Details about Söhnke M. Bartram

Access statistics for papers by Söhnke M. Bartram.

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

Short-id: pba2

Working Papers

2009

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

2008

5. Are Short-sellers Different?
   MPRA Paper, University Library of Munich, Germany
6. 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
7. Foreign Currency Exposure and Hedging: Evidence from Foreign Acquisitions
   MPRA Paper, University Library of Munich, Germany
8. 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
9. The Effect of Corporate Break-ups on Information Asymmetry: A Market Microstructure Analysis
   MPRA Paper, University Library of Munich, Germany
10. The Effects of Derivatives on Firm Risk and Value
    MPRA Paper, University Library of Munich, Germany View citations

2007

11. 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)
12. What Lies Beneath: Foreign Exchange Rate Exposure, Hedging and Cash Flows
    MPRA Paper, University Library of Munich, Germany View citations
    See also Journal Article in Journal of Banking & Finance (2008)

2005

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

2004

15. The Euro and European Financial Market Integration
    Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group View citations
16. 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
    See also Journal Article in Journal of Empirical Finance (2006)
17. The Use of Options in Corporate Risk Management
    MPRA Paper, University Library of Munich, Germany

2003

18. Alternative Market Structures for Derivatives
    Finance, EconWPA
19. Competition among Alternative Option Market Structures: Evidence from Eurex vs. Euwax
    Finance, EconWPA View citations
20. International Evidence on Financial Derivatives Usage
    Finance, EconWPA View citations

2002

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

2001

23. Corporate Risk Management as a Lever for Shareholder Value Creation
    Finance, EconWPA
    Also in Working Papers, Southern California - School of Business Administration (2000) View citations
24. International Portfolio Investment: Theory, Evidence, and Institutional Framework
    Finance, EconWPA 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
   See also Working Paper (2007)

2007

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

2006

7. 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
   See also Working Paper (2004)

2005

8. 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
9. Another look at the relationship between cross-market correlation and volatility
   Finance Research Letters, 2005, 2, (2), 75-88 View citations

2004

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