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
Jump to Journal Articles
Working Papers
2012
- How Important are Foreign Ownership Linkages for International Stock Returns?
Working Papers, Hong Kong Institute for Monetary Research
2011
- 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
- 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)
- 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)
- No Place To Hide: The Global Crisis in Equity Markets in 2008/09
MPRA Paper, University Library of Munich, Germany
- 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)
- 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
- Are Short-sellers Different?
MPRA Paper, University Library of Munich, Germany
- 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)
- Foreign Currency Exposure and Hedging: Evidence from Foreign Acquisitions
MPRA Paper, University Library of Munich, Germany View citations (1)
- The Effect of Corporate Break-ups on Information Asymmetry: A Market Microstructure Analysis
MPRA Paper, University Library of Munich, Germany View citations (1)
- 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
- Agency Conflicts and Corporate Payout Policies: A Global Study
MPRA Paper, University Library of Munich, Germany View citations (3)
- 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)
- 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
- 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)
- The Exchange Rate Exposure Puzzle
MPRA Paper, University Library of Munich, Germany View citations (5)
2004
- 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)
- 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)
- The Use of Options in Corporate Risk Management
MPRA Paper, University Library of Munich, Germany View citations (1)
2003
- Alternative Market Structures for Derivatives
Finance, EconWPA View citations (1)
- Competition among Alternative Option Market Structures: Evidence from Eurex vs. Euwax
Finance, EconWPA
- International Evidence on Financial Derivatives Usage
Finance, EconWPA View citations (24)
See also Journal Article in Financial Management (2009)
2002
- 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)
- The Interest Rate Exposure of Nonfinancial Corporations
Finance, EconWPA View citations (1)
2001
- 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)
- International Portfolio Investment: Theory, Evidence, and Institutional Framework
Finance, EconWPA View citations (8)
Journal Articles
2012
- 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)
- Why Are U.S. Stocks More Volatile?
Journal of Finance, 2012, 67, (4), 1329-1370 
See also Working Paper (2011)
2011
- 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)
- 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
- CORPORATE HEDGING AND SHAREHOLDER VALUE
Journal of Financial Research, 2010, 33, (4), 317-371
See also Working Paper (2009)
- Macroeconomic risks and characteristic-based factor models
Journal of Banking & Finance, 2010, 34, (6), 1383-1399 View citations (8)
- 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
- International Evidence on Financial Derivatives Usage
Financial Management, 2009, 38, (1), 185-206 View citations (11)
See also Working Paper (2003)
- 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
- 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
- Competition without fungibility: Evidence from alternative market structures for derivatives
Journal of Banking & Finance, 2007, 31, (3), 659-677 View citations (1)
- 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)
- 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)
- The Euro and European financial market dependence
Journal of Banking & Finance, 2007, 31, (5), 1461-1481 View citations (24)
- Why hedge? Rationales for corporate hedging and value implications
Journal of Risk Finance, 2007, 8, (5), 434-449 View citations (2)
2006
- 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
- 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)
- Another look at the relationship between cross-market correlation and volatility
Finance Research Letters, 2005, 2, (2), 75-88 View citations (7)
2004
- 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)
|
The links between different versions of a paper are constructed automatically by matching on the titles.
Please contact if a link is incorrect.
Use this form
to add links between versions where the titles do not match.
|