Söhnke M. Bartram

University of Warwick

Professor of Finance

Warwick Business School

Finance Group

Coventry, CV4 7AL

United Kingdom

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

Centre for Economic Policy Research (CEPR)

Research Fellow

London

United Kingdom

SCHOLARLY PAPERS

61

DOWNLOADS
Rank 357

SSRN RANKINGS

Top 357

in Total Papers Downloads

64,905

SSRN CITATIONS
Rank 1,048

SSRN RANKINGS

Top 1,048

in Total Papers Citations

496

CROSSREF CITATIONS

631

Scholarly Papers (61)

1.

International Evidence on Financial Derivatives Usage

Financial Management, Vol. 38, No. 1, pp. 185-206, Spring 2009, AFA 2004 San Diego Meetings, EFA 2003 Glasgow, WBS Finance Group Research Paper No. 30
Number of pages: 52 Posted: 23 Dec 2003 Last Revised: 18 Dec 2019
Söhnke M. Bartram, Gregory W. Brown and Frank Fehle
University of Warwick, University of North Carolina (UNC) at Chapel Hill - Finance Area and BlueCrest Capital
Downloads 5,058 (2,108)
Citation 17

Abstract:

Loading...

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

Corporate Risk Management as a Lever for Shareholder Value Creation

WBS Finance Group Research Paper No. 10
Number of pages: 84 Posted: 10 Aug 2001
Söhnke M. Bartram
University of Warwick
Downloads 4,839 (2,253)
Citation 6

Abstract:

Loading...

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

Corporate Risk Management as a Lever for Shareholder Value Creation

Financial Markets, Institutions & Instruments, Vol. 9, No. 5, pp. 279-324, 2004, WBS Finance Group Research Paper No. 5
Posted: 15 Nov 2000
Söhnke M. Bartram
University of Warwick

Abstract:

Loading...

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

3.
Downloads 4,370 ( 2,746)
Citation 3

Agnostic Fundamental Analysis Works

Journal of Financial Economics, Vol. 128 (1), April 2018, 125–147.
Number of pages: 56 Posted: 07 Oct 2015 Last Revised: 30 Aug 2021
Söhnke M. Bartram and Mark Grinblatt
University of Warwick and University of California, Los Angeles (UCLA) - Finance Area
Downloads 3,223 (4,535)
Citation 2

Abstract:

Loading...

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

Agnostic Fundamental Analysis Works

Journal of Financial Economics, Vol. 128 (1), April 2018, 125–147.
Number of pages: 56 Posted: 14 Aug 2014 Last Revised: 30 Aug 2021
Söhnke M. Bartram and Mark Grinblatt
University of Warwick and University of California, Los Angeles (UCLA) - Finance Area
Downloads 1,147 (23,390)

Abstract:

Loading...

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

4.
Downloads 3,729 ( 3,581)
Citation 62

The Effects of Derivatives on Firm Risk and Value

Journal of Financial and Quantitative Analysis, Vol. 46, No.4, August 2011, pp. 967-999., WBS Finance Group Research Paper No. 72
Number of pages: 52 Posted: 14 Feb 2007 Last Revised: 30 Aug 2021
University of Warwick, University of North Carolina (UNC) at Chapel Hill - Finance Area and University of North Carolina at Chapel HillUniversity of North Carolina Kenan-Flagler Business School
Downloads 2,082 (9,204)

Abstract:

Loading...

derivatives, risk management, hedging, international finance, risk, value

The Effects of Derivatives on Firm Risk and Value

Journal of Financial and Quantitative Analysis, Vol. 46, No.4, August 2011, pp. 967-999., WBS Finance Group Research Paper No. 135
Number of pages: 52 Posted: 11 Feb 2010 Last Revised: 23 Dec 2019
University of Warwick, University of North Carolina (UNC) at Chapel Hill - Finance Area and University of North Carolina at Chapel HillUniversity of North Carolina Kenan-Flagler Business School
Downloads 1,377 (17,794)
Citation 13

Abstract:

Loading...

Derivatives, risk management, hedging, international finance

The Effects of Derivatives on Firm Risk and Value

Journal of Financial and Quantitative Analysis, Vol. 46, No.4, August 2011, pp. 967-999., WBS Finance Group Research Paper No. 121
Number of pages: 52 Posted: 20 Mar 2009 Last Revised: 30 Aug 2021
University of Warwick, University of North Carolina (UNC) at Chapel Hill - Finance Area and University of North Carolina at Chapel HillUniversity of North Carolina Kenan-Flagler Business School
Downloads 270 (144,782)
Citation 5

Abstract:

Loading...

International Portfolio Investment: Theory, Evidence, and Institutional Framework

WBS Finance Group Research Paper No. 8
Number of pages: 124 Posted: 16 Jul 2001
Söhnke M. Bartram and Gunter Dufey
University of Warwick and Stephen M. Ross School of Business at the University of Michigan
Downloads 3,086 (4,883)
Citation 13

Abstract:

Loading...

Portfolio investment, international financial markets, diversification, currency risk

International Portfolio Investment: Theory, Evidence, and Institutional Framework

Financial Markets, Institutions & Instruments, Vol. 10, No. 3, August 2001, pp. 85-155., WBS Finance Group Research Paper No. 9
Posted: 16 Jul 2001 Last Revised: 10 Dec 2019
Söhnke M. Bartram and Gunter Dufey
University of Warwick and Stephen M. Ross School of Business at the University of Michigan

Abstract:

Loading...

Portfolio investment, international financial markets, diversification, currency risk

6.
Downloads 2,586 ( 6,636)
Citation 6

How Important is Financial Risk?

Journal of Financial and Quantitative Analysis, Vol. 50 (4), August 2015, 801–824., WBS Finance Group Research Paper No. 95, AFA 2009 San Francisco Meetings Paper
Number of pages: 79 Posted: 17 Mar 2008 Last Revised: 30 Aug 2021
Söhnke M. Bartram, Gregory W. Brown and William Waller
University of Warwick, University of North Carolina (UNC) at Chapel Hill - Finance Area and Tulane University - Finance & Economics
Downloads 1,672 (13,190)

Abstract:

Loading...

Capital structure, financial risk, risk management, corporate finance

How Important Is Financial Risk?

Journal of Financial and Quantitative Analysis, Vol. 50 (4), August 2015, 801–824., WBS Finance Group Research Paper No. 207
Number of pages: 88 Posted: 10 Aug 2013 Last Revised: 30 Aug 2021
Söhnke M. Bartram, Gregory W. Brown and William Waller
University of Warwick, University of North Carolina (UNC) at Chapel Hill - Finance Area and Tulane University - Finance & Economics
Downloads 914 (32,506)
Citation 1

Abstract:

Loading...

capital structure, financial risk, risk management, corporate finance

7.

What Lies Beneath: Foreign Exchange Rate Exposure, Hedging and Cash Flows

Journal of Banking and Finance, Vol. 32, No. 8, pp. 1508-1521, August 2008, EFA 2006 Zurich Meetings Paper, WBS Finance Group Research Paper No. 64
Number of pages: 32 Posted: 30 May 2006 Last Revised: 23 Dec 2019
Söhnke M. Bartram
University of Warwick
Downloads 2,018 (9,919)
Citation 11

Abstract:

Loading...

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

8.

The Impact of the Introduction of the Euro on Foreign Exchange Rate Risk Exposures

Journal of Empirical Finance, Vol. 13, Nos.4-5, pp. 519-549, October 2006, EFA 2002 Berlin Meetings Presented Paper, WBS Finance Group Research Paper No. 16
Number of pages: 51 Posted: 16 Mar 2002 Last Revised: 18 Dec 2019
Söhnke M. Bartram and George Andrew Karolyi
University of Warwick and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 2,018 (9,919)
Citation 30

Abstract:

Loading...

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

9.

Corporate Hedging and Shareholder Value

Journal of Financial Research, Vol. 33, No. 4, pp. 317-371, Winter 2010, WBS Finance Group Research Paper No. 116
Number of pages: 60 Posted: 06 Mar 2009 Last Revised: 23 Dec 2019
Kevin Aretz and Söhnke M. Bartram
Alliance Manchester Business School and University of Warwick
Downloads 1,865 (11,264)
Citation 3

Abstract:

Loading...

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

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

Journal of Financial Economics, Vol. 95 (2), February 2010, 148–173., 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: 30 Aug 2021
Söhnke M. Bartram, Gregory W. Brown and Bernadette A. Minton
University of Warwick, University of North Carolina (UNC) at Chapel Hill - Finance Area and Ohio State University (OSU) - Department of Finance
Downloads 1,072 (25,853)
Citation 21

Abstract:

Loading...

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

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

Journal of Financial Economics (JFE), Vol. 95, No. 2, February 2010, pp. 148-173., WBS Finance Group Research Paper No. 127
Number of pages: 63 Posted: 06 Jul 2009 Last Revised: 23 Dec 2019
Söhnke M. Bartram, Gregory W. Brown and Bernadette A. Minton
University of Warwick, University of North Carolina (UNC) at Chapel Hill - Finance Area and Ohio State University (OSU) - Department of Finance
Downloads 427 (87,147)
Citation 5

Abstract:

Loading...

Competition, hedging, FX exposure, derivatives, international finance

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

Journal of Financial Economics, Vol. 95 (2), February 2010, 148–173., 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: 30 Aug 2021
Söhnke M. Bartram, Gregory W. Brown and Bernadette A. Minton
University of Warwick, University of North Carolina (UNC) at Chapel Hill - Finance Area and Ohio State University (OSU) - Department of Finance
Downloads 308 (125,996)
Citation 4

Abstract:

Loading...

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

Macroeconomic Risks and Characteristic-Based Factor Models

Journal of Banking and Finance, Vol. 34, No. 6, pp. 1383-1399, June 2010, EFA 2005 Moscow Meetings, WBS Finance Group Research Paper No. 36
Number of pages: 37 Posted: 11 Jan 2005 Last Revised: 23 Dec 2019
Kevin Aretz, Söhnke M. Bartram and Peter F. Pope
Alliance Manchester Business School, University of Warwick and Bocconi University
Downloads 1,799 (11,718)
Citation 7

Abstract:

Loading...

Fama and French model, Carhart model, asset pricing, book-to-market, size, momentum, macroeconomic pricing factors

Macroeconomic Risks and Characteristic-Based Factor Models

EFA 2005 Moscow Meetings, WBS Finance Group Research Paper No. 43
Posted: 25 Mar 2005 Last Revised: 23 Dec 2019
Söhnke M. Bartram, Kevin Aretz and Peter F. Pope
University of Warwick, Alliance Manchester Business School and Bocconi University

Abstract:

Loading...

Fama and French/Carhart model, asset pricing, book-to-market, size, aggregate, corporate earnings expectations, term structure, inflation, default

12.
Downloads 1,671 ( 13,442)
Citation 8

Global Market Inefficiencies

Journal of Financial Economics, Vol. 139 (1), January 2021, 234–259.
Number of pages: 69 Posted: 02 Aug 2017 Last Revised: 30 Aug 2021
Söhnke M. Bartram and Mark Grinblatt
University of Warwick and University of California, Los Angeles (UCLA) - Finance Area
Downloads 785 (40,134)
Citation 1

Abstract:

Loading...

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

Global Market Inefficiencies

Journal of Financial Economics, Vol. 139 (1), January 2021, 234–259.
Number of pages: 69 Posted: 20 Dec 2014 Last Revised: 30 Aug 2021
Söhnke M. Bartram and Mark Grinblatt
University of Warwick and University of California, Los Angeles (UCLA) - Finance Area
Downloads 552 (63,621)
Citation 1

Abstract:

Loading...

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

Global Market Inefficiencies

Journal of Financial Economics, Vol. 139 (1), January 2021, 234–259.
Number of pages: 69 Posted: 14 Jul 2017 Last Revised: 30 Aug 2021
Söhnke M. Bartram and Mark Grinblatt
University of Warwick and University of California, Los Angeles (UCLA) - Finance Area
Downloads 189 (204,146)

Abstract:

Loading...

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

Global Market Inefficiencies

Journal of Financial Economics, Vol. 139 (1), January 2021, 234–259.
Number of pages: 69 Posted: 01 Aug 2018 Last Revised: 30 Aug 2021
Söhnke M. Bartram and Mark Grinblatt
University of Warwick and University of California, Los Angeles (UCLA) - Finance Area
Downloads 144 (257,647)
Citation 1

Abstract:

Loading...

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

Global Market Inefficiencies

Number of pages: 61 Posted: 14 Jan 2020
Söhnke M. Bartram and Mark Grinblatt
University of Warwick and University of California, Los Angeles (UCLA) - Finance Area
Downloads 1 (839,511)
Citation 6
  • Add to Cart

Abstract:

Loading...

Asset Pricing, fundamental analysis, instrumented principal components analy-sis (IPCA), international finance, Market Efficiency, Point-in-Time (PIT), principal components, transaction costs, Valuation

Global Market Inefficiencies

Journal of Financial Economics, Vol. 139 (1), January 2021, 234–259.
Posted: 09 Aug 2017 Last Revised: 30 Aug 2021
Söhnke M. Bartram and Mark Grinblatt
University of Warwick and University of California, Los Angeles (UCLA) - Finance Area
Downloads 0 (232,367)
Citation 1

Abstract:

Loading...

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

Estimating Systemic Risk in the International Financial System

Journal of Financial Economics, Vol. 86 (3), December 2007, 835–869., 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 Last Revised: 30 Aug 2021
Söhnke M. Bartram, Gregory W. Brown and John Hund
University of Warwick, University of North Carolina (UNC) at Chapel Hill - Finance Area and University of Georgia
Downloads 848 (35,999)
Citation 2

Abstract:

Loading...

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

Estimating Systemic Risk in the International Financial System

Journal of Financial Economics, Vol. 86, No. 3, pp. 835-869, December 2007, WBS Finance Group Research Paper No. 69
Number of pages: 53 Posted: 19 Oct 2006 Last Revised: 30 Aug 2021
John Hund, Söhnke M. Bartram and Gregory W. Brown
University of Georgia, University of Warwick and University of North Carolina (UNC) at Chapel Hill - Finance Area
Downloads 608 (56,297)
Citation 5

Abstract:

Loading...

Systemic risk, default risk, credit risk, banks, exposure, emerging markets

Estimating Systemic Risk in the International Financial System

Journal of Financial Economics, Vol. 86 (3), December 2007, 835–869., FDIC CFR Working Paper No. 2005-12, WBS Finance Group Research Paper No. 47
Number of pages: 61 Posted: 19 Aug 2005 Last Revised: 30 Aug 2021
Söhnke M. Bartram, John Hund and Gregory W. Brown
University of Warwick, University of Georgia and University of North Carolina (UNC) at Chapel Hill - Finance Area
Downloads 146 (254,764)
Citation 3

Abstract:

Loading...

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

14.
Downloads 1,593 ( 14,444)
Citation 23

Why are U.S. Stocks More Volatile?

Charles A. Dice Center Working Paper No. 2011-6, Fisher College of Business Working Paper No. 2011-03-006, WBS Finance Group Research Paper No. 152
Number of pages: 49 Posted: 27 Feb 2011
Söhnke M. Bartram, Gregory W. Brown and René M. Stulz
University of Warwick, University of North Carolina (UNC) at Chapel Hill - Finance Area and Ohio State University (OSU) - Department of Finance
Downloads 962 (30,206)
Citation 22

Abstract:

Loading...

Firm risk, Volatility, Idiosyncratic risk, R-squared

Why are U.S. Stocks More Volatile?

EFA 2009 Bergen Meetings Paper, AFA 2010 Atlanta Meetings Paper, WBS Finance Group Research Paper No. 112
Number of pages: 49 Posted: 16 Feb 2009 Last Revised: 23 Dec 2019
Söhnke M. Bartram, Gregory W. Brown and René M. Stulz
University of Warwick, University of North Carolina (UNC) at Chapel Hill - Finance Area and Ohio State University (OSU) - Department of Finance
Downloads 370 (102,825)
Citation 2

Abstract:

Loading...

Idiosyncratic risk, stock return volatility, R-square, financial development, governance

Why are U.S. Stocks More Volatile?

Journal of Finance, Vol. 67, No. 4, 2012, pp. 1329-1370, WBS Finance Group Research Paper No. 203
Number of pages: 50 Posted: 02 May 2013
Söhnke M. Bartram, Gregory W. Brown and René M. Stulz
University of Warwick, University of North Carolina (UNC) at Chapel Hill - Finance Area and Ohio State University (OSU) - Department of Finance
Downloads 207 (187,785)

Abstract:

Loading...

Firm risk, volatility, idiosyncratic risk, R-squared

Why are U.S. Stocks More Volatile?

WBS Finance Group Research Paper No. 97
Number of pages: 49 Posted: 27 Mar 2008 Last Revised: 23 Dec 2019
Söhnke M. Bartram, Gregory W. Brown and René M. Stulz
University of Warwick, University of North Carolina (UNC) at Chapel Hill - Finance Area and Ohio State University (OSU) - Department of Finance
Downloads 54 (477,844)

Abstract:

Loading...

Volatility, Idiosyncratic Risk, Financial Market Development

Foreign Currency Exposure and Hedging: Evidence from Foreign Acquisitions

WBS Finance Group Research Paper No. 98
Number of pages: 28 Posted: 07 Apr 2008 Last Revised: 23 Dec 2019
Söhnke M. Bartram, Natasha Burns and Jean Helwege
University of Warwick, University of Texas at San Antonio - Department of Finance and UC Riverside
Downloads 955 (30,500)

Abstract:

Loading...

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

Foreign Currency Exposure and Hedging: Evidence from Foreign Acquisitions

AFA 2010 Atlanta Meetings Paper, WBS Finance Group Research Paper No. 122
Number of pages: 27 Posted: 22 Mar 2009 Last Revised: 23 Dec 2019
Söhnke M. Bartram, Natasha Burns and Jean Helwege
University of Warwick, University of Texas at San Antonio - Department of Finance and UC Riverside
Downloads 264 (148,175)

Abstract:

Loading...

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

Foreign Currency Exposure and Hedging: Evidence from Foreign Acquisitions

WBS Finance Group Research Paper No. 103
Number of pages: 28 Posted: 15 Aug 2008 Last Revised: 23 Dec 2019
Söhnke M. Bartram, Natasha Burns and Jean Helwege
University of Warwick, University of Texas at San Antonio - Department of Finance and UC Riverside
Downloads 113 (309,534)

Abstract:

Loading...

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

Foreign Currency Exposure and Hedging: Evidence from Foreign Acquisitions

WBS Finance Group Research Paper No. 83
Number of pages: 28 Posted: 23 Aug 2007 Last Revised: 23 Dec 2019
Söhnke M. Bartram, Natasha Burns and Jean Helwege
University of Warwick, University of Texas at San Antonio - Department of Finance and UC Riverside
Downloads 97 (343,623)
Citation 1

Abstract:

Loading...

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

Foreign Currency Exposure and Hedging: Evidence from Foreign Acquisitions

WBS Finance Group Research Paper No. 90
Number of pages: 28 Posted: 05 Mar 2008 Last Revised: 23 Dec 2019
Söhnke M. Bartram, Natasha Burns and Jean Helwege
University of Warwick, University of Texas at San Antonio - Department of Finance and UC Riverside
Downloads 57 (465,983)
Citation 1

Abstract:

Loading...

hedging, exchange rates, exposure, derivatives, mergers

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

WBS Finance Group Research Paper No. 84
Number of pages: 48 Posted: 10 Oct 2007 Last Revised: 23 Dec 2019
Söhnke M. Bartram and Gordon M. Bodnar
University of Warwick and Johns Hopkins University - Paul H. Nitze School of Advanced International Studies (SAIS)
Downloads 647 (51,945)

Abstract:

Loading...

exchange rate exposure, exchange rate risk, return premia

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

Journal of International Money and Finance, Vol. 31, No. 4, pp. 766-792, June 2012, WBS Finance Group Research Paper No. 170
Number of pages: 47 Posted: 12 Jan 2012 Last Revised: 26 Dec 2019
Söhnke M. Bartram and Gordon M. Bodnar
University of Warwick and Johns Hopkins University - Paul H. Nitze School of Advanced International Studies (SAIS)
Downloads 411 (91,101)
Citation 1

Abstract:

Loading...

Exchange rate exposure, exchange rate risk, corporate finance, international finance

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

WBS Finance Group Research Paper No. 114
Number of pages: 48 Posted: 20 Feb 2009 Last Revised: 23 Dec 2019
Söhnke M. Bartram and Gordon M. Bodnar
University of Warwick and Johns Hopkins University - Paul H. Nitze School of Advanced International Studies (SAIS)
Downloads 225 (173,499)

Abstract:

Loading...

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

How Important are Foreign Ownership Linkages for International Stock Returns?

Review of Financial Studies, Vol. 28 (11), November 2015, 3036–3072., WBS Finance Group Research Paper No. 138
Number of pages: 61 Posted: 16 Mar 2010 Last Revised: 01 Sep 2021
Söhnke M. Bartram, John M. Griffin and David T. Ng
University of Warwick, University of Texas at Austin - Department of Finance and Johnson College of Business
Downloads 427 (87,147)
Citation 8

Abstract:

Loading...

Institutional ownership, asset management, portfolio diversification, international finance, co-movement

How Important are Foreign Ownership Linkages for International Stock Returns?

Review of Financial Studies, Vol. 28 (11), November 2015, 3036–3072.
Number of pages: 83 Posted: 20 Dec 2014 Last Revised: 30 Aug 2021
Söhnke M. Bartram, John M. Griffin, Tae-Hoon Lim and David T. Ng
University of Warwick, University of Texas at Austin - Department of Finance, Cornell University and Johnson College of Business
Downloads 272 (143,668)
Citation 1

Abstract:

Loading...

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

How Important are Foreign Ownership Linkages for International Stock Returns?

Review of Financial Studies, Vol. 28 (11), November 2015, 3036–3072., WBS Finance Group Research Paper No. 175
Number of pages: 61 Posted: 15 Mar 2012 Last Revised: 30 Aug 2021
Söhnke M. Bartram, John M. Griffin and David T. Ng
University of Warwick, University of Texas at Austin - Department of Finance and Johnson College of Business
Downloads 171 (222,967)
Citation 4

Abstract:

Loading...

Institutional ownership, asset management, portfolio diversification, international finance, co movement

How Important are Foreign Ownership Linkages for International Stock Returns?

Review of Financial Studies, Vol. 28 (11), November 2015, 3036–3072., HKIMR Working Paper No.12/2012, WBS Finance Group Research Paper No. 181
Number of pages: 61 Posted: 31 May 2012 Last Revised: 30 Aug 2021
Söhnke M. Bartram, John M. Griffin and David T. Ng
University of Warwick, University of Texas at Austin - Department of Finance and Johnson College of Business
Downloads 130 (279,148)
Citation 12

Abstract:

Loading...

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

How Important are Foreign Ownership Linkages for International Stock Returns?

Review of Financial Studies, Vol. 28 (11), November 2015, 3036–3072., WBS Finance Group Research Paper No. 169
Number of pages: 61 Posted: 11 Jan 2012 Last Revised: 30 Aug 2021
Söhnke M. Bartram, John M. Griffin and David T. Ng
University of Warwick, University of Texas at Austin - Department of Finance and Johnson College of Business
Downloads 91 (358,079)
Citation 4

Abstract:

Loading...

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

How Important are Foreign Ownership Linkages for International Stock Returns?

Review of Financial Studies, Vol. 28 (11), November 2015, 3036–3072.
Number of pages: 78 Posted: 06 Apr 2014 Last Revised: 30 Aug 2021
Söhnke M. Bartram, John M. Griffin, Tae-Hoon Lim and David T. Ng
University of Warwick, University of Texas at Austin - Department of Finance, Cornell University and Johnson College of Business
Downloads 67 (428,926)

Abstract:

Loading...

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

How Important are Foreign Ownership Linkages for International Stock Returns?

Review of Financial Studies, Vol. 28 (11), November 2015, 3036–3072., WBS Finance Group Research Paper No. 156
Number of pages: 61 Posted: 21 Mar 2011 Last Revised: 01 Sep 2021
Söhnke M. Bartram, John M. Griffin and David T. Ng
University of Warwick, University of Texas at Austin - Department of Finance and Johnson College of Business
Downloads 63 (443,120)
Citation 2

Abstract:

Loading...

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

18.

Corporate Hedging and Speculation with Derivatives

WBS Finance Group Research Paper No. 58
Number of pages: 57 Posted: 16 Mar 2006 Last Revised: 23 Dec 2019
Söhnke M. Bartram
University of Warwick
Downloads 1,186 (22,645)
Citation 9

Abstract:

Loading...

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

Real Effects of Climate Policy: Financial Constraints and Spillovers

Journal of Financial Economics (JFE), Forthcoming, Fisher College of Business Working Paper No. 2019-03-004, Charles A. Dice Working Paper No. 2019-04
Number of pages: 88 Posted: 25 Oct 2018 Last Revised: 06 May 2021
Söhnke M. Bartram, Kewei Hou and Sehoon Kim
University of Warwick, Ohio State University (OSU) - Department of Finance and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 1,167 (22,785)
Citation 15

Abstract:

Loading...

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

Real Effects of Climate Policy: Financial Constraints and Spillovers

Number of pages: 73 Posted: 31 Mar 2021
Söhnke M. Bartram, Kewei Hou and Sehoon Kim
University of Warwick, Ohio State University (OSU) - Department of Finance and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 0
  • Add to Cart

Abstract:

Loading...

Agency Conflicts and Corporate Payout Policies: A Global Study

WBS Finance Group Research Paper No. 91
Number of pages: 49 Posted: 06 Mar 2008 Last Revised: 23 Dec 2019
University of Warwick, UWA Business School, M250, Queensland University of Technology and Queensland University of Technology - QUT Business School
Downloads 787 (39,920)
Citation 7

Abstract:

Loading...

Dividends, share repurchases, agency costs, payout choice

Agency Conflicts and Corporate Payout Policies: A Global Study

WBS Finance Group Research Paper No. 118
Number of pages: 49 Posted: 17 Mar 2009 Last Revised: 23 Dec 2019
University of Warwick, UWA Business School, M250, Queensland University of Technology and Queensland University of Technology - QUT Business School
Downloads 213 (182,801)
Citation 1

Abstract:

Loading...

Dividends, share repurchases, agency costs, payout choice

Agency Conflicts and Corporate Payout Policies: A Global Study

WBS Finance Group Research Paper No. 119
Number of pages: 49 Posted: 17 Mar 2009 Last Revised: 23 Dec 2019
University of Warwick, UWA Business School, M250, Queensland University of Technology and Queensland University of Technology - QUT Business School
Downloads 161 (234,767)
Citation 13

Abstract:

Loading...

Dividends, share repurchases, agency costs, payout choice

21.

The Exchange Rate Exposure Puzzle

Managerial Finance, Vol. 33, No. 9, pp. 642-666, September 2007, WBS Finance Group Research Paper No. 62
Number of pages: 39 Posted: 26 Mar 2006 Last Revised: 23 Dec 2019
Gordon M. Bodnar and Söhnke M. Bartram
Johns Hopkins University - Paul H. Nitze School of Advanced International Studies (SAIS) and University of Warwick
Downloads 1,110 (24,968)
Citation 6

Abstract:

Loading...

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

22.
Downloads 1,016 ( 28,397)

Currency Anomalies

Number of pages: 81 Posted: 26 Apr 2018 Last Revised: 09 Dec 2021
Söhnke M. Bartram, Leslie Djuranovik and Anthony Garratt
University of Warwick, Bank Indonesia - Department of Economic and Monetary Policy and University of Warwick
Downloads 767 (41,466)

Abstract:

Loading...

Predictors, anomalies, mispricing, analysts, market efficiency, real-time, point-in-time, arbitrage costs, IPCA, instrumented principal components analysis, principal components

Currency Anomalies

31st Australasian Finance and Banking Conference 2018
Number of pages: 81 Posted: 30 Jul 2018 Last Revised: 09 Dec 2021
Söhnke M. Bartram, Leslie Djuranovik and Anthony Garratt
University of Warwick, Bank Indonesia - Department of Economic and Monetary Policy and University of Warwick
Downloads 119 (298,081)
Citation 1

Abstract:

Loading...

Predictors, anomalies, mispricing, analysts, market efficiency, real-time, point-in-time, arbitrage costs, IPCA, instrumented principal components analysis, principal components

Currency Anomalies

Number of pages: 81 Posted: 01 Aug 2018 Last Revised: 09 Dec 2021
Söhnke M. Bartram, Leslie Djuranovik and Anthony Garratt
University of Warwick, Bank Indonesia - Department of Economic and Monetary Policy and University of Warwick
Downloads 71 (415,368)

Abstract:

Loading...

Predictors, anomalies, mispricing, analysts, market efficiency, real-time, point-in-time, arbitrage costs, IPCA, instrumented principal components analysis, principal components

Currency Anomalies

Number of pages: 81 Posted: 13 Aug 2018 Last Revised: 09 Dec 2021
Söhnke M. Bartram, Leslie Djuranovik and Anthony Garratt
University of Warwick, Bank Indonesia - Department of Economic and Monetary Policy and University of Warwick
Downloads 59 (457,905)

Abstract:

Loading...

Predictors, anomalies, mispricing, analysts, market efficiency, real-time, point-in-time, arbitrage costs, IPCA, instrumented principal components analysis, principal components

Currency Anomalies

Number of pages: 86 Posted: 11 Feb 2021 Last Revised: 09 Nov 2021
Söhnke M. Bartram, Leslie Djuranovik and Anthony Garratt
University of Warwick, Bank Indonesia - Department of Economic and Monetary Policy and University of Warwick
Downloads 0
  • Add to Cart

Abstract:

Loading...

Analysts, Anomalies, arbitrage costs, IPCA, Market Efficiency, mispricing, predictors, principal components, Real-time

23.
Downloads 952 ( 31,093)
Citation 6

The Euro and European Financial Market Dependence

AFA 2007 Chicago Meetings Paper, Journal of Banking and Finance, Vol. 31, No. 5, 2007, WBS Finance Group Research Paper No. 45
Number of pages: 34 Posted: 02 Jul 2005 Last Revised: 23 Dec 2019
Söhnke M. Bartram, Stephen J. Taylor and Yaw-Huei Wang
University of Warwick, Lancaster University - Department of Accounting and Finance and National Taiwan University
Downloads 731 (44,122)
Citation 5

Abstract:

Loading...

Euro, financial markets, dependence, co-movement, copula, GARCH, international finance, integration

The Euro and European Financial Market Dependence

Journal of Banking and Finance, Vol. 51, No. 5, pp. 1461-1481, May 2007, WBS Finance Group Research Paper No. 67
Number of pages: 34 Posted: 15 Aug 2006 Last Revised: 23 Dec 2019
Yaw-Huei Wang, Söhnke M. Bartram and Stephen J. Taylor
National Taiwan University, University of Warwick and Lancaster University - Department of Accounting and Finance
Downloads 221 (176,518)
Citation 2

Abstract:

Loading...

Euro, international finance, dependence, copula, GARCH

24.

The Use of Options in Corporate Risk Management

Managerial Finance, Vol. 32, No. 2, pp. 160-181, 2006, WBS Finance Group Research Paper No. 82
Number of pages: 30 Posted: 05 Jun 2007 Last Revised: 23 Dec 2019
Söhnke M. Bartram
University of Warwick
Downloads 884 (34,435)

Abstract:

Loading...

Options, derivatives, risk management, exposure, corporate finance

25.

Corporate Cash Flow and Stock Price Exposures to Foreign Exchange Rate Risk

Journal of Corporate Finance, Vol. 13, No. 5, pp. 981-994, December 2007, WBS Finance Group Research Paper No. 79
Number of pages: 26 Posted: 10 May 2007 Last Revised: 23 Dec 2019
Söhnke M. Bartram
University of Warwick
Downloads 882 (34,554)
Citation 4

Abstract:

Loading...

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

The Interest Rate Exposure of Nonfinancial Corporations

WBS Finance Group Research Paper No. 11
Number of pages: 31 Posted: 18 Dec 2001
Söhnke M. Bartram
University of Warwick
Downloads 809 (38,449)
Citation 4

Abstract:

Loading...

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

The Interest Rate Exposure of Nonfinancial Corporations

European Finance Review, Vol. 6, No. 1, pp. 101-125, 2002, WBS Finance Group Research Paper No. 24
Posted: 21 Jun 2002
Söhnke M. Bartram
University of Warwick

Abstract:

Loading...

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

Why Does Idiosyncratic Risk Increase with Market Risk?

Charles A. Dice Center Working Paper No. 2016-13, Fisher College of Business Working Paper No. 2016-03-13
Number of pages: 48 Posted: 30 Jul 2016
Söhnke M. Bartram, Gregory W. Brown and René M. Stulz
University of Warwick, University of North Carolina (UNC) at Chapel Hill - Finance Area and Ohio State University (OSU) - Department of Finance
Downloads 484 (74,971)

Abstract:

Loading...

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

Why Does Idiosyncratic Risk Increase with Market Risk?

Number of pages: 50 Posted: 30 Jun 2016 Last Revised: 04 Mar 2017
Söhnke M. Bartram, Gregory W. Brown and René M. Stulz
University of Warwick, University of North Carolina (UNC) at Chapel Hill - Finance Area and Ohio State University (OSU) - Department of Finance
Downloads 193 (200,320)

Abstract:

Loading...

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

Why Does Idiosyncratic Risk Increase with Market Risk?

CFS Working Paper No. 533
Number of pages: 50 Posted: 25 Aug 2016 Last Revised: 04 Mar 2017
Söhnke M. Bartram, Gregory W. Brown and René M. Stulz
University of Warwick, University of North Carolina (UNC) at Chapel Hill - Finance Area and Ohio State University (OSU) - Department of Finance
Downloads 92 (355,570)

Abstract:

Loading...

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

Why Does Idiosyncratic Risk Increase with Market Risk?

Number of pages: 48 Posted: 08 Aug 2016 Last Revised: 17 Jun 2021
Söhnke M. Bartram, Gregory W. Brown and René M. Stulz
University of Warwick, University of North Carolina (UNC) at Chapel Hill - Finance Area and Ohio State University (OSU) - Department of Finance
Downloads 22 (656,966)

Abstract:

Loading...

28.

The Financial Risks of Corporations in the Global Economy

EFA 2005 Moscow Meetings, Forthcoming, WBS Finance Group Research Paper No. 46
Number of pages: 41 Posted: 08 Jul 2005
Söhnke M. Bartram and Gregory W. Brown
University of Warwick and University of North Carolina (UNC) at Chapel Hill - Finance Area
Downloads 744 (43,690)

Abstract:

Loading...

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

29.

Agnostic Fundamental Analysis Works

Journal of Financial Economics, Vol. 128 (1), April 2018, 125–147.
Number of pages: 56 Posted: 30 Jun 2016 Last Revised: 30 Aug 2021
Söhnke M. Bartram and Mark Grinblatt
University of Warwick and University of California, Los Angeles (UCLA) - Finance Area
Downloads 700 (47,380)
Citation 15

Abstract:

Loading...

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

30.

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

EFA 2006 Zurich Meetings, WBS Finance Group Research Paper No. 56
Number of pages: 50 Posted: 15 Mar 2006 Last Revised: 23 Dec 2019
Florian Bardong, Söhnke M. Bartram and Pradeep K. Yadav
BlackRock, University of Warwick and University of Oklahoma Price College of Business
Downloads 700 (47,380)

Abstract:

Loading...

Market microstructure, common factors, risk factors, asymmetric information

31.

Alternative Market Structures for Derivatives

EFA 2003 Glasgow, WBS Finance Group Research Paper No. 31
Number of pages: 49 Posted: 26 Apr 2004
Söhnke M. Bartram and Frank Fehle
University of Warwick and BlueCrest Capital
Downloads 679 (49,389)
Citation 5

Abstract:

Loading...

Options, Market Design, Microstructure, Bid-Ask Spreads

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

Number of pages: 26 Posted: 07 Oct 2015
Kevin Aretz and Söhnke M. Bartram
Alliance Manchester Business School and University of Warwick
Downloads 413 (90,530)
Citation 1

Abstract:

Loading...

Overnight returns, asset pricing, return factors

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

Number of pages: 26 Posted: 22 Jun 2015 Last Revised: 07 Oct 2015
Kevin Aretz and Söhnke M. Bartram
Alliance Manchester Business School and University of Warwick
Downloads 230 (169,852)
Citation 2

Abstract:

Loading...

Overnight returns, asset pricing, return factors

33.

No Place to Hide: The Global Crisis in Equity Markets in 2008/09

Journal of International Money and Finance, Vol. 28, No. 8. pp. 1246-1292, December 2009, WBS Finance Group Research Paper No. 124
Number of pages: 72 Posted: 03 Jun 2009 Last Revised: 23 Dec 2019
Söhnke M. Bartram and Gordon M. Bodnar
University of Warwick and Johns Hopkins University - Paul H. Nitze School of Advanced International Studies (SAIS)
Downloads 642 (53,168)
Citation 5

Abstract:

Loading...

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

34.
Downloads 606 ( 57,181)
Citation 3

Artificial Intelligence in Asset Management

CFA Institute Research Foundation Literature Reviews, August 2020, ISBN 978-1-952927-02-7
Number of pages: 100 Posted: 14 Sep 2020
Söhnke M. Bartram, Jürgen Branke and Mehrshad Motahari
University of Warwick, University of Warwick - Operational Research & Systems (ORS) Subject Group and Bayes Business School (formerly Cass)
Downloads 364 (104,720)
Citation 2

Abstract:

Loading...

Artificial Intelligence in Asset Management

WBS Finance Group Research Paper, CFA Institute Research Foundation 2020
Number of pages: 73 Posted: 08 Mar 2020 Last Revised: 10 Sep 2020
Söhnke M. Bartram, Jürgen Branke and Mehrshad Motahari
University of Warwick, University of Warwick - Operational Research & Systems (ORS) Subject Group and Bayes Business School (formerly Cass)
Downloads 235 (166,338)
Citation 2

Abstract:

Loading...

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

Artificial Intelligence in Asset Management

Number of pages: 76 Posted: 25 Mar 2020 Last Revised: 06 May 2020
Söhnke M. Bartram, Jürgen Branke and Mehrshad Motahari
University of Warwick, University of Warwick - Operational Research & Systems (ORS) Subject Group and Bayes Business School (formerly Cass)
Downloads 7 (781,137)
  • Add to Cart

Abstract:

Loading...

Algorithmic trading, decision trees, deep learning, evolutionary algorithms, Lasso, Machine Learning, neural networks, NLP, random forests, SVM

35.

Navigating the Factor Zoo Around the World: An Institutional Investor Perspective

Number of pages: 62 Posted: 01 Jun 2020 Last Revised: 17 Mar 2021
University of Warwick, Invesco, Bocconi University and Lancaster University
Downloads 507 (71,557)

Abstract:

Loading...

Asset pricing, mispricing, risk factor, institutional investor, transaction costs, limits to arbitrage, market efficiency, anomaly

European Financial Market Dependence: An Industry Analysis

Journal of Banking and Finance, Vol. 59, July 2015, pp. 146-163., WBS Finance Group Research Paper No. 137
Number of pages: 52 Posted: 16 Mar 2010 Last Revised: 23 Dec 2019
Söhnke M. Bartram and Yaw-Huei Wang
University of Warwick and National Taiwan University
Downloads 289 (134,918)
Citation 2

Abstract:

Loading...

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

European Financial Market Dependence: An Industry Analysis

Journal of Banking and Finance, Vol. 59, July 2015, pp. 146-163., WBS Finance Group Research Paper No. 165
Number of pages: 52 Posted: 13 Jun 2011 Last Revised: 26 Dec 2019
Söhnke M. Bartram and Yaw-Huei Wang
University of Warwick and National Taiwan University
Downloads 218 (178,882)
Citation 1

Abstract:

Loading...

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

37.

Asymmetric Loss Functions and the Rationality of Expected Stock Returns

International Journal of Forecasting, Vol. 27, No. 2, pp. 413-437, April-June 2011, WBS Finance Group Research Paper No. 61
Number of pages: 45 Posted: 21 Mar 2006 Last Revised: 23 Dec 2019
Kevin Aretz, Söhnke M. Bartram and Peter F. Pope
Alliance Manchester Business School, University of Warwick and Bocconi University
Downloads 506 (71,708)

Abstract:

Loading...

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

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

ECGI - Finance Working Paper No. 246/2009, WBS Finance Group Research Paper No. 125
Number of pages: 55 Posted: 08 Jun 2009
Söhnke M. Bartram, Gregory W. Brown and René M. Stulz
University of Warwick, University of North Carolina (UNC) at Chapel Hill - Finance Area and Ohio State University (OSU) - Department of Finance
Downloads 257 (152,258)

Abstract:

Loading...

idiosyncratic risk, stock market, bond market, corporate disclosure, shareholder protection, rule of law, government stability

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

Fisher College of Business Working Paper No. 2009-03-005, Charles A. Dice Center Working Paper No. 2009-5, WBS Finance Group Research Paper No. 123
Number of pages: 51 Posted: 25 Apr 2009
Söhnke M. Bartram, Gregory W. Brown and René M. Stulz
University of Warwick, University of North Carolina (UNC) at Chapel Hill - Finance Area and Ohio State University (OSU) - Department of Finance
Downloads 199 (194,849)

Abstract:

Loading...

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

Number of pages: 51 Posted: 03 May 2009 Last Revised: 06 Nov 2021
Söhnke M. Bartram, Gregory W. Brown and René M. Stulz
University of Warwick, University of North Carolina (UNC) at Chapel Hill - Finance Area and Ohio State University (OSU) - Department of Finance
Downloads 40 (542,561)

Abstract:

Loading...

39.

A Primer on the Exposure of Nonfinancial Corporations to Foreign Exchange Rate Risk

Journal of Multinational Financial Management, Vol. 15, Nos 4/5, pp. 394-413, October/December 2005, WBS Finance Group Research Paper No. 70
Number of pages: 31 Posted: 20 Oct 2006 Last Revised: 23 Dec 2019
Söhnke M. Bartram, Gunter Dufey and Michael Frenkel
University of Warwick, Stephen M. Ross School of Business at the University of Michigan and WHU Otto Beisheim Graduate School of Management
Downloads 496 (73,489)

Abstract:

Loading...

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

40.
Downloads 460 ( 80,509)
Citation 5

Corporate Post-Retirement Benefit Plans and Leverage

Review of Finance, June 2015, 1-55., WBS Finance Group Research Paper No. 149
Number of pages: 70 Posted: 11 Jan 2011 Last Revised: 23 Dec 2019
Söhnke M. Bartram
University of Warwick
Downloads 330 (117,032)
Citation 2

Abstract:

Loading...

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

Corporate Post-Retirement Benefit Plans and Leverage

Review of Finance, June 2015, 1-55., WBS Finance Group Research Paper No. 154
Number of pages: 70 Posted: 15 Mar 2011 Last Revised: 26 Dec 2019
Söhnke M. Bartram
University of Warwick
Downloads 65 (435,880)
Citation 2

Abstract:

Loading...

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

Corporate Post-Retirement Benefit Plans and Leverage

Review of Finance, June 2015, 1-55., WBS Finance Group Research Paper No. 174
Number of pages: 70 Posted: 15 Mar 2012 Last Revised: 26 Dec 2019
Söhnke M. Bartram
University of Warwick
Downloads 65 (435,880)
Citation 2

Abstract:

Loading...

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

Linear and Nonlinear Foreign Exchange Rate Exposures of German Nonfinancial Corporations

WBS Finance Group Research Paper No. 25
Number of pages: 41 Posted: 27 Jun 2002
Söhnke M. Bartram
University of Warwick
Downloads 443 (83,439)
Citation 16

Abstract:

Loading...

Linear and Nonlinear Foreign Exchange Rate Exposures of German Nonfinancial Corporations

Journal of International Money and Finance, Vol. 23, No. 4, pp. 673-699, June 2004, WBS Finance Group Research Paper No. 26
Posted: 04 Sep 2002 Last Revised: 18 Dec 2019
Söhnke M. Bartram
University of Warwick

Abstract:

Loading...

Credit Default Swaps Around the World: Investment and Financing Effects

Review of Financial Studies, forthcoming., WBS Finance Group Research Paper No. 248
Number of pages: 74 Posted: 22 Apr 2018 Last Revised: 30 Aug 2021
University of Warwick, University of North Carolina at Chapel HillUniversity of North Carolina Kenan-Flagler Business School, Seoul National University and New York University (NYU) - Leonard N. Stern School of Business
Downloads 344 (111,698)
Citation 4

Abstract:

Loading...

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

Credit Default Swaps Around the World: Investment and Financing Effects

Review of Financial Studies, forthcoming., WBS Finance Group Research Paper No. 253, Kenan Institute of Private Enterprise Research Paper No. 18-21
Number of pages: 74 Posted: 28 Aug 2018 Last Revised: 30 Aug 2021
University of Warwick, University of North Carolina at Chapel HillUniversity of North Carolina Kenan-Flagler Business School, Seoul National University and New York University (NYU) - Leonard N. Stern School of Business
Downloads 73 (409,034)
Citation 7

Abstract:

Loading...

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

Why Has Idiosyncratic Risk Been Historically Low in Recent Years?

Fisher College of Business Working Paper No. 2018-03-02, Charles A. Dice Working Paper No. 2018-2, WBS Finance Group Research Paper No. 244
Number of pages: 45 Posted: 24 Jan 2018
Söhnke M. Bartram, Gregory W. Brown and René M. Stulz
University of Warwick, University of North Carolina (UNC) at Chapel Hill - Finance Area and Ohio State University (OSU) - Department of Finance
Downloads 386 (97,974)

Abstract:

Loading...

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

Why Has Idiosyncratic Risk Been Historically Low in Recent Years?

Number of pages: 45 Posted: 29 Jan 2018 Last Revised: 25 Oct 2021
Söhnke M. Bartram, Gregory W. Brown and René Stulz
University of Warwick, University of North Carolina (UNC) at Chapel Hill - Finance Area and Ohio State University (OSU) - Fisher College of Business
Downloads 17 (696,151)

Abstract:

Loading...

44.

Does Adverse Selection Affect Bid-Ask Spreads for Options‘

Journal of Futures Markets, Vol. 28, No. 5, pp. 417-437, May 2008, WBS Finance Group Research Paper No. 87
Number of pages: 32 Posted: 04 Feb 2008 Last Revised: 23 Dec 2019
Söhnke M. Bartram, Frank Fehle and David G. Shrider
University of Warwick, BlueCrest Capital and Miami University of Ohio - Richard T. Farmer School of Business Administration
Downloads 403 (93,956)

Abstract:

Loading...

Options, Market Design, Microstructure, Bid-Ask Spreads

Book-to-Market, Mispricing, and the Cross-Section of Corporate Bond Returns

WBS Finance Group Research Paper
Number of pages: 65 Posted: 13 Oct 2020 Last Revised: 18 Oct 2021
Söhnke M. Bartram, Mark Grinblatt and Yoshio Nozawa
University of Warwick, University of California, Los Angeles (UCLA) - Finance Area and University of Toronto
Downloads 327 (118,165)

Abstract:

Loading...

Credit Risk, Corporate Bonds, Book-to-Market, Market Efficiency, Transaction Costs, Point-in-Time

Book-to-Market, Mispricing, and the Cross-Section of Corporate Bond Returns

WBS Finance Group Research Paper
Number of pages: 65 Posted: 11 Oct 2020 Last Revised: 18 Oct 2021
Söhnke M. Bartram, Mark Grinblatt and Yoshio Nozawa
University of Warwick, University of California, Los Angeles (UCLA) - Finance Area and University of Toronto
Downloads 50 (494,832)

Abstract:

Loading...

Credit Risk, Corporate Bonds, Book-to-Market, Market Efficiency, Transaction Costs, Point-in-Time

Book-to-Market, Mispricing, and the Cross-Section of Corporate Bond Returns

Number of pages: 64 Posted: 10 Aug 2020 Last Revised: 18 Nov 2021
Söhnke M. Bartram, Mark Grinblatt and Yoshio Nozawa
University of Warwick, University of California, Los Angeles (UCLA) - Finance Area and University of Toronto
Downloads 7 (781,137)
Citation 1
  • Add to Cart

Abstract:

Loading...

46.
Downloads 331 (117,350)

Are Short-Sellers Different?

EFA 2008 Athens Meetings Paper, WBS Finance Group Research Paper No. 88
Number of pages: 46 Posted: 04 Mar 2008 Last Revised: 23 Dec 2019
Florian Bardong, Söhnke M. Bartram and Pradeep K. Yadav
BlackRock, University of Warwick and University of Oklahoma Price College of Business
Downloads 219 (178,102)
Citation 1

Abstract:

Loading...

Short-selling, Information asymmetry, Microstructure

Are Short-Sellers Different?

WBS Finance Group Research Paper No. 196
Number of pages: 57 Posted: 30 Dec 2012
Florian Bardong, Söhnke M. Bartram and Pradeep K. Yadav
BlackRock, University of Warwick and University of Oklahoma Price College of Business
Downloads 112 (311,473)

Abstract:

Loading...

Short-selling, Information asymmetry, Microstructure

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

WBS Finance Group Research Paper No. 89
Number of pages: 55 Posted: 04 Mar 2008 Last Revised: 23 Dec 2019
Söhnke M. Bartram, Florian Bardong and Pradeep K. Yadav
University of Warwick, BlackRock and University of Oklahoma Price College of Business
Downloads 200 (193,999)

Abstract:

Loading...

Spin-off, Divestiture, Information asymmetry

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

WBS Finance Group Research Paper No. 111
Number of pages: 55 Posted: 16 Feb 2009 Last Revised: 23 Dec 2019
Florian Bardong, Söhnke M. Bartram and Pradeep K. Yadav
BlackRock, University of Warwick and University of Oklahoma Price College of Business
Downloads 129 (280,820)

Abstract:

Loading...

48.

The Impact of Commodity Price Risk on Firm Value -- An Empirical Analysis of Corporate Commodity Price Exposures

Multinational Finance Journal, Vol. 9, No. 3/4, p. 161-187, 2005
Number of pages: 27 Posted: 01 Jul 2015
Söhnke M. Bartram
University of Warwick
Downloads 321 (121,253)

Abstract:

Loading...

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

49.

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

Fisher College of Business Working Paper No. 2019-03-019, Charles A. Dice Center Working Paper No. 2019-19, WBS Finance Group Research Paper
Number of pages: 47 Posted: 12 Sep 2019
Söhnke M. Bartram, Gregory W. Brown and René M. Stulz
University of Warwick, University of North Carolina (UNC) at Chapel Hill - Finance Area and Ohio State University (OSU) - Department of Finance
Downloads 299 (130,842)
Citation 3

Abstract:

Loading...

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

50.

International Evidence on Financial Derivatives Usage

EFA 2003 Annual Conference Paper No. 398, WBS Finance Group Research Paper No. 28
Number of pages: 69 Posted: 23 Jul 2003
Söhnke M. Bartram, Gregory W. Brown and Frank Fehle
University of Warwick, University of North Carolina (UNC) at Chapel Hill - Finance Area and BlueCrest Capital
Downloads 291
Citation 25

Abstract:

Loading...

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

51.

Corporate Post-Retirement Benefit Plans and Real Investment

Management Science, Vol. 63 (2), February 2017, 355–383., WBS Finance Group Research Paper No. 216
Number of pages: 52 Posted: 15 Feb 2014 Last Revised: 01 Sep 2021
Söhnke M. Bartram
University of Warwick
Downloads 289 (135,601)
Citation 1

Abstract:

Loading...

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

52.

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

Finance Research Letters, Vol. 2, No. 2, pp. 75-88, 2005, WBS Finance Group Research Paper No. 38
Number of pages: 22 Posted: 28 Feb 2005
Söhnke M. Bartram and Yaw-Huei Wang
University of Warwick and National Taiwan University
Downloads 256 (153,418)

Abstract:

Loading...

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

53.

Competition Without Fungibility: Evidence from Alternative Market Structures for Derivatives

Journal of Banking and Finance, Vol. 31, No. 3, pp. 659-677, March 2007, WBS Finance Group Research Paper No. 51
Number of pages: 26 Posted: 23 Feb 2006 Last Revised: 23 Dec 2019
Söhnke M. Bartram and Frank Fehle
University of Warwick and BlueCrest Capital
Downloads 219 (178,439)

Abstract:

Loading...

Options, Market Design, Microstructure, Bid-Ask Spreads

54.

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

Number of pages: 45 Posted: 13 Sep 2012 Last Revised: 28 Oct 2017
Söhnke M. Bartram
University of Warwick
Downloads 207 (187,994)
Citation 3

Abstract:

Loading...

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

55.

Why Does Idiosyncratic Risk Increase with Market Risk

Number of pages: 53 Posted: 08 Aug 2017
Söhnke M. Bartram, Gregory W. Brown and René M. Stulz
University of Warwick, University of North Carolina (UNC) at Chapel Hill - Finance Area and Ohio State University (OSU) - Department of Finance
Downloads 149 (249,901)

Abstract:

Loading...

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

56.

Corporate Post-Retirement Benefit Plans and Leverage

Review of Finance, June 2015, 1-55., WBS Finance Group Research Paper No. 215
Number of pages: 70 Posted: 15 Feb 2014 Last Revised: 26 Dec 2019
Söhnke M. Bartram
University of Warwick
Downloads 149 (249,901)
Citation 5

Abstract:

Loading...

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

57.

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

WBS Finance Group Research Paper No. 140
Number of pages: 50 Posted: 19 Mar 2010
Florian Bardong, Söhnke M. Bartram and Pradeep K. Yadav
BlackRock, University of Warwick and University of Oklahoma Price College of Business
Downloads 105 (323,856)
Citation 1

Abstract:

Loading...

Credit Default Swaps Around the World

Review of Financial Studies, forthcoming., NYU Stern School of Business, WBS Finance Group Research Paper
Number of pages: 61 Posted: 17 Jul 2020 Last Revised: 01 Sep 2021
University of Warwick, University of North Carolina at Chapel HillUniversity of North Carolina Kenan-Flagler Business School, Seoul National University and New York University (NYU) - Leonard N. Stern School of Business
Downloads 85 (373,875)

Abstract:

Loading...

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

Credit Default Swaps Around the World

Number of pages: 68 Posted: 11 Feb 2021
University of Warwick, University of North Carolina at Chapel HillUniversity of North Carolina Kenan-Flagler Business School, Seoul National University and New York University (NYU) - Leonard N. Stern School of Business
Downloads 0
  • Add to Cart

Abstract:

Loading...

59.

Corporate Post-Retirement Benefit Plans and Leverage

Review of Finance, June 2015, 1-55., Netspar Discussion Paper No. 06/2012-025 - revised version February 2015
Number of pages: 71 Posted: 18 Aug 2012 Last Revised: 24 Dec 2015
Söhnke M. Bartram
University of Warwick
Downloads 82 (378,476)
Citation 3

Abstract:

Loading...

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

60.

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

WBS Finance Group Research Paper No. 77
Number of pages: 59 Posted: 05 Mar 2007
Florian Bardong, Söhnke M. Bartram and Pradeep K. Yadav
BlackRock, University of Warwick and University of Oklahoma Price College of Business
Downloads 68 (420,279)
Citation 1

Abstract:

Loading...

Spin-off, Divestiture, Information asymmetry

61.

The Impact of Offshore Financial Centers on International Financial Markets

Reproduced by permission of the Publisher, from Thunderbird International Business Review. Vol. 39 (5), September/October pp. 535-579 Copyright 1997 John Wiley & Sons, Inc., WBS Finance Group Research Paper No. 12
Posted: 11 Feb 2002
Söhnke M. Bartram and Gunter Dufey
University of Warwick and Stephen M. Ross School of Business at the University of Michigan

Abstract:

Loading...

offshore centers, financial markets, international finance, financial institutions