Söhnke M. Bartram

Warwick Business School - Department of Finance

Professor of Finance

Coventry, CV4 7AL

United Kingdom

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

Centre for Economic Policy Research (CEPR)

Research Fellow

London

United Kingdom

  • Warwick Business School - Department of Finance

    • Email
    • Tel: +44 (24) 7657 4168
    • Fax: +1 425 952 1070

  • Centre for Economic Policy Research (CEPR)

SCHOLARLY PAPERS

57

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58,170

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Top 1,081

in Total Papers Citations

329

CROSSREF CITATIONS

598

Scholarly Papers (57)

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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, WBS Finance Group Research Paper No. 30
Number of pages: 52 Posted: 23 Dec 2003 Last Revised: 18 Dec 2019
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 4,881 (1,628)
Citation 20

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

2.

Corporate Risk Management as a Lever for Shareholder Value Creation

Downloads 4,610 ( 1,795)
Citation 5

Corporate Risk Management as a Lever for Shareholder Value Creation

WBS Finance Group Research Paper No. 10
Number of pages: 84 Posted: 10 Aug 2001
Söhnke M. Bartram
Warwick Business School - Department of Finance
Downloads 4,610 (1,764)
Citation 5

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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, WBS Finance Group Research Paper No. 5
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.

Agnostic Fundamental Analysis Works

Downloads 3,976 ( 2,356)
Citation 2

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 2,995 (3,723)
Citation 2

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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 981 (22,627)

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

4.

The Effects of Derivatives on Firm Risk and Value

Downloads 3,591 ( 2,786)
Citation 53

The Effects of Derivatives on Firm Risk and Value

WBS Finance Group Research Paper No. 72
Number of pages: 52 Posted: 14 Feb 2007 Last Revised: 23 Dec 2019
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 2,040 (7,102)
Citation 3

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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., WBS Finance Group Research Paper No. 135
Number of pages: 52 Posted: 11 Feb 2010 Last Revised: 23 Dec 2019
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 1,293 (14,913)
Citation 4

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Derivatives, risk management, hedging, international finance

The Effects of Derivatives on Firm Risk and Value

WBS Finance Group Research Paper No. 121
Number of pages: 52 Posted: 20 Mar 2009 Last Revised: 23 Dec 2019
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 258 (121,471)
Citation 4

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5.

International Portfolio Investment: Theory, Evidence, and Institutional Framework

Downloads 2,934 ( 3,959)

International Portfolio Investment: Theory, Evidence, and Institutional Framework

WBS Finance Group Research Paper No. 8
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 2,934 (3,880)
Citation 10

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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., WBS Finance Group Research Paper No. 9
Posted: 16 Jul 2001 Last Revised: 10 Dec 2019
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.

How Important is Financial Risk?

Downloads 2,440 ( 5,380)
Citation 5

How Important is Financial Risk?

AFA 2009 San Francisco Meetings Paper, WBS Finance Group Research Paper No. 95
Number of pages: 79 Posted: 17 Mar 2008 Last Revised: 23 Dec 2019
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 Tulane University - Finance & Economics
Downloads 1,607 (10,635)

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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, WBS Finance Group Research Paper No. 207
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 Tulane University - Finance & Economics
Downloads 833 (28,648)

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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, WBS Finance Group Research Paper No. 64
Number of pages: 32 Posted: 30 May 2006 Last Revised: 23 Dec 2019
Söhnke M. Bartram
Warwick Business School - Department of Finance
Downloads 1,958 (7,808)
Citation 8

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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, WBS Finance Group Research Paper No. 16
Number of pages: 51 Posted: 16 Mar 2002 Last Revised: 18 Dec 2019
Söhnke M. Bartram and George Andrew Karolyi
Warwick Business School - Department of Finance and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 1,940 (7,935)
Citation 27

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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, WBS Finance Group Research Paper No. 116
Number of pages: 60 Posted: 06 Mar 2009 Last Revised: 23 Dec 2019
Kevin Aretz and Söhnke M. Bartram
Alliance Manchester Business School and Warwick Business School - Department of Finance
Downloads 1,754 (9,346)
Citation 1

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

10.

Macroeconomic Risks and Characteristic-Based Factor Models

Downloads 1,726 ( 9,611)

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, WBS Finance Group Research Paper No. 36
Number of pages: 37 Posted: 11 Jan 2005 Last Revised: 23 Dec 2019
Kevin Aretz, Söhnke M. Bartram and Peter F. Pope
Alliance Manchester Business School, Warwick Business School - Department of Finance and Bocconi University
Downloads 1,726 (9,424)
Citation 2

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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, WBS Finance Group Research Paper No. 43
Posted: 25 Mar 2005 Last Revised: 23 Dec 2019
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

11.

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

Downloads 1,718 ( 9,679)
Citation 22

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, WBS Finance Group Research Paper No. 59
Number of pages: 63 Posted: 16 Mar 2006 Last Revised: 23 Dec 2019
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 1,022 (21,279)
Citation 12

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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., WBS Finance Group Research Paper No. 127
Number of pages: 63 Posted: 06 Jul 2009 Last Revised: 23 Dec 2019
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 394 (75,797)
Citation 3

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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, WBS Finance Group Research Paper No. 96
Number of pages: 60 Posted: 26 Mar 2008 Last Revised: 23 Dec 2019
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 (102,678)
Citation 4

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

12.

Estimating Systemic Risk in the International Financial System

Downloads 1,569 ( 11,244)
Citation 29

Estimating Systemic Risk in the International Financial System

AFA 2005 Philadelphia Meetings Paper; EFA 2004 Maastricht Meetings Paper No. 4449, WBS Finance Group Research Paper No. 32
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 833 (28,648)
Citation 3

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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, WBS Finance Group Research Paper No. 69
Number of pages: 53 Posted: 19 Oct 2006 Last Revised: 23 Dec 2019
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 593 (45,504)
Citation 2

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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, WBS Finance Group Research Paper No. 47
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 (209,927)
Citation 3

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

13.

Why are U.S. Stocks More Volatile?

Downloads 1,532 ( 11,653)
Citation 21

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, WBS Finance Group Research Paper No. 152
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 938 (24,136)
Citation 21

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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, WBS Finance Group Research Paper No. 112
Number of pages: 49 Posted: 16 Feb 2009 Last Revised: 23 Dec 2019
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 349 (87,355)
Citation 2

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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, WBS Finance Group Research Paper No. 203
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 197 (158,600)

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Firm risk, volatility, idiosyncratic risk, R-squared

Why are U.S. Stocks More Volatile?

WBS Finance Group Research Paper No. 97
Number of pages: 49 Posted: 27 Mar 2008 Last Revised: 23 Dec 2019
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 48 (413,878)

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Volatility, Idiosyncratic Risk, Financial Market Development

14.

Foreign Currency Exposure and Hedging: Evidence from Foreign Acquisitions

Downloads 1,410 ( 13,314)
Citation 2

Foreign Currency Exposure and Hedging: Evidence from Foreign Acquisitions

WBS Finance Group Research Paper No. 98
Number of pages: 28 Posted: 07 Apr 2008 Last Revised: 23 Dec 2019
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 917 (24,977)

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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, WBS Finance Group Research Paper No. 122
Number of pages: 27 Posted: 22 Mar 2009 Last Revised: 23 Dec 2019
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 246 (127,607)

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

Foreign Currency Exposure and Hedging: Evidence from Foreign Acquisitions

WBS Finance Group Research Paper No. 103
Number of pages: 28 Posted: 15 Aug 2008 Last Revised: 23 Dec 2019
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 (263,851)

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

Foreign Currency Exposure and Hedging: Evidence from Foreign Acquisitions

WBS Finance Group Research Paper No. 83
Number of pages: 28 Posted: 23 Aug 2007 Last Revised: 23 Dec 2019
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 (292,484)
Citation 1

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

Foreign Currency Exposure and Hedging: Evidence from Foreign Acquisitions

WBS Finance Group Research Paper No. 90
Number of pages: 28 Posted: 05 Mar 2008 Last Revised: 23 Dec 2019
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 (406,570)
Citation 1

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hedging, exchange rates, exposure, derivatives, mergers

15.

Global Market Inefficiencies

Downloads 1,331 ( 14,578)
Citation 2

Global Market Inefficiencies

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 69 Posted: 02 Aug 2017 Last Revised: 31 Dec 2019
Söhnke M. Bartram and Mark Grinblatt
Warwick Business School - Department of Finance and University of California, Los Angeles (UCLA) - Finance Area
Downloads 550 (50,125)

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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: 30 Oct 2019
Söhnke M. Bartram and Mark Grinblatt
Warwick Business School - Department of Finance and University of California, Los Angeles (UCLA) - Finance Area
Downloads 486 (58,749)

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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: 31 Oct 2019
Söhnke M. Bartram and Mark Grinblatt
Warwick Business School - Department of Finance and University of California, Los Angeles (UCLA) - Finance Area
Downloads 179 (173,158)

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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: 30 Oct 2019
Söhnke M. Bartram and Mark Grinblatt
Warwick Business School - Department of Finance and University of California, Los Angeles (UCLA) - Finance Area
Downloads 116 (247,339)
Citation 1

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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

Posted: 09 Aug 2017 Last Revised: 31 Oct 2019
Söhnke M. Bartram and Mark Grinblatt
Warwick Business School - Department of Finance and University of California, Los Angeles (UCLA) - Finance Area
Downloads 0 (232,367)
Citation 1

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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

CEPR Discussion Paper No. DP14232
Number of pages: 61 Posted: 14 Jan 2020
Söhnke M. Bartram and Mark Grinblatt
Warwick Business School - Department of Finance and University of California, Los Angeles (UCLA) - Finance Area
Downloads 0
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Asset Pricing, fundamental analysis, instrumented principal components analy-sis (IPCA), international finance, Market Efficiency, Point-in-Time (PIT), principal components, transaction costs, Valuation

16.

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

Downloads 1,236 ( 16,317)
Citation 1

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

WBS Finance Group Research Paper No. 84
Number of pages: 48 Posted: 10 Oct 2007 Last Revised: 23 Dec 2019
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 631 (41,872)

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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, WBS Finance Group Research Paper No. 170
Number of pages: 47 Posted: 12 Jan 2012 Last Revised: 26 Dec 2019
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 387 (77,361)
Citation 1

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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

WBS Finance Group Research Paper No. 114
Number of pages: 48 Posted: 20 Feb 2009 Last Revised: 23 Dec 2019
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 218 (143,965)

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

17.

How Important are Foreign Ownership Linkages for International Stock Returns?

Downloads 1,147 ( 18,283)
Citation 23

How Important are Foreign Ownership Linkages for International Stock Returns?

WBS Finance Group Research Paper No. 138
Number of pages: 61 Posted: 16 Mar 2010 Last Revised: 23 Dec 2019
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 Johnson College of Business
Downloads 413 (71,732)
Citation 9

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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 Johnson College of Business
Downloads 249 (126,036)
Citation 13

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

How Important are Foreign Ownership Linkages for International Stock Returns?

WBS Finance Group Research Paper No. 175
Number of pages: 61 Posted: 15 Mar 2012 Last Revised: 26 Dec 2019
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 Johnson College of Business
Downloads 157 (194,109)
Citation 5

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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, WBS Finance Group Research Paper No. 181
Number of pages: 61 Posted: 31 May 2012 Last Revised: 26 Dec 2019
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 Johnson College of Business
Downloads 119 (242,613)
Citation 5

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

How Important are Foreign Ownership Linkages for International Stock Returns?

WBS Finance Group Research Paper No. 169
Number of pages: 61 Posted: 11 Jan 2012 Last Revised: 26 Dec 2019
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 Johnson College of Business
Downloads 86 (303,258)
Citation 4

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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 Johnson College of Business
Downloads 63 (363,161)

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

How Important are Foreign Ownership Linkages for International Stock Returns?

WBS Finance Group Research Paper No. 156
Number of pages: 61 Posted: 21 Mar 2011 Last Revised: 26 Dec 2019
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 Johnson College of Business
Downloads 60 (372,445)
Citation 2

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

18.

Agency Conflicts and Corporate Payout Policies: A Global Study

Downloads 1,106 ( 19,286)
Citation 11

Agency Conflicts and Corporate Payout Policies: A Global Study

WBS Finance Group Research Paper No. 91
Number of pages: 49 Posted: 06 Mar 2008 Last Revised: 23 Dec 2019
Söhnke M. Bartram, Philip R. Brown, Janice C. Y. How and Peter Verhoeven
Warwick Business School - Department of Finance, UWA Business School, M250, Queensland University of Technology and Queensland University of Technology - QUT Business School
Downloads 749 (33,165)
Citation 4

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Dividends, share repurchases, agency costs, payout choice

Agency Conflicts and Corporate Payout Policies: A Global Study

WBS Finance Group Research Paper No. 118
Number of pages: 49 Posted: 17 Mar 2009 Last Revised: 23 Dec 2019
Söhnke M. Bartram, Philip R. Brown, Janice C. Y. How and Peter Verhoeven
Warwick Business School - Department of Finance, UWA Business School, M250, Queensland University of Technology and Queensland University of Technology - QUT Business School
Downloads 201 (155,536)
Citation 2

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Dividends, share repurchases, agency costs, payout choice

Agency Conflicts and Corporate Payout Policies: A Global Study

WBS Finance Group Research Paper No. 119
Number of pages: 49 Posted: 17 Mar 2009 Last Revised: 23 Dec 2019
Söhnke M. Bartram, Philip R. Brown, Janice C. Y. How and Peter Verhoeven
Warwick Business School - Department of Finance, UWA Business School, M250, Queensland University of Technology and Queensland University of Technology - QUT Business School
Downloads 156 (195,226)
Citation 11

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Dividends, share repurchases, agency costs, payout choice

19.

Corporate Hedging and Speculation with Derivatives

WBS Finance Group Research Paper No. 58
Number of pages: 57 Posted: 16 Mar 2006 Last Revised: 23 Dec 2019
Söhnke M. Bartram
Warwick Business School - Department of Finance
Downloads 1,068 (20,300)
Citation 6

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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, WBS Finance Group Research Paper No. 62
Number of pages: 39 Posted: 26 Mar 2006 Last Revised: 23 Dec 2019
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 1,017 (21,807)
Citation 4

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

21.

The Euro and European Financial Market Dependence

Downloads 922 ( 25,206)
Citation 3

The Euro and European Financial Market Dependence

AFA 2007 Chicago Meetings Paper, Journal of Banking and Finance, Vol. 31, No. 5, 2007, WBS Finance Group Research Paper No. 45
Number of pages: 34 Posted: 02 Jul 2005 Last Revised: 23 Dec 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 711 (35,628)
Citation 4

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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, WBS Finance Group Research Paper No. 67
Number of pages: 34 Posted: 15 Aug 2006 Last Revised: 23 Dec 2019
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 211 (148,562)

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Euro, international finance, dependence, copula, GARCH

22.

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, WBS Finance Group Research Paper No. 79
Number of pages: 26 Posted: 10 May 2007 Last Revised: 23 Dec 2019
Söhnke M. Bartram
Warwick Business School - Department of Finance
Downloads 858 (27,903)
Citation 2

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

23.

The Use of Options in Corporate Risk Management

Managerial Finance, Vol. 32, No. 2, pp. 160-181, 2006, WBS Finance Group Research Paper No. 82
Number of pages: 30 Posted: 05 Jun 2007 Last Revised: 23 Dec 2019
Söhnke M. Bartram
Warwick Business School - Department of Finance
Downloads 853 (28,133)

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Options, derivatives, risk management, exposure, corporate finance

24.

The Interest Rate Exposure of Nonfinancial Corporations

Downloads 758 ( 33,120)
Citation 3

The Interest Rate Exposure of Nonfinancial Corporations

WBS Finance Group Research Paper No. 11
Number of pages: 31 Posted: 18 Dec 2001
Söhnke M. Bartram
Warwick Business School - Department of Finance
Downloads 758 (32,615)
Citation 3

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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, WBS Finance Group Research Paper No. 24
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.

Why Does Idiosyncratic Risk Increase with Market Risk?

Downloads 757 ( 33,178)

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 469 (61,386)

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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 186 (167,184)

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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 83 (310,110)

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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
Downloads 19 (562,583)

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26.

The Financial Risks of Corporations in the Global Economy

EFA 2005 Moscow Meetings, Forthcoming, WBS Finance Group Research Paper No. 46
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 732 (34,772)

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

27.

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

EFA 2006 Zurich Meetings, WBS Finance Group Research Paper No. 56
Number of pages: 50 Posted: 15 Mar 2006 Last Revised: 23 Dec 2019
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 671 (39,077)
Citation 9

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Market microstructure, common factors, risk factors, asymmetric information

28.

Alternative Market Structures for Derivatives

EFA 2003 Glasgow, WBS Finance Group Research Paper No. 31
Number of pages: 49 Posted: 26 Apr 2004
Söhnke M. Bartram and Frank Fehle
Warwick Business School - Department of Finance and BlueCrest Capital
Downloads 666 (39,473)
Citation 4

Abstract:

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Options, Market Design, Microstructure, Bid-Ask Spreads

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, WBS Finance Group Research Paper No. 124
Number of pages: 72 Posted: 03 Jun 2009 Last Revised: 23 Dec 2019
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 594 (46,039)
Citation 1

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

30.

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

Downloads 529 ( 53,353)
Citation 2

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 362 (83,678)
Citation 1

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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 167 (184,025)
Citation 2

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Overnight returns, asset pricing, return factors

31.

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 508 (56,172)
Citation 11

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

32.

European Financial Market Dependence: An Industry Analysis

Downloads 495 ( 58,054)
Citation 1

European Financial Market Dependence: An Industry Analysis

Journal of Banking and Finance, Vol. 59, July 2015, pp. 146-163., WBS Finance Group Research Paper No. 137
Number of pages: 52 Posted: 16 Mar 2010 Last Revised: 23 Dec 2019
Söhnke M. Bartram and Yaw-Huei Wang
Warwick Business School - Department of Finance and UNSW
Downloads 282 (110,519)
Citation 2

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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., WBS Finance Group Research Paper No. 165
Number of pages: 52 Posted: 13 Jun 2011 Last Revised: 26 Dec 2019
Söhnke M. Bartram and Yaw-Huei Wang
Warwick Business School - Department of Finance and UNSW
Downloads 213 (147,179)

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

33.

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

Downloads 484 ( 59,704)

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

ECGI - Finance Working Paper No. 246/2009, WBS Finance Group Research Paper No. 125
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 250 (125,521)

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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, WBS Finance Group Research Paper No. 123
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 195 (160,139)

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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 39 (450,712)

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34.

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, WBS Finance Group Research Paper No. 70
Number of pages: 31 Posted: 20 Oct 2006 Last Revised: 23 Dec 2019
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 480 (60,312)

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

35.

Asymmetric Loss Functions and the Rationality of Expected Stock Returns

International Journal of Forecasting, Vol. 27, No. 2, pp. 413-437, April-June 2011, WBS Finance Group Research Paper No. 61
Number of pages: 45 Posted: 21 Mar 2006 Last Revised: 23 Dec 2019
Kevin Aretz, Söhnke M. Bartram and Peter F. Pope
Alliance Manchester Business School, Warwick Business School - Department of Finance and Bocconi University
Downloads 473 (61,372)

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

36.

Currency Anomalies

Downloads 457 ( 64,040)

Currency Anomalies

Number of pages: 73 Posted: 26 Apr 2018 Last Revised: 17 Dec 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 311 (99,474)

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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: 73 Posted: 30 Jul 2018 Last Revised: 17 Dec 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 95 (284,422)

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

Currency Anomalies

Number of pages: 73 Posted: 13 Aug 2018 Last Revised: 17 Dec 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 28 (505,372)

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

Currency Anomalies

Number of pages: 73 Posted: 01 Aug 2018 Last Revised: 17 Dec 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 23 (536,175)

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

37.

Corporate Post-Retirement Benefit Plans and Leverage

Downloads 447 ( 65,719)
Citation 2

Corporate Post-Retirement Benefit Plans and Leverage

Review of Finance, June 2015, 1-55., WBS Finance Group Research Paper No. 149
Number of pages: 70 Posted: 11 Jan 2011 Last Revised: 23 Dec 2019
Söhnke M. Bartram
Warwick Business School - Department of Finance
Downloads 319 (96,698)
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., WBS Finance Group Research Paper No. 154
Number of pages: 70 Posted: 15 Mar 2011 Last Revised: 26 Dec 2019
Söhnke M. Bartram
Warwick Business School - Department of Finance
Downloads 64 (360,107)
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., WBS Finance Group Research Paper No. 174
Number of pages: 70 Posted: 15 Mar 2012 Last Revised: 26 Dec 2019
Söhnke M. Bartram
Warwick Business School - Department of Finance
Downloads 64 (360,107)
Citation 1

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

38.

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: 76 Posted: 25 Oct 2018 Last Revised: 24 Oct 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 433 (68,301)
Citation 2

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Climate policy, California cap-and-trade, financial constraints, internal resource allocation, regulatory arbitrage, spillover effects

39.

Linear and Nonlinear Foreign Exchange Rate Exposures of German Nonfinancial Corporations

Downloads 430 ( 68,913)
Citation 13

Linear and Nonlinear Foreign Exchange Rate Exposures of German Nonfinancial Corporations

WBS Finance Group Research Paper No. 25
Number of pages: 41 Posted: 27 Jun 2002
Söhnke M. Bartram
Warwick Business School - Department of Finance
Downloads 430 (68,243)
Citation 13

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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, WBS Finance Group Research Paper No. 26
Posted: 04 Sep 2002 Last Revised: 18 Dec 2019
Söhnke M. Bartram
Warwick Business School - Department of Finance

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40.

Does Adverse Selection Affect Bid-Ask Spreads for Options‘

Journal of Futures Markets, Vol. 28, No. 5, pp. 417-437, May 2008, WBS Finance Group Research Paper No. 87
Number of pages: 32 Posted: 04 Feb 2008 Last Revised: 23 Dec 2019
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 378 (80,158)

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Options, Market Design, Microstructure, Bid-Ask Spreads

41.

Why Has Idiosyncratic Risk Been Historically Low in Recent Years?

Downloads 375 ( 80,918)
Citation 2

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 No. 244
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 362 (83,678)

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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 (603,636)

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42.

Are Short-Sellers Different?

Downloads 313 ( 99,390)

Are Short-Sellers Different?

EFA 2008 Athens Meetings Paper, WBS Finance Group Research Paper No. 88
Number of pages: 46 Posted: 04 Mar 2008 Last Revised: 23 Dec 2019
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 207 (151,297)
Citation 1

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Short-selling, Information asymmetry, Microstructure

Are Short-Sellers Different?

WBS Finance Group Research Paper No. 196
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 106 (263,851)

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Short-selling, Information asymmetry, Microstructure

43.

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

Downloads 310 (100,389)

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

WBS Finance Group Research Paper No. 89
Number of pages: 55 Posted: 04 Mar 2008 Last Revised: 23 Dec 2019
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 191 (163,176)

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Spin-off, Divestiture, Information asymmetry

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

WBS Finance Group Research Paper No. 111
Number of pages: 55 Posted: 16 Feb 2009 Last Revised: 23 Dec 2019
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 119 (242,613)

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44.

International Evidence on Financial Derivatives Usage

EFA 2003 Annual Conference Paper No. 398, WBS Finance Group Research Paper No. 28
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 11

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

45.

Corporate Post-Retirement Benefit Plans and Real Investment

Management Science, Forthcoming, WBS Finance Group Research Paper No. 216
Number of pages: 52 Posted: 15 Feb 2014 Last Revised: 26 Dec 2019
Söhnke M. Bartram
Warwick Business School - Department of Finance
Downloads 269 (116,806)

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

46.

Credit Default Swaps Around the World: Investment and Financing Effects

Downloads 256 (123,119)
Citation 6

Credit Default Swaps Around the World: Investment and Financing Effects

WBS Finance Group Research Paper No. 248
Number of pages: 74 Posted: 22 Apr 2018 Last Revised: 26 Dec 2019
Söhnke M. Bartram, Jennifer S. Conrad, Jongsub Lee and Marti G. Subrahmanyam
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 194 (160,882)
Citation 3

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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, WBS Finance Group Research Paper No. 253
Number of pages: 74 Posted: 28 Aug 2018 Last Revised: 26 Dec 2019
Söhnke M. Bartram, Jennifer S. Conrad, Jongsub Lee and Marti G. Subrahmanyam
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 62 (366,236)
Citation 3

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

47.

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

Finance Research Letters, Vol. 2, No. 2, pp. 75-88, 2005, WBS Finance Group Research Paper No. 38
Number of pages: 22 Posted: 28 Feb 2005
Söhnke M. Bartram and Yaw-Huei Wang
Warwick Business School - Department of Finance and UNSW
Downloads 233 (135,333)

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

48.

Why is There a Secular Decline in Idiosyncratic Risk in the 2000s?

Fisher College of Business Working Paper No. 2019-03-019, Charles A. Dice Center Working Paper No. 2019-19
Number of pages: 47 Posted: 12 Sep 2019
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 225 (139,971)

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idiosyncratic risk, market risk, liquidity, firm age, public listing decline

49.

Competition Without Fungibility: Evidence from Alternative Market Structures for Derivatives

Journal of Banking and Finance, Vol. 31, No. 3, pp. 659-677, March 2007, WBS Finance Group Research Paper No. 51
Number of pages: 26 Posted: 23 Feb 2006 Last Revised: 23 Dec 2019
Söhnke M. Bartram and Frank Fehle
Warwick Business School - Department of Finance and BlueCrest Capital
Downloads 207 (151,535)

Abstract:

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Options, Market Design, Microstructure, Bid-Ask Spreads

50.

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 188 (165,589)
Citation 1

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

51.

Corporate Post-Retirement Benefit Plans and Leverage

Review of Finance, June 2015, 1-55., WBS Finance Group Research Paper No. 215
Number of pages: 70 Posted: 15 Feb 2014 Last Revised: 26 Dec 2019
Söhnke M. Bartram
Warwick Business School - Department of Finance
Downloads 141 (211,842)
Citation 1

Abstract:

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

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 138 (215,552)

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

53.

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 129 (227,344)

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

54.

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

WBS Finance Group Research Paper No. 140
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 97 (278,583)
Citation 1

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55.

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 (321,266)
Citation 1

Abstract:

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

56.

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

WBS Finance Group Research Paper No. 77
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 62 (361,398)
Citation 1

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Spin-off, Divestiture, Information asymmetry

57.

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., WBS Finance Group Research Paper No. 12
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