EconPapers    
Economics at your fingertips  
 

Details about Söhnke M. Bartram

Homepage:http://www.lancs.ac.uk/staff/bartras1/
Phone:+44 1524 592 083
Postal address:Lancaster University Management School Department of Accounting and Finance Lancaster LA1 4YX United Kingdom
Workplace:Department of Accounting and Finance, Management School, Lancaster University, (more information at EDIRC)

Access statistics for papers by Söhnke M. Bartram.

Last updated 2009-08-23. Update your information in the RePEc Author Service.

Short-id: pba2


Jump to Journal Articles

Working Papers

2009

  1. Corporate Hedging and Shareholder Value
    MPRA Paper, University Library of Munich, Germany Downloads View citations
  2. No Place To Hide: The Global Crisis in Equity Markets in 2008/09
    MPRA Paper, University Library of Munich, Germany Downloads
  3. Resolving the Exposure Puzzle: The Many Facets of Exchange Rate Exposure
    MPRA Paper, University Library of Munich, Germany Downloads View citations
  4. Why Do Foreign Firms Have Less Idiosyncratic Risk than U.S. Firms?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads

2008

  1. Are Short-sellers Different?
    MPRA Paper, University Library of Munich, Germany Downloads
  2. 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 Downloads View citations
  3. Foreign Currency Exposure and Hedging: Evidence from Foreign Acquisitions
    MPRA Paper, University Library of Munich, Germany Downloads
  4. Informed Trading, Information Asymmetry and Pricing of Information Risk: Empirical Evidence from the NYSE
    (Informed Trading, Information Asymmetry and Pricing of Information Risk: Empirical Evidence from the NYSE)
    MPRA Paper, University Library of Munich, Germany Downloads
  5. The Effect of Corporate Break-ups on Information Asymmetry: A Market Microstructure Analysis
    MPRA Paper, University Library of Munich, Germany Downloads
  6. The Effects of Derivatives on Firm Risk and Value
    MPRA Paper, University Library of Munich, Germany Downloads View citations

2007

  1. Corporate Cash Flow and Stock Price Exposures to Foreign Exchange Rate Risk
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Journal of Corporate Finance (2007)
  2. What Lies Beneath: Foreign Exchange Rate Exposure, Hedging and Cash Flows
    MPRA Paper, University Library of Munich, Germany Downloads View citations
    See also Journal Article in Journal of Banking & Finance (2008)

2005

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

2004

  1. The Euro and European Financial Market Integration
    Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group Downloads View citations
  2. 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 Downloads
    Also in Finance, EconWPA (2003) Downloads View citations

    See also Journal Article in Journal of Empirical Finance (2006)
  3. The Use of Options in Corporate Risk Management
    MPRA Paper, University Library of Munich, Germany Downloads

2003

  1. Alternative Market Structures for Derivatives
    Finance, EconWPA Downloads
  2. Competition among Alternative Option Market Structures: Evidence from Eurex vs. Euwax
    Finance, EconWPA Downloads View citations
  3. International Evidence on Financial Derivatives Usage
    Finance, EconWPA Downloads View citations

2002

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

2001

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

Journal Articles

2008

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

2007

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

2006

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

2005

  1. 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 Downloads View citations
  2. Another look at the relationship between cross-market correlation and volatility
    Finance Research Letters, 2005, 2, (2), 75-88 Downloads View citations

2004

  1. Linear and nonlinear foreign exchange rate exposures of German nonfinancial corporations
    Journal of International Money and Finance, 2004, 23, (4), 673-699 Downloads View citations
    See also Working Paper (2002)
 
 
Page updated 2009-10-12