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

56

DOWNLOADS
Rank 235

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Top 235

in Total Papers Downloads

56,445

CITATIONS
Rank 1,355

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Top 1,355

in Total Papers Citations

412

Scholarly Papers (56)

1.

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 4,833 (1,539)
Citation 66

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

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 4,573 (1,653)
Citation 19

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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

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

3.
Downloads 3,872 ( 2,267)

Agnostic Fundamental Analysis Works

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 56 Posted: 07 Oct 2015 Last Revised: 18 Dec 2017
Söhnke M. Bartram and Mark Grinblatt
Warwick Business School - Department of Finance and University of California, Los Angeles (UCLA) - Finance Area
Downloads 2,936 (3,579)

Abstract:

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

Agnostic Fundamental Analysis Works

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 56 Posted: 14 Aug 2014 Last Revised: 18 Dec 2017
Söhnke M. Bartram and Mark Grinblatt
Warwick Business School - Department of Finance and University of California, Los Angeles (UCLA) - Finance Area
Downloads 936 (22,753)

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

4.
Downloads 3,549 ( 2,635)
Citation 16

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 2,029 (6,666)
Citation 16

Abstract:

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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 1,263 (14,455)
Citation 16

Abstract:

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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 257 (115,549)
Citation 16

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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 2,833 (3,802)
Citation 10

Abstract:

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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

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Portfolio investment, international financial markets, diversification, currency risk

6.
Downloads 2,411 ( 5,086)
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 1,599 (9,973)
Citation 1

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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 812 (27,989)
Citation 1

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capital structure, financial risk, risk management, corporate finance

7.

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 1,937 (7,391)
Citation 7

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

8.

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 - Samuel Curtis Johnson Graduate School of Management
Downloads 1,915 (7,535)
Citation 23

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

9.

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
Alliance Manchester Business School and Warwick Business School - Department of Finance
Downloads 1,731 (8,924)
Citation 7

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

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
Alliance Manchester Business School, Warwick Business School - Department of Finance and Bocconi University
Downloads 1,711 (8,934)
Citation 10

Abstract:

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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, Alliance Manchester Business School and Bocconi University

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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 1,016 (20,190)
Citation 18

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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 374 (76,120)
Citation 18

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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 302 (97,319)
Citation 18

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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 831 (27,099)
Citation 18

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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 587 (43,474)
Citation 18

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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 143 (199,343)
Citation 18

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

13.
Downloads 1,502 ( 11,237)
Citation 14

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 927 (23,089)
Citation 14

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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 341 (84,917)
Citation 14

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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 188 (157,076)
Citation 14

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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 46 (400,454)
Citation 14

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Volatility, Idiosyncratic Risk, Financial Market Development

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 899 (24,218)

Abstract:

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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 245 (121,423)

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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 106 (250,730)

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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 91 (277,947)

Abstract:

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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 50 (386,199)

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hedging, exchange rates, exposure, derivatives, mergers

15.
Downloads 1,308 ( 14,004)

Global Market Inefficiencies

Number of pages: 69 Posted: 02 Aug 2017 Last Revised: 16 Dec 2018
Söhnke M. Bartram and Mark Grinblatt
Warwick Business School - Department of Finance and University of California, Los Angeles (UCLA) - Finance Area
Downloads 472 (57,505)

Abstract:

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

Global Market Inefficiencies

Number of pages: 69 Posted: 20 Dec 2014 Last Revised: 16 Dec 2018
Söhnke M. Bartram and Mark Grinblatt
Warwick Business School - Department of Finance and University of California, Los Angeles (UCLA) - Finance Area
Downloads 460 (59,386)

Abstract:

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

Global Market Inefficiencies

Number of pages: 69 Posted: 14 Jul 2017 Last Revised: 16 Dec 2018
Söhnke M. Bartram and Mark Grinblatt
Warwick Business School - Department of Finance and University of California, Los Angeles (UCLA) - Finance Area
Downloads 167 (174,806)

Abstract:

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

Global Market Inefficiencies

Number of pages: 69 Posted: 09 Aug 2017 Last Revised: 16 Dec 2018
Söhnke M. Bartram and Mark Grinblatt
Warwick Business School - Department of Finance and University of California, Los Angeles (UCLA) - Finance Area
Downloads 116 (234,929)

Abstract:

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

Global Market Inefficiencies

Number of pages: 69 Posted: 01 Aug 2018 Last Revised: 16 Dec 2018
Söhnke M. Bartram and Mark Grinblatt
Warwick Business School - Department of Finance and University of California, Los Angeles (UCLA) - Finance Area
Downloads 93 (274,078)

Abstract:

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

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 629 (39,588)
Citation 1

Abstract:

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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 382 (74,306)
Citation 1

Abstract:

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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 214 (138,921)
Citation 1

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

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 405 (69,403)
Citation 3

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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 236 (126,141)
Citation 3

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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 155 (186,294)
Citation 3

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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 114 (238,020)
Citation 3

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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 86 (288,150)
Citation 3

Abstract:

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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 63 (345,056)
Citation 3

Abstract:

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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 59 (356,733)
Citation 3

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

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 742 (31,687)
Citation 7

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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 193 (153,382)
Citation 7

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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 155 (186,294)
Citation 7

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Dividends, share repurchases, agency costs, payout choice

19.

Corporate Hedging and Speculation with Derivatives

Number of pages: 57 Posted: 16 Mar 2006 Last Revised: 04 Oct 2017
Söhnke M. Bartram
Warwick Business School - Department of Finance
Downloads 1,027 (20,174)
Citation 2

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

20.

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 1,011 (20,705)
Citation 8

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

21.
Downloads 917 ( 23,873)
Citation 22

The Euro and European Financial Market Dependence

AFA 2007 Chicago Meetings Paper, Journal of Banking and Finance, Vol. 31, No. 5, 2007
Number of pages: 34 Posted: 02 Jul 2005 Last Revised: 27 Feb 2019
Söhnke M. Bartram, Stephen J. Taylor and Yaw-Huei Wang
Warwick Business School - Department of Finance, Lancaster University - Department of Accounting and Finance and UNSW
Downloads 707 (33,823)
Citation 22

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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
UNSW, Warwick Business School - Department of Finance and Lancaster University - Department of Accounting and Finance
Downloads 210 (141,534)
Citation 22

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Euro, international finance, dependence, copula, GARCH

22.

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 851 (26,634)
Citation 3

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Options, derivatives, risk management, exposure, corporate finance

23.

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 851 (26,634)
Citation 7

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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 748 (31,359)
Citation 7

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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

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

25.

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 728 (33,012)

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

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 454 (60,363)

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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 181 (162,637)

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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 76 (310,817)

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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
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27.

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 664 (37,416)
Citation 6

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Options, Market Design, Microstructure, Bid-Ask Spreads

28.

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 656 (38,015)
Citation 5

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Market microstructure, common factors, risk factors, asymmetric information

29.

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 584 (44,389)
Citation 9

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

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
Alliance Manchester Business School and Warwick Business School - Department of Finance
Downloads 340 (85,224)

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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
Alliance Manchester Business School and Warwick Business School - Department of Finance
Downloads 153 (188,452)

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Overnight returns, asset pricing, return factors

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 UNSW
Downloads 280 (105,511)

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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 UNSW
Downloads 211 (140,855)

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

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 478 (57,231)
Citation 6

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

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 246 (120,888)
Citation 9

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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 192 (154,107)
Citation 9

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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 Last Revised: 30 Aug 2012
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 34 (449,527)
Citation 9

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34.

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
Alliance Manchester Business School, Warwick Business School - Department of Finance and Bocconi University
Downloads 467 (58,901)

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

35.
Downloads 445 ( 62,465)
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 317 (92,212)
Citation 1

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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 64 (342,145)
Citation 2

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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 64 (342,145)
Citation 2

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

36.

Agnostic Fundamental Analysis Works

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 56 Posted: 30 Jun 2016 Last Revised: 18 Dec 2017
Söhnke M. Bartram and Mark Grinblatt
Warwick Business School - Department of Finance and University of California, Los Angeles (UCLA) - Finance Area
Downloads 429 (65,323)

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

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 428 (64,883)
Citation 19

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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

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38.

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 372 (77,291)
Citation 2

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Options, Market Design, Microstructure, Bid-Ask Spreads

Why Has Idiosyncratic Risk Been Historically Low in Recent Years?

Fisher College of Business Working Paper No. 2018-03-02, Charles A. Dice Working Paper No. 2018-2, WBS Finance Group Research Paper
Number of pages: 45 Posted: 24 Jan 2018
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 342 (84,620)

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Idiosyncratic risk, market risk, liquidity, firm age, firm size

Why Has Idiosyncratic Risk Been Historically Low in Recent Years?

NBER Working Paper No. w24270
Number of pages: 45 Posted: 29 Jan 2018
Söhnke M. Bartram, Gregory W. Brown and René Stulz
Warwick Business School - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Finance Area and Ohio State University (OSU) - Fisher College of Business
Downloads 13 (572,030)
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40.
Downloads 309 ( 95,437)
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 206 (144,135)
Citation 1

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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 103 (255,926)
Citation 1

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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 188 (157,076)

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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 116 (234,929)

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42.
Downloads 293 (101,413)

Currency Anomalies

Number of pages: 75 Posted: 26 Apr 2018 Last Revised: 26 May 2019
Söhnke M. Bartram, Leslie Djuranovik and Anthony Garratt
Warwick Business School - Department of Finance, Bank Indonesia - Department of Economic and Monetary Policy and University of Warwick
Downloads 221 (135,286)

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Exchange Rates, Anomalies, Mispricing, Analysts, Market Efficiency, Real-Time, Point-In-Time

Currency Anomalies

31st Australasian Finance and Banking Conference 2018
Number of pages: 75 Posted: 30 Jul 2018 Last Revised: 26 May 2019
Söhnke M. Bartram, Leslie Djuranovik and Anthony Garratt
Warwick Business School - Department of Finance, Bank Indonesia - Department of Economic and Monetary Policy and University of Warwick
Downloads 72 (320,745)

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Exchange rates, anomalies, mispricing, analysts, market efficiency, real-time, point-in-time, arbitrage costs

43.

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 281
Citation 65

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

44.

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 264 (112,889)
Citation 2

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

45.

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 UNSW
Downloads 228 (131,035)
Citation 5

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

46.

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 204 (145,714)
Citation 5

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Options, Market Design, Microstructure, Bid-Ask Spreads

Credit Default Swaps Around the World: Investment and Financing Effects

Number of pages: 74 Posted: 22 Apr 2018 Last Revised: 05 Mar 2019
Warwick Business School - Department of Finance, University of North Carolina Kenan-Flagler Business School, University of Florida - Warrington College of Business Administration and New York University (NYU) - Department of Finance
Downloads 138 (205,155)

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Credit default swaps, CDS, investment policy, financing policy, creditor rights, property rights, private credit, ownership concentration

Credit Default Swaps Around the World: Investment and Financing Effects

Kenan Institute of Private Enterprise Research Paper No. 18-21
Number of pages: 74 Posted: 28 Aug 2018 Last Revised: 05 Mar 2019
Warwick Business School - Department of Finance, University of North Carolina Kenan-Flagler Business School, University of Florida - Warrington College of Business Administration and New York University (NYU) - Department of Finance
Downloads 59 (356,733)

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Credit Default Swaps, Cds, Investment Policy, Financing Policy, Creditor Rights, Property Rights, Private Credit, Ownership Concentration

48.

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

Number of pages: 45 Posted: 13 Sep 2012 Last Revised: 28 Oct 2017
Söhnke M. Bartram
Warwick Business School - Department of Finance
Downloads 179 (164,233)

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Pension plans, corporate finance, employer contributions, financial crisis, funding deficit, pension assumptions

49.

Real Effects of Climate Policy: Financial Constraints and Spillovers

Fisher College of Business Working Paper No. 2019-03-004, Charles A. Dice Working Paper No. 2019-04
Number of pages: 75 Posted: 25 Oct 2018 Last Revised: 13 Feb 2019
Söhnke M. Bartram, Kewei Hou and Sehoon Kim
Warwick Business School - Department of Finance, Ohio State University (OSU) - Department of Finance and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 148 (193,382)

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Climate policy, cap-and-trade, financial constraints, internal resource allocation, real effects, regulatory arbitrage, externalities, spillover effects, corporate environmental policy

50.

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 141 (200,987)
Citation 1

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

51.

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 117 (232,333)

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

52.

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 102 (256,044)

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

53.

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 96 (266,518)

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54.

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 77 (305,308)
Citation 1

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

55.

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 60 (348,912)

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Spin-off, Divestiture, Information asymmetry

56.

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

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offshore centers, financial markets, international finance, financial institutions