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
Warwick Business School - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Finance Area and BlueCrest Capital
Downloads
4,931
(1,735)
Abstract:
Derivatives, corporate finance, risk management, hedging, international finance
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
4,651
(1,896)
Abstract:
Risk management, agency cost, hedging, shareholder value, taxes, transaction cost, derivatives
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
Abstract:
Risk management, agency cost, hedging, shareholder value, taxes, transaction cost, derivatives
Downloads
4,106
( 2,404)
Citation
1
Journal of Financial Economics (JFE), Forthcoming
Number of pages: 56
Posted: 07 Oct 2015
Last Revised: 18 Dec 2017
Warwick Business School - Department of Finance and University of California, Los Angeles (UCLA) - Finance Area
Downloads
3,069
(3,843)
Abstract:
Valuation, asset pricing, market efficiency, fundamental analysis, Point-in-Time, Theil-Sen
Journal of Financial Economics (JFE), Forthcoming
Number of pages: 56
Posted: 14 Aug 2014
Last Revised: 18 Dec 2017
Warwick Business School - Department of Finance and University of California, Los Angeles (UCLA) - Finance Area
Downloads
1,037
(22,145)
Abstract:
Valuation, asset pricing, market efficiency, fundamental analysis, Point-in-Time, Theil-Sen
Downloads
3,636
( 2,925)
Citation
55
WBS Finance Group Research Paper No. 72
Number of pages: 52
Posted: 14 Feb 2007
Last Revised: 23 Dec 2019
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
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2,049
(7,579)
Abstract:
derivatives, risk management, hedging, international finance, risk, 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
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
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1,324
(15,292)
Abstract:
Derivatives, risk management, hedging, international finance
WBS Finance Group Research Paper No. 121
Number of pages: 52
Posted: 20 Mar 2009
Last Revised: 23 Dec 2019
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
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263
(125,508)
Abstract:
Downloads
3,001
( 4,066)
Citation
10
WBS Finance Group Research Paper No. 8
Number of pages: 124
Posted: 16 Jul 2001
Warwick Business School - Department of Finance and Stephen M. Ross School of Business at the University of Michigan
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3,001
(3,977)
Abstract:
Portfolio investment, international financial markets, diversification, currency risk
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
Warwick Business School - Department of Finance and Stephen M. Ross School of Business at the University of Michigan
Abstract:
Portfolio investment, international financial markets, diversification, currency risk
Downloads
2,483
( 5,593)
Citation
5
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
Warwick Business School - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Finance Area and Tulane University - Finance & Economics
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1,626
(11,118)
Abstract:
Capital structure, financial risk, risk management, corporate finance
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, WBS Finance Group Research Paper No. 207
Number of pages: 88
Posted: 10 Aug 2013
Warwick Business School - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Finance Area and Tulane University - Finance & Economics
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857
(29,193)
Abstract:
capital structure, financial risk, risk management, corporate finance
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
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1,981
(8,202)
Abstract:
Foreign exchange rates, exposure, risk management, cash flow, derivatives, corporate finance
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
Warwick Business School - Department of Finance and Cornell University - Samuel Curtis Johnson Graduate School of Management
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1,971
(8,276)
Abstract:
Foreign exchange rates, exposure, Euro, corporate finance, risk management, derivatives
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
Alliance Manchester Business School and Warwick Business School - Department of Finance
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1,771
(9,864)
Abstract:
Corporate finance, risk management, exposure, foreign exchange rates, derivatives
Downloads
1,750
( 10,051)
Citation
25
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
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
1,043
(21,931)
Abstract:
Competition, hedging, exposure, derivatives, corporate finance, international finance
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
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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405
(77,465)
Abstract:
Competition, hedging, FX exposure, derivatives, international finance
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
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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302
(108,365)
Abstract:
Competition, hedging, exposure, derivatives, corporate finance, international finance
Downloads
1,738
( 10,181)
Citation
4
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
Alliance Manchester Business School, Warwick Business School - Department of Finance and Bocconi University
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1,738
(9,990)
Abstract:
Fama and French model, Carhart model, asset pricing, book-to-market, size, momentum, macroeconomic pricing factors
EFA 2005 Moscow Meetings, WBS Finance Group Research Paper No. 43
Posted: 25 Mar 2005
Last Revised: 23 Dec 2019
Warwick Business School - Department of Finance, Alliance Manchester Business School and Bocconi University
Abstract:
Fama and French/Carhart model, asset pricing, book-to-market, size, aggregate, corporate earnings expectations, term structure, inflation, default
Downloads
1,575
( 11,871)
Citation
31
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
Warwick Business School - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Finance Area and University of Georgia
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836
(30,241)
Abstract:
Systemic risk, default risk, credit risk, banks, exposure, emerging markets, 9/11
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
University of Georgia, Warwick Business School - Department of Finance and University of North Carolina (UNC) at Chapel Hill - Finance Area
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596
(47,838)
Abstract:
Systemic risk, default risk, credit risk, banks, exposure, emerging markets
FDIC CFR Working Paper No. 2005-12, WBS Finance Group Research Paper No. 47
Number of pages: 61
Posted: 19 Aug 2005
Warwick Business School - Department of Finance, University of Georgia and University of North Carolina (UNC) at Chapel Hill - Finance Area
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143
(220,464)
Abstract:
Systemic risk, default risk, credit risk, banks, exposure, emerging markets, 9/11
Downloads
1,544
( 12,228)
Citation
22
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
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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944
(25,397)
Abstract:
Firm risk, Volatility, Idiosyncratic risk, R-squared
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
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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353
(91,007)
Abstract:
Idiosyncratic risk, stock return volatility, R-square, financial development, governance
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
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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198
(165,949)
Abstract:
Firm risk, volatility, idiosyncratic risk, R-squared
WBS Finance Group Research Paper No. 97
Number of pages: 49
Posted: 27 Mar 2008
Last Revised: 23 Dec 2019
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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49
(429,384)
Abstract:
Volatility, Idiosyncratic Risk, Financial Market Development
Downloads
1,453
( 13,502)
Citation
2
Journal of Financial Economics (JFE), Forthcoming
Number of pages: 69
Posted: 02 Aug 2017
Last Revised: 31 Dec 2019
Warwick Business School - Department of Finance and University of California, Los Angeles (UCLA) - Finance Area
Downloads
639
(43,620)
Abstract:
International finance, valuation, asset pricing, market efficiency, fundamental analysis, Point-in-Time, Theil-Sen, transaction costs, principal components, IPCA
Number of pages: 69
Posted: 20 Dec 2014
Last Revised: 30 Oct 2019
Warwick Business School - Department of Finance and University of California, Los Angeles (UCLA) - Finance Area
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508
(58,679)
Abstract:
International finance, valuation, asset pricing, market efficiency, fundamental analysis, Point-in-Time, Theil-Sen, transaction costs, principal components, IPCA
Number of pages: 69
Posted: 14 Jul 2017
Last Revised: 31 Oct 2019
Warwick Business School - Department of Finance and University of California, Los Angeles (UCLA) - Finance Area
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183
(178,393)
Abstract:
International finance, valuation, asset pricing, market efficiency, fundamental analysis, Point-in-Time, Theil-Sen, transaction costs, principal components, IPCA
Number of pages: 69
Posted: 01 Aug 2018
Last Revised: 30 Oct 2019
Warwick Business School - Department of Finance and University of California, Los Angeles (UCLA) - Finance Area
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122
(249,824)
Abstract:
International finance, valuation, asset pricing, market efficiency, fundamental analysis, Point-in-Time, Theil-Sen, transaction costs, principal components, IPCA
CEPR Discussion Paper No. DP14232
Number of pages: 61
Posted: 14 Jan 2020
Warwick Business School - Department of Finance and University of California, Los Angeles (UCLA) - Finance Area
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1
(734,816)
Global Market Inefficiencies
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Abstract:
Asset Pricing, fundamental analysis, instrumented principal components analy-sis (IPCA), international finance, Market Efficiency, Point-in-Time (PIT), principal components, transaction costs, Valuation
Posted: 09 Aug 2017
Last Revised: 31 Oct 2019
Warwick Business School - Department of Finance and University of California, Los Angeles (UCLA) - Finance Area
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0
(232,367)
Abstract:
International finance, valuation, asset pricing, market efficiency, fundamental analysis, Point-in-Time, Theil-Sen, transaction costs, principal components, IPCA
Downloads
1,424
( 13,946)
Citation
2
WBS Finance Group Research Paper No. 98
Number of pages: 28
Posted: 07 Apr 2008
Last Revised: 23 Dec 2019
Warwick Business School - Department of Finance, University of Texas at San Antonio - Department of Finance and UC Riverside
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926
(26,123)
Abstract:
Exchange Rates, Exposure, Hedging, Derivatives, Mergers, 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
Warwick Business School - Department of Finance, University of Texas at San Antonio - Department of Finance and UC Riverside
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248
(133,451)
Abstract:
Exchange Rates, Exposure, Hedging, Derivatives, Mergers, Acquisitions
WBS Finance Group Research Paper No. 103
Number of pages: 28
Posted: 15 Aug 2008
Last Revised: 23 Dec 2019
Warwick Business School - Department of Finance, University of Texas at San Antonio - Department of Finance and UC Riverside
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108
(273,233)
Abstract:
Exchange Rates, Exposure, Hedging, Derivatives, Mergers, Acquisitions
WBS Finance Group Research Paper No. 83
Number of pages: 28
Posted: 23 Aug 2007
Last Revised: 23 Dec 2019
Warwick Business School - Department of Finance, University of Texas at San Antonio - Department of Finance and UC Riverside
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92
(304,500)
Abstract:
Exchange rates, exposure, hedging, derivatives, mergers, acquisitions
WBS Finance Group Research Paper No. 90
Number of pages: 28
Posted: 05 Mar 2008
Last Revised: 23 Dec 2019
Warwick Business School - Department of Finance, University of Texas at San Antonio - Department of Finance and UC Riverside
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50
(425,564)
Abstract:
hedging, exchange rates, exposure, derivatives, mergers
Downloads
1,247
( 17,083)
Citation
1
WBS Finance Group Research Paper No. 84
Number of pages: 48
Posted: 10 Oct 2007
Last Revised: 23 Dec 2019
Warwick Business School - Department of Finance and Johns Hopkins University - Paul H. Nitze School of Advanced International Studies (SAIS)
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633
(44,182)
Abstract:
exchange rate exposure, exchange rate risk, return premia
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
Warwick Business School - Department of Finance and Johns Hopkins University - Paul H. Nitze School of Advanced International Studies (SAIS)
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395
(79,755)
Abstract:
Exchange rate exposure, exchange rate risk, corporate finance, international finance
WBS Finance Group Research Paper No. 114
Number of pages: 48
Posted: 20 Feb 2009
Last Revised: 23 Dec 2019
Warwick Business School - Department of Finance and Johns Hopkins University - Paul H. Nitze School of Advanced International Studies (SAIS)
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219
(150,864)
Abstract:
Exchange rate exposure, exchange rate risk, return premia, international finance
Downloads
1,161
( 19,034)
Citation
26
WBS Finance Group Research Paper No. 138
Number of pages: 61
Posted: 16 Mar 2010
Last Revised: 23 Dec 2019
Warwick Business School - Department of Finance, University of Texas at Austin - Department of Finance and Johnson College of Business
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417
(74,925)
Abstract:
Institutional ownership, asset management, portfolio diversification, international finance, co-movement
Review of Financial Studies (Forthcoming)
Number of pages: 83
Posted: 20 Dec 2014
Last Revised: 22 Jan 2015
Warwick Business School - Department of Finance, University of Texas at Austin - Department of Finance, Cornell University and Johnson College of Business
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252
(131,230)
Abstract:
Institutional ownership, asset management, portfolio diversification, international finance, comovement
WBS Finance Group Research Paper No. 175
Number of pages: 61
Posted: 15 Mar 2012
Last Revised: 26 Dec 2019
Warwick Business School - Department of Finance, University of Texas at Austin - Department of Finance and Johnson College of Business
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160
(200,762)
Abstract:
Institutional ownership, asset management, portfolio diversification, international finance, co movement
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
Warwick Business School - Department of Finance, University of Texas at Austin - Department of Finance and Johnson College of Business
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119
(254,592)
Abstract:
Institutional Ownership, Asset Management, Portfolio Diversification, International Finance, Comovement
WBS Finance Group Research Paper No. 169
Number of pages: 61
Posted: 11 Jan 2012
Last Revised: 26 Dec 2019
Warwick Business School - Department of Finance, University of Texas at Austin - Department of Finance and Johnson College of Business
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87
(315,621)
Abstract:
Institutional ownership, asset management, portfolio diversification, international finance, comovement
Number of pages: 78
Posted: 06 Apr 2014
Warwick Business School - Department of Finance, University of Texas at Austin - Department of Finance, Cornell University and Johnson College of Business
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65
(374,111)
Abstract:
Institutional ownership, asset management, portfolio diversification, international finance, comovement
WBS Finance Group Research Paper No. 156
Number of pages: 61
Posted: 21 Mar 2011
Last Revised: 26 Dec 2019
Warwick Business School - Department of Finance, University of Texas at Austin - Department of Finance and Johnson College of Business
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61
(386,662)
Abstract:
institutional ownership, asset management, portfolio diversification, international finance, comovement
Downloads
1,116
( 20,189)
Citation
13
WBS Finance Group Research Paper No. 91
Number of pages: 49
Posted: 06 Mar 2008
Last Revised: 23 Dec 2019
Warwick Business School - Department of Finance, UWA Business School, M250, Queensland University of Technology and Queensland University of Technology - QUT Business School
Downloads
754
(34,864)
Abstract:
Dividends, share repurchases, agency costs, payout choice
WBS Finance Group Research Paper No. 118
Number of pages: 49
Posted: 17 Mar 2009
Last Revised: 23 Dec 2019
Warwick Business School - Department of Finance, UWA Business School, M250, Queensland University of Technology and Queensland University of Technology - QUT Business School
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206
(159,896)
Abstract:
Dividends, share repurchases, agency costs, payout choice
WBS Finance Group Research Paper No. 119
Number of pages: 49
Posted: 17 Mar 2009
Last Revised: 23 Dec 2019
Warwick Business School - Department of Finance, UWA Business School, M250, Queensland University of Technology and Queensland University of Technology - QUT Business School
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156
(205,085)
Abstract:
Dividends, share repurchases, agency costs, payout choice
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
1,114
(20,240)
Abstract:
Derivatives, risk management, hedging, speculation, corporate finance, international finance, corporate governance
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
Johns Hopkins University - Paul H. Nitze School of Advanced International Studies (SAIS) and Warwick Business School - Department of Finance
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1,066
(21,618)
Abstract:
Exposure, risk management, derivatives, corporate finance, exchange rates
Downloads
927
( 26,501)
Citation
5
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
Warwick Business School - Department of Finance, Lancaster University - Department of Accounting and Finance and National Taiwan University
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715
(37,438)
Abstract:
Euro, financial markets, dependence, co-movement, copula, GARCH, international finance, integration
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
National Taiwan University, Warwick Business School - Department of Finance and Lancaster University - Department of Accounting and Finance
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212
(155,572)
Abstract:
Euro, international finance, dependence, copula, GARCH
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
864
(29,285)
Abstract:
corporate finance, risk management, exposure, foreign exchange rates, hedging
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
859
(29,533)
Abstract:
Options, derivatives, risk management, exposure, corporate finance
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
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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472
(64,406)
Abstract:
Uncertainty, idiosyncratic risk, market risk, growth options, liquidity, limits to arbitrage
Number of pages: 50
Posted: 30 Jun 2016
Last Revised: 04 Mar 2017
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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189
(173,243)
Abstract:
Uncertainty, idiosyncratic risk, market risk, growth options, liquidity, limits to arbitrage
CFS Working Paper No. 533
Number of pages: 50
Posted: 25 Aug 2016
Last Revised: 04 Mar 2017
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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86
(317,938)
Abstract:
Uncertainty, idiosyncratic risk, market risk, growth options, liquidity, limits to arbitrage
NBER Working Paper No. w22492
Number of pages: 48
Posted: 08 Aug 2016
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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19
(588,323)
Abstract:
WBS Finance Group Research Paper No. 11
Number of pages: 31
Posted: 18 Dec 2001
Söhnke M. Bartram
Warwick Business School - Department of Finance
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762
(34,344)
Abstract:
Interest rates, exposure, derivatives, risk management, corporate finance, capital markets
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
Abstract:
Interest rates, exposure, derivatives, risk management, corporate finance, capital markets
EFA 2005 Moscow Meetings, Forthcoming, WBS Finance Group Research Paper No. 46
Number of pages: 41
Posted: 08 Jul 2005
Warwick Business School - Department of Finance and University of North Carolina (UNC) at Chapel Hill - Finance Area
Downloads
736
(36,566)
Abstract:
Financial risk, risk management, credit risk, corporate finance, international finance
EFA 2006 Zurich Meetings, WBS Finance Group Research Paper No. 56
Number of pages: 50
Posted: 15 Mar 2006
Last Revised: 23 Dec 2019
BlackRock, Warwick Business School - Department of Finance and University of Oklahoma Price College of Business
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680
(40,687)
Abstract:
Market microstructure, common factors, risk factors, asymmetric information
EFA 2003 Glasgow, WBS Finance Group Research Paper No. 31
Number of pages: 49
Posted: 26 Apr 2004
Warwick Business School - Department of Finance and BlueCrest Capital
Downloads
666
(41,862)
Abstract:
Options, Market Design, Microstructure, Bid-Ask Spreads
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
Warwick Business School - Department of Finance and Johns Hopkins University - Paul H. Nitze School of Advanced International Studies (SAIS)
Downloads
604
(47,644)
Abstract:
Equity market, financial crisis, shareholder value, performance, international finance
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
Warwick Business School - Department of Finance, Ohio State University (OSU) - Department of Finance and University of Florida - Department of Finance, Insurance and Real Estate
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592
(48,982)
Abstract:
Climate policy, California cap-and-trade, financial constraints, internal resource allocation, regulatory arbitrage, spillover effects
Journal of Financial Economics (JFE), Forthcoming
Number of pages: 56
Posted: 30 Jun 2016
Last Revised: 18 Dec 2017
Warwick Business School - Department of Finance and University of California, Los Angeles (UCLA) - Finance Area
Downloads
558
(52,670)
Abstract:
Valuation, asset pricing, market efficiency, fundamental analysis, Point-in-Time, Theil-Sen
Downloads
554
( 53,157)
Citation
2
Number of pages: 26
Posted: 07 Oct 2015
Alliance Manchester Business School and Warwick Business School - Department of Finance
Downloads
373
(85,382)
Abstract:
Overnight returns, asset pricing, return factors
Number of pages: 26
Posted: 22 Jun 2015
Last Revised: 07 Oct 2015
Alliance Manchester Business School and Warwick Business School - Department of Finance
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181
(180,179)
Abstract:
Overnight returns, asset pricing, return factors
Number of pages: 78
Posted: 26 Apr 2018
Last Revised: 01 Jun 2020
Warwick Business School - Department of Finance, Bank Indonesia - Department of Economic and Monetary Policy and University of Warwick
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369
(86,418)
Abstract:
Exchange Rates, Anomalies, Mispricing, Analysts, Market Efficiency, Real-Time, Point-In-Time
31st Australasian Finance and Banking Conference 2018
Number of pages: 78
Posted: 30 Jul 2018
Last Revised: 01 Jun 2020
Warwick Business School - Department of Finance, Bank Indonesia - Department of Economic and Monetary Policy and University of Warwick
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101
(286,363)
Abstract:
Exchange rates, anomalies, mispricing, analysts, market efficiency, real-time, point-in-time, arbitrage costs
Number of pages: 78
Posted: 13 Aug 2018
Last Revised: 01 Jun 2020
Warwick Business School - Department of Finance, Bank Indonesia - Department of Economic and Monetary Policy and University of Warwick
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39
(471,623)
Abstract:
Exchange rates, anomalies, mispricing, analysts, market efficiency, real-time, point-in-time, arbitrage costs
Number of pages: 78
Posted: 01 Aug 2018
Last Revised: 01 Jun 2020
Warwick Business School - Department of Finance, Bank Indonesia - Department of Economic and Monetary Policy and University of Warwick
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31
(511,334)
Abstract:
Exchange rates, anomalies, mispricing, analysts, market efficiency, real-time, point-in-time, arbitrage costs
Downloads
497
( 60,957)
Citation
3
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
Warwick Business School - Department of Finance and National Taiwan University
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284
(115,695)
Abstract:
Euro, International finance, Financial Markets, Dependence, Integration, Copula, GARCH
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
Warwick Business School - Department of Finance and National Taiwan University
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213
(154,877)
Abstract:
Euro, International finance, Financial Markets, Dependence, Integration, Copula, GARCH
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
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
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485
(62,893)
Abstract:
Foreign exchange rates, exposure, corporate finance, risk management, hedging, derivatives
ECGI - Finance Working Paper No. 246/2009, WBS Finance Group Research Paper No. 125
Number of pages: 55
Posted: 08 Jun 2009
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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250
(132,342)
Abstract:
idiosyncratic risk, stock market, bond market, corporate disclosure, shareholder protection, rule of law, government stability
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
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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195
(168,355)
Abstract:
NBER Working Paper No. w14931
Number of pages: 51
Posted: 03 May 2009
Last Revised: 30 Aug 2012
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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39
(471,623)
Abstract:
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
Alliance Manchester Business School, Warwick Business School - Department of Finance and Bocconi University
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479
(63,869)
Abstract:
financial markets, general loss functions, GMM block bootstrapping, Livingston Survey, price forecasting
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449
( 69,123)
Citation
2
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
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321
(101,355)
Abstract:
Capital Structure, post-retirement benefits, pension, health care
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
(377,132)
Abstract:
Capital Structure, post-retirement benefits, pension, health care
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
(377,132)
Abstract:
Capital Structure, post-retirement benefits, pension, health care
WBS Finance Group Research Paper No. 25
Number of pages: 41
Posted: 27 Jun 2002
Söhnke M. Bartram
Warwick Business School - Department of Finance
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435
(71,158)
Abstract:
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
Abstract:
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384
( 83,160)
Citation
2
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
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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371
(85,902)
Abstract:
Idiosyncratic risk, market risk, liquidity, firm age, firm size
NBER Working Paper No. w24270
Number of pages: 45
Posted: 29 Jan 2018
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
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13
(631,480)
Abstract:
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
Warwick Business School - Department of Finance, BlueCrest Capital and Miami University of Ohio - Richard T. Farmer School of Business Administration
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383
(83,419)
Abstract:
Options, Market Design, Microstructure, Bid-Ask Spreads
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
BlackRock, Warwick Business School - Department of Finance and University of Oklahoma Price College of Business
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210
(156,963)
Abstract:
Short-selling, Information asymmetry, Microstructure
WBS Finance Group Research Paper No. 196
Number of pages: 57
Posted: 30 Dec 2012
BlackRock, Warwick Business School - Department of Finance and University of Oklahoma Price College of Business
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106
(276,876)
Abstract:
Short-selling, Information asymmetry, Microstructure
WBS Finance Group Research Paper No. 89
Number of pages: 55
Posted: 04 Mar 2008
Last Revised: 23 Dec 2019
Warwick Business School - Department of Finance, BlackRock and University of Oklahoma Price College of Business
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192
(170,771)
Abstract:
Spin-off, Divestiture, Information asymmetry
WBS Finance Group Research Paper No. 111
Number of pages: 55
Posted: 16 Feb 2009
Last Revised: 23 Dec 2019
BlackRock, Warwick Business School - Department of Finance and University of Oklahoma Price College of Business
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122
(249,824)
Abstract:
EFA 2003 Annual Conference Paper No. 398, WBS Finance Group Research Paper No. 28
Number of pages: 69
Posted: 23 Jul 2003
Warwick Business School - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Finance Area and BlueCrest Capital
Downloads
282
Abstract:
Derivatives, corporate finance, risk management, hedging, international finance
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281
(117,712)
Citation
7
WBS Finance Group Research Paper No. 248
Number of pages: 74
Posted: 22 Apr 2018
Last Revised: 26 Dec 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
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216
(152,846)
Abstract:
Credit default swaps, CDS, investment policy, financing policy, creditor rights, property rights, private credit, ownership concentration
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
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
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65
(374,111)
Abstract:
Credit Default Swaps, Cds, Investment Policy, Financing Policy, Creditor Rights, Property Rights, Private Credit, Ownership Concentration
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
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275
(120,384)
Abstract:
Real investment, capital expenditure, R&D, financial policy, financial flexibility
Fisher College of Business Working Paper No. 2019-03-019, Charles A. Dice Center Working Paper No. 2019-19, WBS Finance Group Research Paper
Number of pages: 47
Posted: 12 Sep 2019
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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254
(130,767)
Abstract:
idiosyncratic risk, market risk, liquidity, firm age, public listing decline
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
Warwick Business School - Department of Finance and National Taiwan University
Downloads
238
(139,520)
Abstract:
Contagion, correlation, co-movement, dependence, volatility, simulation
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
Warwick Business School - Department of Finance and BlueCrest Capital
Downloads
210
(157,234)
Abstract:
Options, Market Design, Microstructure, Bid-Ask Spreads
Number of pages: 45
Posted: 13 Sep 2012
Last Revised: 28 Oct 2017
Söhnke M. Bartram
Warwick Business School - Department of Finance
Downloads
195
(168,520)
Abstract:
Pension plans, corporate finance, employer contributions, financial crisis, funding deficit, pension assumptions
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
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173
(187,524)
Abstract:
capital markets, commodity prices, corporate finance, derivatives, exposure, risk management
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
(222,464)
Abstract:
Capital Structure, post-retirement benefits, pension, health care
CESifo Working Paper Series No. 6560
Number of pages: 53
Posted: 08 Aug 2017
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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133
(233,085)
Abstract:
uncertainty, idiosyncratic risk, market risk, growth options, liquidity, limits to arbitrage
WBS Finance Group Research Paper No. 140
Number of pages: 50
Posted: 19 Mar 2010
BlackRock, Warwick Business School - Department of Finance and University of Oklahoma Price College of Business
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98
(290,208)
Abstract:
WBS Finance Group Research Paper
Number of pages: 73
Posted: 08 Mar 2020
Last Revised: 07 May 2020
Warwick Business School - Department of Finance, University of Warwick - Operational Research & Systems (ORS) Subject Group and University of Cambridge - Judge Business School
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76
(342,768)
Abstract:
Artificial intelligence, algorithmic trading, portfolio management, risk management, robo-advisors, machine learning, LASSO, neural networks, deep learning, decision trees, random forests, SVM, cluster analysis, genetic algorithms, NLP
CEPR Discussion Paper No. DP14525
Number of pages: 76
Posted: 25 Mar 2020
Last Revised: 06 May 2020
Warwick Business School - Department of Finance, University of Warwick - Operational Research & Systems (ORS) Subject Group and University of Cambridge - Judge Business School
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4
(700,438)
Artificial Intelligence in Asset Management
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Abstract:
Algorithmic trading, decision trees, deep learning, evolutionary algorithms, Lasso, Machine Learning, neural networks, NLP, random forests, SVM
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
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79
(331,642)
Abstract:
Capital structure, post-retirement benefits, pension, health care
WBS Finance Group Research Paper No. 77
Number of pages: 59
Posted: 05 Mar 2007
BlackRock, Warwick Business School - Department of Finance and University of Oklahoma Price College of Business
Downloads
64
(372,298)
Abstract:
Spin-off, Divestiture, Information asymmetry
Number of pages: 61
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
1
Abstract:
Credit default swaps, CDS, investment policy, financing policy, creditor rights, property rights, ownership concentration
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
Warwick Business School - Department of Finance and Stephen M. Ross School of Business at the University of Michigan
Abstract:
offshore centers, financial markets, international finance, financial institutions
