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
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4,971
(1,848)
Abstract:
Derivatives, corporate finance, risk management, hedging, international finance
Downloads
4,754
( 1,990)
Citation
6
WBS Finance Group Research Paper No. 10
Number of pages: 84
Posted: 10 Aug 2001
Söhnke M. Bartram
Warwick Business School - Department of Finance
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4,754
(1,962)
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
4,194
( 2,507)
Citation
3
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
3,130
(4,017)
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
1,064
(22,898)
Abstract:
Valuation, asset pricing, market efficiency, fundamental analysis, Point-in-Time, Theil-Sen
Downloads
3,663
( 3,142)
Citation
59
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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2,060
(8,140)
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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1,340
(16,134)
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
(133,433)
Abstract:
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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3,032
(4,272)
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
2,511
( 5,955)
Citation
6
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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1,638
(11,841)
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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873
(30,529)
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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1,993
(8,768)
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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1,984
(8,831)
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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1,815
(10,225)
Abstract:
Corporate finance, risk management, exposure, foreign exchange rates, derivatives
Downloads
1,767
( 10,650)
Citation
29
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
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1,054
(23,229)
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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410
(81,374)
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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303
(114,895)
Abstract:
Competition, hedging, exposure, derivatives, corporate finance, international finance
Downloads
1,757
( 10,758)
Citation
5
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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1,757
(10,554)
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
1,582
( 12,734)
Citation
33
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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838
(32,278)
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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600
(50,856)
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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144
(232,050)
Abstract:
Systemic risk, default risk, credit risk, banks, exposure, emerging markets, 9/11
Downloads
1,563
( 12,971)
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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951
(26,999)
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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359
(95,015)
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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202
(172,842)
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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51
(445,342)
Abstract:
Volatility, Idiosyncratic Risk, Financial Market Development
Downloads
1,552
( 13,102)
Citation
4
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
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702
(41,108)
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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529
(59,547)
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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185
(187,318)
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 2020
Warwick Business School - Department of Finance and University of California, Los Angeles (UCLA) - Finance Area
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135
(244,650)
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
(771,900)
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
1,437
( 14,786)
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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933
(27,727)
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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251
(140,579)
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
(288,940)
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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93
(319,626)
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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52
(441,439)
Abstract:
hedging, exchange rates, exposure, derivatives, mergers
Downloads
1,264
( 17,977)
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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638
(46,838)
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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405
(82,591)
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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221
(158,488)
Abstract:
Exchange rate exposure, exchange rate risk, return premia, international finance
Downloads
1,178
( 20,003)
Citation
21
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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420
(79,174)
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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259
(135,647)
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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161
(211,486)
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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124
(261,245)
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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88
(331,286)
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
(395,233)
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
(408,594)
Abstract:
institutional ownership, asset management, portfolio diversification, international finance, comovement
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
1,133
(21,187)
Abstract:
Derivatives, risk management, hedging, speculation, corporate finance, international finance, corporate governance
Downloads
1,128
( 21,357)
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
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758
(37,024)
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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211
(165,707)
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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159
(213,744)
Abstract:
Dividends, share repurchases, agency costs, payout choice
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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1,089
(22,522)
Abstract:
Exposure, risk management, derivatives, corporate finance, exchange rates
Downloads
934
( 28,127)
Citation
6
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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719
(39,807)
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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215
(162,737)
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
869
(31,196)
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
865
(31,404)
Abstract:
Options, derivatives, risk management, exposure, corporate finance
Downloads
779
( 36,220)
Citation
4
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
779
(35,683)
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
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
Downloads
476
(67,972)
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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190
(182,843)
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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88
(331,286)
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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20
(612,871)
Abstract:
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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739
(39,039)
Abstract:
Climate policy, California cap-and-trade, financial constraints, internal resource allocation, regulatory arbitrage, spillover effects
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
739
(38,879)
Abstract:
Financial risk, risk management, credit risk, corporate finance, international finance
Number of pages: 82
Posted: 26 Apr 2018
Last Revised: 13 Jan 2021
Warwick Business School - Department of Finance, Bank Indonesia - Department of Economic and Monetary Policy and University of Warwick
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539
(58,187)
Abstract:
Exchange rates, predictors, anomalies, mispricing, analysts, market efficiency, real-time, point-in-time, arbitrage costs, IPCA, instrumented principal components analysis
31st Australasian Finance and Banking Conference 2018
Number of pages: 82
Posted: 30 Jul 2018
Last Revised: 13 Jan 2021
Warwick Business School - Department of Finance, Bank Indonesia - Department of Economic and Monetary Policy and University of Warwick
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107
(292,964)
Abstract:
Exchange rates, predictors, anomalies, mispricing, analysts, market efficiency, real-time, point-in-time, arbitrage costs, IPCA, instrumented principal components analysis
Number of pages: 82
Posted: 13 Aug 2018
Last Revised: 13 Jan 2021
Warwick Business School - Department of Finance, Bank Indonesia - Department of Economic and Monetary Policy and University of Warwick
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46
(465,812)
Abstract:
Exchange rates, predictors, anomalies, mispricing, analysts, market efficiency, real-time, point-in-time, arbitrage costs, IPCA, instrumented principal components analysis
Number of pages: 82
Posted: 01 Aug 2018
Last Revised: 13 Jan 2021
Warwick Business School - Department of Finance, Bank Indonesia - Department of Economic and Monetary Policy and University of Warwick
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39
(497,779)
Abstract:
Exchange rates, predictors, anomalies, mispricing, analysts, market efficiency, real-time, point-in-time, arbitrage costs, IPCA, instrumented principal components analysis
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
Downloads
690
(42,710)
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
669
(44,518)
Abstract:
Options, Market Design, Microstructure, Bid-Ask Spreads
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
630
(48,214)
Abstract:
Valuation, asset pricing, market efficiency, fundamental analysis, Point-in-Time, Theil-Sen
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
620
(49,211)
Abstract:
Equity market, financial crisis, shareholder value, performance, international finance
Downloads
575
( 54,216)
Citation
2
Number of pages: 26
Posted: 07 Oct 2015
Alliance Manchester Business School and Warwick Business School - Department of Finance
Downloads
383
(88,129)
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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192
(181,104)
Abstract:
Overnight returns, asset pricing, return factors
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499
( 64,758)
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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286
(122,114)
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
(164,172)
Abstract:
Euro, International finance, Financial Markets, Dependence, Integration, Copula, GARCH
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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491
(66,044)
Abstract:
financial markets, general loss functions, GMM block bootstrapping, Livingston Survey, price forecasting
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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489
(66,379)
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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252
(139,450)
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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196
(177,804)
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
(497,779)
Abstract:
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452
( 73,409)
Citation
4
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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324
(107,185)
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
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64
(398,424)
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
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64
(398,424)
Abstract:
Capital Structure, post-retirement benefits, pension, health care
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438
( 75,969)
Citation
16
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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438
(75,248)
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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394
( 86,254)
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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379
(89,221)
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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15
(657,911)
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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388
(87,549)
Abstract:
Options, Market Design, Microstructure, Bid-Ask Spreads
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387
( 88,044)
Citation
1
CFA Institute Research Foundation Literature Reviews, August 2020, ISBN 978-1-952927-02-7
Number of pages: 100
Posted: 14 Sep 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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212
(165,707)
Abstract:
WBS Finance Group Research Paper, CFA Institute Research Foundation 2020
Number of pages: 73
Posted: 08 Mar 2020
Last Revised: 10 Sep 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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169
(202,845)
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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6
(721,160)
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
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335
(103,589)
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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266
(131,897)
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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69
(382,590)
Abstract:
Credit Default Swaps, Cds, Investment Policy, Financing Policy, Creditor Rights, Property Rights, Private Credit, Ownership Concentration
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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216
(162,032)
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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109
(287,080)
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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194
(179,477)
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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125
(259,708)
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
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282
Abstract:
Derivatives, corporate finance, risk management, hedging, international finance
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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278
(126,527)
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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271
(130,026)
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
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245
(143,977)
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
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214
(163,807)
Abstract:
Options, Market Design, Microstructure, Bid-Ask Spreads
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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205
(170,679)
Abstract:
capital markets, commodity prices, corporate finance, derivatives, exposure, risk management
Number of pages: 45
Posted: 13 Sep 2012
Last Revised: 28 Oct 2017
Söhnke M. Bartram
Warwick Business School - Department of Finance
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203
(172,257)
Abstract:
Pension plans, corporate finance, employer contributions, financial crisis, funding deficit, pension assumptions
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167
(204,777)
Citation
1
WBS Finance Group Research Paper
Number of pages: 63
Posted: 13 Oct 2020
Last Revised: 09 Dec 2020
Warwick Business School - Department of Finance, University of California, Los Angeles (UCLA) - Finance Area and Hong Kong University of Science and Technology
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125
(259,708)
Abstract:
Credit Risk, Corporate Bonds, Book-to-Market, Market Efficiency, Transaction Costs, Point-in-Time
WBS Finance Group Research Paper
Number of pages: 63
Posted: 11 Oct 2020
Last Revised: 09 Dec 2020
Warwick Business School - Department of Finance, University of California, Los Angeles (UCLA) - Finance Area and Hong Kong University of Science and Technology
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36
(512,502)
Abstract:
Credit Risk, Corporate Bonds, Book-to-Market, Market Efficiency, Transaction Costs, Point-in-Time
NBER Working Paper No. w27655
Number of pages: 58
Posted: 10 Aug 2020
Warwick Business School - Department of Finance, University of California, Los Angeles (UCLA) - Finance Area and Hong Kong University of Science and Technology
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6
(721,160)
Book-to-Market, Mispricing, and the Cross-Section of Corporate Bond Returns
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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
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143
(232,822)
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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137
(241,079)
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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100
(302,785)
Abstract:
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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80
(347,926)
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
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65
(390,241)
Abstract:
Spin-off, Divestiture, Information asymmetry
NYU Stern School of Business, WBS Finance Group Research Paper
Number of pages: 61
Posted: 17 Jul 2020
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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51
(437,936)
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
