Coventry, CV4 7AL
United Kingdom
http://go.warwick.ac.uk/sbartram/
Warwick Business School - Department of Finance
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Derivatives, corporate finance, risk management, hedging, international finance
Risk management, agency cost, hedging, shareholder value, taxes, transaction cost, derivatives
Valuation, asset pricing, market efficiency, fundamental analysis, Point-in-Time, Theil-Sen
derivatives, risk management, hedging, international finance, risk, value
Derivatives, risk management, hedging, international finance
Portfolio investment, international financial markets, diversification, currency risk
Capital structure, financial risk, risk management, corporate finance
capital structure, financial risk, risk management, corporate finance
Foreign exchange rates, exposure, risk management, cash flow, derivatives, corporate finance
Foreign exchange rates, exposure, Euro, corporate finance, risk management, derivatives
Corporate finance, risk management, exposure, foreign exchange rates, derivatives
Fama and French model, Carhart model, asset pricing, book-to-market, size, momentum, macroeconomic pricing factors
Fama and French/Carhart model, asset pricing, book-to-market, size, aggregate, corporate earnings expectations, term structure, inflation, default
Competition, hedging, exposure, derivatives, corporate finance, international finance
Competition, hedging, FX exposure, derivatives, international finance
Systemic risk, default risk, credit risk, banks, exposure, emerging markets, 9/11
Systemic risk, default risk, credit risk, banks, exposure, emerging markets
Firm risk, Volatility, Idiosyncratic risk, R-squared
Idiosyncratic risk, stock return volatility, R-square, financial development, governance
Firm risk, volatility, idiosyncratic risk, R-squared
Volatility, Idiosyncratic Risk, Financial Market Development
Exchange Rates, Exposure, Hedging, Derivatives, Mergers, Acquisitions
Exchange rates, exposure, hedging, derivatives, mergers, acquisitions
hedging, exchange rates, exposure, derivatives, mergers
International finance, valuation, asset pricing, market efficiency, fundamental analysis, Point-in-Time, Theil-Sen, transaction costs, principal components, IPCA
exchange rate exposure, exchange rate risk, return premia
Exchange rate exposure, exchange rate risk, corporate finance, international finance
Exchange rate exposure, exchange rate risk, return premia, international finance
Institutional ownership, asset management, portfolio diversification, international finance, co-movement
Institutional ownership, asset management, portfolio diversification, international finance, comovement
Institutional ownership, asset management, portfolio diversification, international finance, co movement
Institutional Ownership, Asset Management, Portfolio Diversification, International Finance, Comovement
institutional ownership, asset management, portfolio diversification, international finance, comovement
Dividends, share repurchases, agency costs, payout choice
Derivatives, risk management, hedging, speculation, corporate finance, international finance, corporate governance
Exposure, risk management, derivatives, corporate finance, exchange rates
Euro, financial markets, dependence, co-movement, copula, GARCH, international finance, integration
Euro, international finance, dependence, copula, GARCH
Options, derivatives, risk management, exposure, corporate finance
corporate finance, risk management, exposure, foreign exchange rates, hedging
Interest rates, exposure, derivatives, risk management, corporate finance, capital markets
Financial risk, risk management, credit risk, corporate finance, international finance
Uncertainty, idiosyncratic risk, market risk, growth options, liquidity, limits to arbitrage
Options, Market Design, Microstructure, Bid-Ask Spreads
Market microstructure, common factors, risk factors, asymmetric information
Equity market, financial crisis, shareholder value, performance, international finance
Overnight returns, asset pricing, return factors
Euro, International finance, Financial Markets, Dependence, Integration, Copula, GARCH
Foreign exchange rates, exposure, corporate finance, risk management, hedging, derivatives
idiosyncratic risk, stock market, bond market, corporate disclosure, shareholder protection, rule of law, government stability
financial markets, general loss functions, GMM block bootstrapping, Livingston Survey, price forecasting
Capital Structure, post-retirement benefits, pension, health care
Idiosyncratic risk, market risk, liquidity, firm age, firm size
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Short-selling, Information asymmetry, Microstructure
Spin-off, Divestiture, Information asymmetry
Exchange Rates, Anomalies, Mispricing, Analysts, Market Efficiency, Real-Time, Point-In-Time
Exchange rates, anomalies, mispricing, analysts, market efficiency, real-time, point-in-time, arbitrage costs
Real investment, capital expenditure, R&D, financial policy, financial flexibility
Contagion, correlation, co-movement, dependence, volatility, simulation
Credit default swaps, CDS, investment policy, financing policy, creditor rights, property rights, private credit, ownership concentration
Credit Default Swaps, Cds, Investment Policy, Financing Policy, Creditor Rights, Property Rights, Private Credit, Ownership Concentration
Pension plans, corporate finance, employer contributions, financial crisis, funding deficit, pension assumptions
Climate policy, cap-and-trade, financial constraints, internal resource allocation, real effects, regulatory arbitrage, externalities, spillover effects, corporate environmental policy
uncertainty, idiosyncratic risk, market risk, growth options, liquidity, limits to arbitrage
capital markets, commodity prices, corporate finance, derivatives, exposure, risk management
Capital structure, post-retirement benefits, pension, health care
offshore centers, financial markets, international finance, financial institutions
