick Business School - Department of Finance

Professor of Finance

Coventry, CV4 7AL

United Kingdom

http://go.warwick.ac.uk/sbartram/

SCHOLARLY PAPERS

52

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CITATIONS
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417

Scholarly Papers (52)

Corporate Risk Management as a Lever for Shareholder Value Creation

Number of pages: 84 Posted: 10 Aug 2001
Söhnke M. Bartram
Warwick Business School - Department of Finance
Downloads 4,359 (1,422)
Citation 19

Abstract:

Risk management, agency cost, hedging, shareholder value, taxes, transaction cost, derivatives

Corporate Risk Management as a Lever for Shareholder Value Creation

Financial Markets, Institutions & Instruments, Vol. 9, No. 5, pp. 279-324, 2004
Posted: 15 Nov 2000
Söhnke M. Bartram
Warwick Business School - Department of Finance

Abstract:

Risk management, agency cost, hedging, shareholder value, taxes, transaction cost, derivatives

2.

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
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 4,265 (1,300)
Citation 66

Abstract:

Derivatives, corporate finance, risk management, hedging, international finance

3.
Downloads 3,425 ( 2,182)
Citation 17

The Effects of Derivatives on Firm Risk and Value

Number of pages: 52 Posted: 14 Feb 2007 Last Revised: 11 Mar 2014
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
Downloads 1,969 (5,642)
Citation 17

Abstract:

derivatives, risk management, hedging, international finance, risk, value

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
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
Downloads 1,213 (12,672)
Citation 17

Abstract:

Derivatives, risk management, hedging, international finance

The Effects of Derivatives on Firm Risk and Value

Number of pages: 52 Posted: 20 Mar 2009 Last Revised: 10 Mar 2014
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
Downloads 243 (104,707)
Citation 17

Abstract:

4.
Downloads 3,212 ( 2,473)

Agnostic Fundamental Analysis Works

Number of pages: 56 Posted: 07 Oct 2015 Last Revised: 29 Jun 2017
Söhnke M. Bartram and Mark Grinblatt
Warwick Business School - Department of Finance and University of California, Los Angeles (UCLA) - Finance Area
Downloads 2,487 (3,794)

Abstract:

Valuation, asset pricing, market efficiency, fundamental analysis, Point-in-Time, Theil-Sen

Agnostic Fundamental Analysis Works

Number of pages: 56 Posted: 14 Aug 2014 Last Revised: 29 Jun 2017
Söhnke M. Bartram and Mark Grinblatt
Warwick Business School - Department of Finance and University of California, Los Angeles (UCLA) - Finance Area
Downloads 725 (27,423)

Abstract:

Valuation, asset pricing, market efficiency, fundamental analysis, Point-in-Time, Theil-Sen

International Portfolio Investment: Theory, Evidence, and Institutional Framework

Number of pages: 124 Posted: 16 Jul 2001
Söhnke M. Bartram and Gunter Dufey
Warwick Business School - Department of Finance and Stephen M. Ross School of Business at the University of Michigan
Downloads 2,602 (3,520)
Citation 10

Abstract:

Portfolio investment, international financial markets, diversification, currency risk

International Portfolio Investment: Theory, Evidence, and Institutional Framework

Financial Markets, Institutions & Instruments, Vol. 10, No. 3, August 2001, pp. 85-155.
Posted: 16 Jul 2001 Last Revised: 11 Mar 2014
Söhnke M. Bartram and Gunter Dufey
Warwick Business School - Department of Finance and Stephen M. Ross School of Business at the University of Michigan

Abstract:

Portfolio investment, international financial markets, diversification, currency risk

6.
Downloads 2,282 ( 4,491)
Citation 1

How Important is Financial Risk?

AFA 2009 San Francisco Meetings Paper
Number of pages: 79 Posted: 17 Mar 2008 Last Revised: 10 Mar 2014
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
Downloads 1,562 (8,427)
Citation 1

Abstract:

Capital structure, financial risk, risk management, corporate finance

How Important Is Financial Risk?

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 88 Posted: 10 Aug 2013
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
Downloads 720 (27,689)
Citation 1

Abstract:

capital structure, financial risk, risk management, corporate finance

7.

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
Söhnke M. Bartram and George Andrew Karolyi
Warwick Business School - Department of Finance and Cornell University - Johnson Graduate School of Management
Downloads 1,699 (6,616)
Citation 23

Abstract:

Foreign exchange rates, exposure, Euro, corporate finance, risk management, derivatives

8.

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
Söhnke M. Bartram
Warwick Business School - Department of Finance
Downloads 1,666 (6,397)
Citation 7

Abstract:

Foreign exchange rates, exposure, risk management, cash flow, derivatives, corporate finance

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
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)
Downloads 1,615 (7,977)
Citation 10

Abstract:

Fama and French model, Carhart model, asset pricing, book-to-market, size, momentum, macroeconomic pricing factors

Macroeconomic Risks and Characteristic-Based Factor Models

EFA 2005 Moscow Meetings
Posted: 25 Mar 2005 Last Revised: 11 Mar 2014
Söhnke M. Bartram, Kevin Aretz and Peter F. Pope
Warwick Business School - Department of Finance, Manchester Business School and London School of Economics & Political Science (LSE)

Abstract:

Fama and French/Carhart model, asset pricing, book-to-market, size, aggregate, corporate earnings expectations, term structure, inflation, default

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
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
Downloads 960 (18,169)
Citation 19

Abstract:

Competition, hedging, exposure, derivatives, corporate finance, international finance

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

Journal of Financial Economics (JFE), Vol. 95, No. 2, February 2010, pp. 148-173.
Number of pages: 63 Posted: 06 Jul 2009 Last Revised: 10 Mar 2014
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
Downloads 329 (75,001)
Citation 19

Abstract:

Competition, hedging, FX exposure, derivatives, international finance

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

FDIC Center For Financial Research, Working Paper No. 2007-07
Number of pages: 60 Posted: 26 Mar 2008 Last Revised: 14 Sep 2014
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
Downloads 300 (83,298)
Citation 19

Abstract:

Competition, hedging, exposure, derivatives, corporate finance, international finance

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
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
Downloads 822 (22,908)
Citation 18

Abstract:

Systemic risk, default risk, credit risk, banks, exposure, emerging markets, 9/11

Estimating Systemic Risk in the International Financial System

Journal of Financial Economics, Vol. 86, No. 3, pp. 835-869, December 2007
Number of pages: 53 Posted: 19 Oct 2006 Last Revised: 11 Mar 2014
John Hund, Söhnke M. Bartram and Gregory W. Brown
University of Georgia, Warwick Business School - Department of Finance and University of North Carolina (UNC) at Chapel Hill - Finance Area
Downloads 556 (39,299)
Citation 18

Abstract:

Systemic risk, default risk, credit risk, banks, exposure, emerging markets

Estimating Systemic Risk in the International Financial System

FDIC CFR Working Paper No. 2005-12
Number of pages: 61 Posted: 19 Aug 2005
Söhnke M. Bartram, John Hund and Gregory W. Brown
Warwick Business School - Department of Finance, University of Georgia and University of North Carolina (UNC) at Chapel Hill - Finance Area
Downloads 140 (174,922)
Citation 18

Abstract:

Systemic risk, default risk, credit risk, banks, exposure, emerging markets, 9/11

12.

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
Kevin Aretz and Söhnke M. Bartram
Manchester Business School and Warwick Business School - Department of Finance
Downloads 1,398 (8,117)
Citation 7

Abstract:

Corporate finance, risk management, exposure, foreign exchange rates, derivatives

Foreign Currency Exposure and Hedging: Evidence from Foreign Acquisitions

Number of pages: 28 Posted: 07 Apr 2008 Last Revised: 10 Mar 2014
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
Downloads 857 (21,553)

Abstract:

Exchange Rates, Exposure, Hedging, Derivatives, Mergers, Acquisitions

Foreign Currency Exposure and Hedging: Evidence from Foreign Acquisitions

AFA 2010 Atlanta Meetings Paper
Number of pages: 27 Posted: 22 Mar 2009 Last Revised: 10 Mar 2014
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
Downloads 229 (111,298)

Abstract:

Exchange Rates, Exposure, Hedging, Derivatives, Mergers, Acquisitions

Foreign Currency Exposure and Hedging: Evidence from Foreign Acquisitions

Number of pages: 28 Posted: 15 Aug 2008 Last Revised: 10 Mar 2014
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
Downloads 104 (219,899)

Abstract:

Exchange Rates, Exposure, Hedging, Derivatives, Mergers, Acquisitions

Foreign Currency Exposure and Hedging: Evidence from Foreign Acquisitions

Number of pages: 28 Posted: 23 Aug 2007 Last Revised: 10 Mar 2014
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
Downloads 87 (248,223)

Abstract:

Exchange rates, exposure, hedging, derivatives, mergers, acquisitions

Foreign Currency Exposure and Hedging: Evidence from Foreign Acquisitions

Number of pages: 28 Posted: 05 Mar 2008 Last Revised: 10 Mar 2014
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
Downloads 43 (359,573)

Abstract:

hedging, exchange rates, exposure, derivatives, mergers

14.
Downloads 1,309 ( 11,471)
Citation 15

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
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
Downloads 864 (21,325)
Citation 15

Abstract:

Firm risk, Volatility, Idiosyncratic risk, R-squared

Why are U.S. Stocks More Volatile?

EFA 2009 Bergen Meetings Paper, AFA 2010 Atlanta Meetings Paper
Number of pages: 49 Posted: 16 Feb 2009 Last Revised: 10 Mar 2014
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
Downloads 233 (109,424)
Citation 15

Abstract:

Idiosyncratic risk, stock return volatility, R-square, financial development, governance

Why are U.S. Stocks More Volatile?

Journal of Finance, Vol. 67, No. 4, 2012, pp. 1329-1370
Number of pages: 50 Posted: 02 May 2013
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
Downloads 169 (148,827)
Citation 15

Abstract:

Firm risk, volatility, idiosyncratic risk, R-squared

Why are U.S. Stocks More Volatile?

Number of pages: 49 Posted: 27 Mar 2008 Last Revised: 10 Mar 2014
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
Downloads 43 (359,573)
Citation 15

Abstract:

Volatility, Idiosyncratic Risk, Financial Market Development

Crossing the Lines: The Conditional Relation Between Exchange Rate Exposure and Stock Returns in Emerging and Developed Markets

Number of pages: 48 Posted: 10 Oct 2007 Last Revised: 10 Mar 2014
Söhnke M. Bartram and Gordon M. Bodnar
Warwick Business School - Department of Finance and Johns Hopkins University - Paul H. Nitze School of Advanced International Studies (SAIS)
Downloads 607 (34,929)
Citation 1

Abstract:

exchange rate exposure, exchange rate risk, return premia

Crossing the Lines: The Conditional Relation between Exchange Rate Exposure and Stock Returns in Emerging and Developed Markets

Journal of International Money and Finance, Vol. 31, No. 4, pp. 766-792, June 2012
Number of pages: 47 Posted: 12 Jan 2012 Last Revised: 10 Mar 2014
Söhnke M. Bartram and Gordon M. Bodnar
Warwick Business School - Department of Finance and Johns Hopkins University - Paul H. Nitze School of Advanced International Studies (SAIS)
Downloads 356 (68,349)
Citation 1

Abstract:

Exchange rate exposure, exchange rate risk, corporate finance, international finance

Crossing the Lines: The Conditional Relation Between Exchange Rate Exposure and Stock Returns in Emerging and Developed Markets

Number of pages: 48 Posted: 20 Feb 2009 Last Revised: 10 Mar 2014
Söhnke M. Bartram and Gordon M. Bodnar
Warwick Business School - Department of Finance and Johns Hopkins University - Paul H. Nitze School of Advanced International Studies (SAIS)
Downloads 208 (122,515)
Citation 1

Abstract:

Exchange rate exposure, exchange rate risk, return premia, international finance

Agency Conflicts and Corporate Payout Policies: A Global Study

Number of pages: 49 Posted: 06 Mar 2008 Last Revised: 10 Mar 2014
Warwick Business School - Department of Finance, UWA Business School, M250, Queensland University of Technology and Queensland University of Technology - QUT Business School
Downloads 716 (27,917)
Citation 8

Abstract:

Dividends, share repurchases, agency costs, payout choice

Agency Conflicts and Corporate Payout Policies: A Global Study

Number of pages: 49 Posted: 17 Mar 2009 Last Revised: 10 Mar 2014
Warwick Business School - Department of Finance, UWA Business School, M250, Queensland University of Technology and Queensland University of Technology - QUT Business School
Downloads 172 (146,448)
Citation 8

Abstract:

Dividends, share repurchases, agency costs, payout choice

Agency Conflicts and Corporate Payout Policies: A Global Study

Number of pages: 49 Posted: 17 Mar 2009 Last Revised: 10 Mar 2014
Warwick Business School - Department of Finance, UWA Business School, M250, Queensland University of Technology and Queensland University of Technology - QUT Business School
Downloads 150 (165,144)
Citation 8

Abstract:

Dividends, share repurchases, agency costs, payout choice

How Important are Foreign Ownership Linkages for International Stock Returns?

Number of pages: 61 Posted: 16 Mar 2010 Last Revised: 10 Mar 2014
Söhnke M. Bartram, John M. Griffin and David T. Ng
Warwick Business School - Department of Finance, University of Texas at Austin - Department of Finance and Cornell University
Downloads 390 (61,379)
Citation 3

Abstract:

Institutional ownership, asset management, portfolio diversification, international finance, co-movement

How Important are Foreign Ownership Linkages for International Stock Returns?

Review of Financial Studies (Forthcoming)
Number of pages: 83 Posted: 20 Dec 2014 Last Revised: 22 Jan 2015
Söhnke M. Bartram, John M. Griffin, Tae-Hoon Lim and David T. Ng
Warwick Business School - Department of Finance, University of Texas at Austin - Department of Finance, Cornell University and Cornell University
Downloads 190 (133,549)
Citation 3

Abstract:

Institutional ownership, asset management, portfolio diversification, international finance, comovement

How Important are Foreign Ownership Linkages for International Stock Returns?

Number of pages: 61 Posted: 15 Mar 2012 Last Revised: 10 Mar 2014
Söhnke M. Bartram, John M. Griffin and David T. Ng
Warwick Business School - Department of Finance, University of Texas at Austin - Department of Finance and Cornell University
Downloads 146 (168,985)
Citation 3

Abstract:

Institutional ownership, asset management, portfolio diversification, international finance, co movement

How Important are Foreign Ownership Linkages for International Stock Returns?

HKIMR Working Paper No.12/2012
Number of pages: 61 Posted: 31 May 2012 Last Revised: 10 Mar 2014
Söhnke M. Bartram, John M. Griffin and David T. Ng
Warwick Business School - Department of Finance, University of Texas at Austin - Department of Finance and Cornell University
Downloads 105 (218,468)
Citation 3

Abstract:

Institutional Ownership, Asset Management, Portfolio Diversification, International Finance, Comovement

How Important are Foreign Ownership Linkages for International Stock Returns?

Number of pages: 61 Posted: 11 Jan 2012 Last Revised: 10 Mar 2014
Söhnke M. Bartram, John M. Griffin and David T. Ng
Warwick Business School - Department of Finance, University of Texas at Austin - Department of Finance and Cornell University
Downloads 81 (259,737)
Citation 3

Abstract:

Institutional ownership, asset management, portfolio diversification, international finance, comovement

How Important are Foreign Ownership Linkages for International Stock Returns?

Number of pages: 78 Posted: 06 Apr 2014
Söhnke M. Bartram, John M. Griffin, Tae-Hoon Lim and David T. Ng
Warwick Business School - Department of Finance, University of Texas at Austin - Department of Finance, Cornell University and Cornell University
Downloads 58 (313,211)
Citation 3

Abstract:

Institutional ownership, asset management, portfolio diversification, international finance, comovement

How Important are Foreign Ownership Linkages for International Stock Returns?

Number of pages: 61 Posted: 21 Mar 2011 Last Revised: 10 Mar 2014
Söhnke M. Bartram, John M. Griffin and David T. Ng
Warwick Business School - Department of Finance, University of Texas at Austin - Department of Finance and Cornell University
Downloads 57 (315,928)
Citation 3

Abstract:

institutional ownership, asset management, portfolio diversification, international finance, comovement

18.
Downloads 891 ( 20,690)
Citation 23

The Euro and European Financial Market Dependence

AFA 2007 Chicago Meetings Paper
Number of pages: 50 Posted: 02 Jul 2005
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
Downloads 692 (29,232)
Citation 23

Abstract:

Euro, financial markets, dependence, co-movement, copula, GARCH, international finance, integration

The Euro and European Financial Market Dependence

Journal of Banking and Finance, Vol. 51, No. 5, pp. 1461-1481, May 2007
Number of pages: 34 Posted: 15 Aug 2006 Last Revised: 11 Mar 2014
Yaw-Huei Wang, Söhnke M. Bartram and Stephen J. Taylor
National Taiwan University, Warwick Business School - Department of Finance and Lancaster University - Department of Accounting and Finance
Downloads 199 (127,945)
Citation 23

Abstract:

Euro, international finance, dependence, copula, GARCH

19.

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
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 824 (18,552)
Citation 9

Abstract:

Exposure, risk management, derivatives, corporate finance, exchange rates

20.

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
Söhnke M. Bartram
Warwick Business School - Department of Finance
Downloads 772 (22,972)
Citation 3

Abstract:

Options, derivatives, risk management, exposure, corporate finance

21.

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
Söhnke M. Bartram
Warwick Business School - Department of Finance
Downloads 713 (23,553)
Citation 7

Abstract:

corporate finance, risk management, exposure, foreign exchange rates, hedging

The Interest Rate Exposure of Nonfinancial Corporations

Number of pages: 31 Posted: 18 Dec 2001
Söhnke M. Bartram
Warwick Business School - Department of Finance
Downloads 700 (28,806)
Citation 7

Abstract:

Interest rates, exposure, derivatives, risk management, corporate finance, capital markets

The Interest Rate Exposure of Nonfinancial Corporations

European Finance Review, Vol. 6, No. 1, pp. 101-125, 2002
Posted: 21 Jun 2002
Söhnke M. Bartram
Warwick Business School - Department of Finance

Abstract:

Interest rates, exposure, derivatives, risk management, corporate finance, capital markets

23.

The Financial Risks of Corporations in the Global Economy

EFA 2005 Moscow Meetings, Forthcoming
Number of pages: 41 Posted: 08 Jul 2005
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 686 (28,761)

Abstract:

Financial risk, risk management, credit risk, corporate finance, international finance

24.

Alternative Market Structures for Derivatives

EFA 2003 Glasgow
Number of pages: 49 Posted: 26 Apr 2004
Söhnke M. Bartram and Frank Fehle
Warwick Business School - Department of Finance and BlueCrest Capital
Downloads 630 (32,701)
Citation 5

Abstract:

Options, Market Design, Microstructure, Bid-Ask Spreads

Why Does Idiosyncratic Risk Increase with Market Risk?

Charles A. Dice Center Working Paper No. 2016-13, Fisher College of Business Working Paper No. 2016-03-13
Number of pages: 48 Posted: 30 Jul 2016
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
Downloads 380 (63,269)

Abstract:

Uncertainty, idiosyncratic risk, market risk, growth options, liquidity, limits to arbitrage

Why Does Idiosyncratic Risk Increase with Market Risk?

Number of pages: 50 Posted: 30 Jun 2016 Last Revised: 04 Mar 2017
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
Downloads 156 (159,566)

Abstract:

Uncertainty, idiosyncratic risk, market risk, growth options, liquidity, limits to arbitrage

Why Does Idiosyncratic Risk Increase with Market Risk?

CFS Working Paper No. 533
Number of pages: 50 Posted: 25 Aug 2016 Last Revised: 04 Mar 2017
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
Downloads 59 (310,459)

Abstract:

Uncertainty, idiosyncratic risk, market risk, growth options, liquidity, limits to arbitrage

Why Does Idiosyncratic Risk Increase with Market Risk?

NBER Working Paper No. w22492
Number of pages: 48 Posted: 08 Aug 2016
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
Downloads 14 (500,111)
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Abstract:

26.

Informed Trading, Information Asymmetry, and Pricing of Information Risk: Empirical Evidence from the NYSE

EFA 2006 Zurich Meetings
Number of pages: 50 Posted: 15 Mar 2006 Last Revised: 11 Mar 2014
Florian Bardong, Söhnke M. Bartram and Pradeep K. Yadav
BlackRock, Warwick Business School - Department of Finance and University of Oklahoma Price College of Business
Downloads 598 (33,335)
Citation 5

Abstract:

Market microstructure, common factors, risk factors, asymmetric information

European Financial Market Dependence: An Industry Analysis

Journal of Banking and Finance, Vol. 59, July 2015, pp. 146-163.
Number of pages: 52 Posted: 16 Mar 2010 Last Revised: 10 Jul 2015
Söhnke M. Bartram and Yaw-Huei Wang
Warwick Business School - Department of Finance and National Taiwan University
Downloads 267 (94,839)

Abstract:

Euro, International finance, Financial Markets, Dependence, Integration, Copula, GARCH

European Financial Market Dependence: An Industry Analysis

Journal of Banking and Finance, Vol. 59, July 2015, pp. 146-163.
Number of pages: 52 Posted: 13 Jun 2011 Last Revised: 10 Jul 2015
Söhnke M. Bartram and Yaw-Huei Wang
Warwick Business School - Department of Finance and National Taiwan University
Downloads 207 (123,054)

Abstract:

Euro, International finance, Financial Markets, Dependence, Integration, Copula, GARCH

28.

Corporate Hedging and Speculation with Derivatives

Number of pages: 57 Posted: 16 Mar 2006 Last Revised: 25 Sep 2017
Söhnke M. Bartram
Warwick Business School - Department of Finance
Downloads 460 (24,146)

Abstract:

Derivatives, risk management, hedging, speculation, corporate finance, international finance, corporate governance

Why Do Foreign Firms Have Less Idiosyncratic Risk than U.S. Firms?

ECGI - Finance Working Paper No. 246/2009
Number of pages: 55 Posted: 08 Jun 2009
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
Downloads 236 (107,992)
Citation 9

Abstract:

idiosyncratic risk, stock market, bond market, corporate disclosure, shareholder protection, rule of law, government stability

Why Do Foreign Firms Have Less Idiosyncratic Risk than U.S. Firms?

Fisher College of Business Working Paper No. 2009-03-005, Charles A. Dice Center Working Paper No. 2009-5
Number of pages: 51 Posted: 25 Apr 2009
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
Downloads 188 (134,855)
Citation 9

Abstract:

Why Do Foreign Firms Have Less Idiosyncratic Risk than U.S. Firms?

NBER Working Paper No. w14931
Number of pages: 51 Posted: 03 May 2009
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
Downloads 33 (397,822)
Citation 9

Abstract:

30.

No Place to Hide: The Global Crisis in Equity Markets in 2008/09

Journal of International Money and Finance, Vol. 28, No. 8. pp. 1246-1292, December 2009
Number of pages: 72 Posted: 03 Jun 2009 Last Revised: 10 Mar 2014
Söhnke M. Bartram and Gordon M. Bodnar
Warwick Business School - Department of Finance and Johns Hopkins University - Paul H. Nitze School of Advanced International Studies (SAIS)
Downloads 440 (43,380)
Citation 9

Abstract:

Equity market, financial crisis, shareholder value, performance, international finance

31.
Downloads 429 ( 55,133)
Citation 2

Corporate Post-Retirement Benefit Plans and Leverage

Review of Finance, June 2015, 1-55.
Number of pages: 70 Posted: 11 Jan 2011 Last Revised: 12 Jun 2015
Söhnke M. Bartram
Warwick Business School - Department of Finance
Downloads 306 (81,369)
Citation 2

Abstract:

Capital Structure, post-retirement benefits, pension, health care

Corporate Post-Retirement Benefit Plans and Leverage

Review of Finance, June 2015, 1-55.
Number of pages: 70 Posted: 15 Mar 2012 Last Revised: 12 Jun 2015
Söhnke M. Bartram
Warwick Business School - Department of Finance
Downloads 62 (302,542)
Citation 2

Abstract:

Capital Structure, post-retirement benefits, pension, health care

Corporate Post-Retirement Benefit Plans and Leverage

Review of Finance, June 2015, 1-55.
Number of pages: 70 Posted: 15 Mar 2011 Last Revised: 12 Jun 2015
Söhnke M. Bartram
Warwick Business School - Department of Finance
Downloads 61 (305,121)
Citation 2

Abstract:

Capital Structure, post-retirement benefits, pension, health care

32.

A Primer on the Exposure of Nonfinancial Corporations to Foreign Exchange Rate Risk

Journal of Multinational Financial Management, Vol. 15, Nos 4/5, pp. 394-413, October/December 2005
Number of pages: 31 Posted: 20 Oct 2006 Last Revised: 11 Mar 2014
Söhnke M. Bartram, Gunter Dufey and Michael Frenkel
Warwick Business School - Department of Finance, Stephen M. Ross School of Business at the University of Michigan and WHU Otto Beisheim Graduate School of Management
Downloads 419 (50,464)
Citation 6

Abstract:

Foreign exchange rates, exposure, corporate finance, risk management, hedging, derivatives

Linear and Nonlinear Foreign Exchange Rate Exposures of German Nonfinancial Corporations

Number of pages: 41 Posted: 27 Jun 2002
Söhnke M. Bartram
Warwick Business School - Department of Finance
Downloads 413 (57,208)
Citation 19

Abstract:

Linear and Nonlinear Foreign Exchange Rate Exposures of German Nonfinancial Corporations

Journal of International Money and Finance, Vol. 23, No. 4, pp. 673-699, June 2004
Posted: 04 Sep 2002 Last Revised: 11 Mar 2014
Söhnke M. Bartram
Warwick Business School - Department of Finance

Abstract:

Making Money While You Sleep? Anomalies in International Day and Night Returns

Number of pages: 26 Posted: 07 Oct 2015
Kevin Aretz and Söhnke M. Bartram
Manchester Business School and Warwick Business School - Department of Finance
Downloads 283 (88,980)

Abstract:

Overnight returns, asset pricing, return factors

Making Money While You Sleep? Anomalies in International Day and Night Returns

Number of pages: 26 Posted: 22 Jun 2015 Last Revised: 07 Oct 2015
Kevin Aretz and Söhnke M. Bartram
Manchester Business School and Warwick Business School - Department of Finance
Downloads 114 (205,630)

Abstract:

Overnight returns, asset pricing, return factors

35.
Downloads 306 ( 82,160)

Global Market Inefficiencies

Number of pages: 62 Posted: 02 Aug 2017 Last Revised: 14 Sep 2017
Söhnke M. Bartram and Mark Grinblatt
Warwick Business School - Department of Finance and University of California, Los Angeles (UCLA) - Finance Area
Downloads 157 (158,702)

Abstract:

International finance, valuation, asset pricing, market efficiency, fundamental analysis, Point-in-Time, Theil-Sen, transaction costs

Global Market Inefficiencies

Number of pages: 62 Posted: 14 Jul 2017 Last Revised: 22 Sep 2017
Söhnke M. Bartram and Mark Grinblatt
Warwick Business School - Department of Finance and University of California, Los Angeles (UCLA) - Finance Area
Downloads 111 (209,704)

Abstract:

International finance, valuation, asset pricing, market efficiency, fundamental analysis, Point-in-Time, Theil-Sen, transaction costs

Global Market Inefficiencies

Number of pages: 62 Posted: 20 Dec 2014 Last Revised: 14 Sep 2017
Söhnke M. Bartram and Mark Grinblatt
Warwick Business School - Department of Finance and University of California, Los Angeles (UCLA) - Finance Area
Downloads 38 (381,581)

Abstract:

International finance, valuation, asset pricing, market efficiency, fundamental analysis, Point-in-Time, Theil-Sen, transaction costs

36.

Asymmetric Loss Functions and the Rationality of Expected Stock Returns

International Journal of Forecasting, Vol. 27, No. 2, pp. 413-437, April-June 2011
Number of pages: 45 Posted: 21 Mar 2006 Last Revised: 11 Mar 2014
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)
Downloads 305 (53,157)

Abstract:

financial markets, general loss functions, GMM block bootstrapping, Livingston Survey, price forecasting

37.
Downloads 295 ( 85,385)
Citation 1

Are Short-Sellers Different?

EFA 2008 Athens Meetings Paper
Number of pages: 46 Posted: 04 Mar 2008 Last Revised: 10 Mar 2014
Florian Bardong, Söhnke M. Bartram and Pradeep K. Yadav
BlackRock, Warwick Business School - Department of Finance and University of Oklahoma Price College of Business
Downloads 201 (126,655)
Citation 1

Abstract:

Short-selling, Information asymmetry, Microstructure

Are Short-Sellers Different?

Number of pages: 57 Posted: 30 Dec 2012
Florian Bardong, Söhnke M. Bartram and Pradeep K. Yadav
BlackRock, Warwick Business School - Department of Finance and University of Oklahoma Price College of Business
Downloads 94 (235,954)
Citation 1

Abstract:

Short-selling, Information asymmetry, Microstructure

The Effect of Corporate Break-Ups on Information Asymmetry: A Market Microstructure Analysis

Number of pages: 55 Posted: 04 Mar 2008 Last Revised: 10 Mar 2014
Söhnke M. Bartram, Florian Bardong and Pradeep K. Yadav
Warwick Business School - Department of Finance, BlackRock and University of Oklahoma Price College of Business
Downloads 179 (141,165)

Abstract:

Spin-off, Divestiture, Information asymmetry

Corporate Break-Ups and Information Asymmetry: A Market Microstructure Perspective

Number of pages: 55 Posted: 16 Feb 2009 Last Revised: 10 Mar 2014
Florian Bardong, Söhnke M. Bartram and Pradeep K. Yadav
BlackRock, Warwick Business School - Department of Finance and University of Oklahoma Price College of Business
Downloads 98 (230,901)

Abstract:

39.

Does Adverse Selection Affect Bid-Ask Spreads for Options‘

Journal of Futures Markets, Vol. 28, No. 5, pp. 417-437, May 2008
Number of pages: 32 Posted: 04 Feb 2008 Last Revised: 10 Mar 2014
Söhnke M. Bartram, Frank Fehle and David G. Shrider
Warwick Business School - Department of Finance, BlueCrest Capital and Miami University of Ohio - Richard T. Farmer School of Business Administration
Downloads 267 (70,558)
Citation 2

Abstract:

Options, Market Design, Microstructure, Bid-Ask Spreads

40.

Another Look at the Relationship between Cross-market Correlation and Volatility

Finance Research Letters, Vol. 2, No. 2, pp. 75-88, 2005
Number of pages: 22 Posted: 28 Feb 2005
Söhnke M. Bartram and Yaw-Huei Wang
Warwick Business School - Department of Finance and National Taiwan University
Downloads 199 (118,402)
Citation 5

Abstract:

Contagion, correlation, co-movement, dependence, volatility, simulation

41.

Competition Without Fungibility: Evidence from Alternative Market Structures for Derivatives

Journal of Banking and Finance, Vol. 31, No. 3, pp. 659-677, March 2007
Number of pages: 26 Posted: 23 Feb 2006 Last Revised: 11 Mar 2014
Söhnke M. Bartram and Frank Fehle
Warwick Business School - Department of Finance and BlueCrest Capital
Downloads 184 (131,772)
Citation 4

Abstract:

Options, Market Design, Microstructure, Bid-Ask Spreads

42.

Corporate Post-Retirement Benefit Plans and Real Investment

Management Science, Forthcoming
Number of pages: 52 Posted: 15 Feb 2014 Last Revised: 09 Jan 2016
Söhnke M. Bartram
Warwick Business School - Department of Finance
Downloads 162 (107,982)
Citation 2

Abstract:

Real investment, capital expenditure, R&D, financial policy, financial flexibility

43.

In Good Times and in Bad: Defined-Benefit Pensions and Corporate Financial Policy

Number of pages: 55 Posted: 13 Sep 2012 Last Revised: 07 Jan 2017
Söhnke M. Bartram
Warwick Business School - Department of Finance
Downloads 140 (174,472)

Abstract:

Pension plans, corporate finance, asset substitution, risk management, asset allocation, pension assumptions

44.

How are Short-Sales Different from 'Regular' Trades?

Number of pages: 50 Posted: 19 Mar 2010
Florian Bardong, Söhnke M. Bartram and Pradeep K. Yadav
BlackRock, Warwick Business School - Department of Finance and University of Oklahoma Price College of Business
Downloads 81 (242,667)

Abstract:

45.

Corporate Post-Retirement Benefit Plans and Leverage

Review of Finance, June 2015, 1-55.
Number of pages: 70 Posted: 15 Feb 2014 Last Revised: 12 Jun 2015
Söhnke M. Bartram
Warwick Business School - Department of Finance
Downloads 72 (185,145)
Citation 2

Abstract:

Capital Structure, post-retirement benefits, pension, health care

46.

Corporate Post-Retirement Benefit Plans and Leverage

Review of Finance, June 2015, 1-55., Netspar Discussion Paper No. 06/2012-025 - revised version February 2015
Number of pages: 71 Posted: 18 Aug 2012 Last Revised: 24 Dec 2015
Söhnke M. Bartram
Warwick Business School - Department of Finance
Downloads 65 (273,635)
Citation 2

Abstract:

Capital structure, post-retirement benefits, pension, health care

47.

Corporate Break-ups and Information Asymmetry: A Market-Microstructure Analysis

Number of pages: 59 Posted: 05 Mar 2007
Florian Bardong, Söhnke M. Bartram and Pradeep K. Yadav
BlackRock, Warwick Business School - Department of Finance and University of Oklahoma Price College of Business
Downloads 46 (316,960)

Abstract:

Spin-off, Divestiture, Information asymmetry

48.

The Impact of Commodity Price Risk on Firm Value -- An Empirical Analysis of Corporate Commodity Price Exposures

Multinational Finance Journal, Vol. 9, No. 3/4, p. 161-187, 2005
Number of pages: 27 Posted: 01 Jul 2015
Söhnke M. Bartram
Warwick Business School - Department of Finance
Downloads 11 (384,730)
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Abstract:

capital markets, commodity prices, corporate finance, derivatives, exposure, risk management

49.

Why Does Idiosyncratic Risk Increase with Market Risk

CESifo Working Paper Series No. 6560
Number of pages: 53 Posted: 08 Aug 2017
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
Downloads 0 (275,785)

Abstract:

uncertainty, idiosyncratic risk, market risk, growth options, liquidity, limits to arbitrage

50.

Agnostic Fundamental Analysis Works

Number of pages: 56 Posted: 30 Jun 2016 Last Revised: 29 Jun 2017
Söhnke M. Bartram and Mark Grinblatt
Warwick Business School - Department of Finance and University of California, Los Angeles (UCLA) - Finance Area
Downloads 0 (269,512)

Abstract:

Valuation, asset pricing, market efficiency, fundamental analysis, Point-in-Time, Theil-Sen

51.

The Impact of Offshore Financial Centers on International Financial Markets

Reproduced by permission of the Publisher, from Thunderbird International Business Review. Vol. 39 (5), September/October pp. 535-579 Copyright 1997 John Wiley & Sons, Inc.
Posted: 11 Feb 2002
Söhnke M. Bartram and Gunter Dufey
Warwick Business School - Department of Finance and Stephen M. Ross School of Business at the University of Michigan

Abstract:

offshore centers, financial markets, international finance, financial institutions

52.

International Evidence on Financial Derivatives Usage

EFA 2003 Annual Conference Paper No. 398
Number of pages: 69 Posted: 23 Jul 2003
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 0
Citation 65

Abstract:

Derivatives, corporate finance, risk management, hedging, international finance