Details about Söhnke M. Bartram

Access statistics for papers by Söhnke M. Bartram.

Last updated 2012-12-16. Update your information in the RePEc Author Service.

Short-id: pba2

Working Papers

2012

1. How Important are Foreign Ownership Linkages for International Stock Returns?
   Working Papers, Hong Kong Institute for Monetary Research

2011

2. Why Are U.S. Stocks More Volatile?
   Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics
   See also Journal Article in Journal of Finance (2012)

2009

3. Corporate Hedging and Shareholder Value
   MPRA Paper, University Library of Munich, Germany View citations (2)
   See also Journal Article in Journal of Financial Research (2010)
4. Informed trading, information asymmetry and pricing of information risk: Empirical evidence from the NYSE
   CFR Working Papers, University of Cologne, Centre for Financial Research (CFR)
   Also in MPRA Paper, University Library of Munich, Germany (2008)
5. No Place To Hide: The Global Crisis in Equity Markets in 2008/09
   MPRA Paper, University Library of Munich, Germany
6. Resolving the Exposure Puzzle: The Many Facets of Exchange Rate Exposure
   MPRA Paper, University Library of Munich, Germany View citations (3)
   See also Journal Article in Journal of Financial Economics (2010)
7. Why Do Foreign Firms Have Less Idiosyncratic Risk Than U.S. Firms?
   Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics View citations (4)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) View citations (5)

2008

8. Are Short-sellers Different?
   MPRA Paper, University Library of Munich, Germany
9. Crossing the Lines: The Conditional Relation between Exchange Rate Exposure and Stock Returns in Emerging and Developed Markets
   MPRA Paper, University Library of Munich, Germany View citations (2)
   See also Journal Article in Journal of International Money and Finance (2012)
10. Foreign Currency Exposure and Hedging: Evidence from Foreign Acquisitions
    MPRA Paper, University Library of Munich, Germany View citations (1)
11. The Effect of Corporate Break-ups on Information Asymmetry: A Market Microstructure Analysis
    MPRA Paper, University Library of Munich, Germany View citations (1)
12. The Effects of Derivatives on Firm Risk and Value
    MPRA Paper, University Library of Munich, Germany View citations (5)
    See also Journal Article in Journal of Financial and Quantitative Analysis (2011)

2007

13. Agency Conflicts and Corporate Payout Policies: A Global Study
    MPRA Paper, University Library of Munich, Germany View citations (3)
14. Corporate Cash Flow and Stock Price Exposures to Foreign Exchange Rate Risk
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article in Journal of Corporate Finance (2007)
15. What Lies Beneath: Foreign Exchange Rate Exposure, Hedging and Cash Flows
    MPRA Paper, University Library of Munich, Germany View citations (2)
    See also Journal Article in Journal of Banking & Finance (2008)

2005

16. Estimating Systemic Risk in the International Financial System
    MPRA Paper, University Library of Munich, Germany View citations (2)
    See also Journal Article in Journal of Financial Economics (2007)
17. The Exchange Rate Exposure Puzzle
    MPRA Paper, University Library of Munich, Germany View citations (5)

2004

18. The Euro and European Financial Market Integration
    Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group View citations (6)
19. The Impact of the Introduction of the Euro on Foreign Exchange Rate Risk Exposures
    Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics
    Also in Finance, EconWPA (2003) View citations (2)
    See also Journal Article in Journal of Empirical Finance (2006)
20. The Use of Options in Corporate Risk Management
    MPRA Paper, University Library of Munich, Germany View citations (1)

2003

21. Alternative Market Structures for Derivatives
    Finance, EconWPA View citations (1)
22. Competition among Alternative Option Market Structures: Evidence from Eurex vs. Euwax
    Finance, EconWPA
23. International Evidence on Financial Derivatives Usage
    Finance, EconWPA View citations (24)
    See also Journal Article in Financial Management (2009)

2002

24. Linear and Nonlinear Foreign Exchange Rate Exposures of German Nonfinancial Corporations
    Finance, EconWPA View citations (1)
    See also Journal Article in Journal of International Money and Finance (2004)
25. The Interest Rate Exposure of Nonfinancial Corporations
    Finance, EconWPA View citations (1)

2001

26. Corporate Risk Management as a Lever for Shareholder Value Creation
    Finance, EconWPA View citations (1)
    Also in Working Papers, Southern California - School of Business Administration (2000) View citations (15)
27. International Portfolio Investment: Theory, Evidence, and Institutional Framework
    Finance, EconWPA View citations (8)

Journal Articles

2012

1. Crossing the lines: The conditional relation between exchange rate exposure and stock returns in emerging and developed markets
   Journal of International Money and Finance, 2012, 31, (4), 766-792
   See also Working Paper (2008)
2. Why Are U.S. Stocks More Volatile?
   Journal of Finance, 2012, 67, (4), 1329-1370
   See also Working Paper (2011)

2011

3. Asymmetric loss functions and the rationality of expected stock returns
   International Journal of Forecasting, 2011, 27, (2), 413-437 View citations (1)
   Also in International Journal of Forecasting, 2011, 27, (2), 413-437 (2011)
4. The Effects of Derivatives on Firm Risk and Value
   Journal of Financial and Quantitative Analysis, 2011, 46, (04), 967-999
   See also Working Paper (2008)

2010

5. CORPORATE HEDGING AND SHAREHOLDER VALUE
   Journal of Financial Research, 2010, 33, (4), 317-371
   See also Working Paper (2009)
6. Macroeconomic risks and characteristic-based factor models
   Journal of Banking & Finance, 2010, 34, (6), 1383-1399 View citations (8)
7. Resolving the exposure puzzle: The many facets of exchange rate exposure
   Journal of Financial Economics, 2010, 95, (2), 148-173 View citations (9)
   See also Working Paper (2009)

2009

8. International Evidence on Financial Derivatives Usage
   Financial Management, 2009, 38, (1), 185-206 View citations (11)
   See also Working Paper (2003)
9. No place to hide: The global crisis in equity markets in 2008/2009
   Journal of International Money and Finance, 2009, 28, (8), 1246-1292 View citations (5)

2008

10. What lies beneath: Foreign exchange rate exposure, hedging and cash flows
    Journal of Banking & Finance, 2008, 32, (8), 1508-1521 View citations (5)
    See also Working Paper (2007)

2007

11. Competition without fungibility: Evidence from alternative market structures for derivatives
    Journal of Banking & Finance, 2007, 31, (3), 659-677 View citations (1)
12. Corporate cash flow and stock price exposures to foreign exchange rate risk
    Journal of Corporate Finance, 2007, 13, (5), 981-994
    See also Working Paper (2007)
13. Estimating systemic risk in the international financial system
    Journal of Financial Economics, 2007, 86, (3), 835-869 View citations (11)
    See also Working Paper (2005)
14. The Euro and European financial market dependence
    Journal of Banking & Finance, 2007, 31, (5), 1461-1481 View citations (24)
15. Why hedge? Rationales for corporate hedging and value implications
    Journal of Risk Finance, 2007, 8, (5), 434-449 View citations (2)

2006

16. The impact of the introduction of the Euro on foreign exchange rate risk exposures
    Journal of Empirical Finance, 2006, 13, (4-5), 519-549 View citations (22)
    See also Working Paper (2004)

2005

17. A primer on the exposure of non-financial corporations to foreign exchange rate risk
    Journal of Multinational Financial Management, 2005, 15, (4-5), 394-413 View citations (3)
18. Another look at the relationship between cross-market correlation and volatility
    Finance Research Letters, 2005, 2, (2), 75-88 View citations (7)

2004

19. Linear and nonlinear foreign exchange rate exposures of German nonfinancial corporations
    Journal of International Money and Finance, 2004, 23, (4), 673-699 View citations (30)
    See also Working Paper (2002)