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Details about Söhnke M. Bartram

Homepage:http://go.warwick.ac.uk/sbartram/
Phone:+44 (24) 7657 4168
Postal address:Department of Finance Warwick Business School Warwick University Coventry CV4 7AL United Kingdom
Workplace:Finance Group, Warwick Business School, University of Warwick, (more information at EDIRC)

Access statistics for papers by Söhnke M. Bartram.

Last updated 2019-09-29. Update your information in the RePEc Author Service.

Short-id: pba2


Jump to Journal Articles

Working Papers

2019

  1. Why is There a Secular Decline in Idiosyncratic Risk in the 2000s?
    Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics Downloads

2018

  1. Real Effects of Climate Policy: Financial Constraints and Spillovers
    Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics Downloads
  2. Why Has Idiosyncratic Risk Been Historically Low in Recent Years?
    Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics Downloads View citations (1)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2018) Downloads View citations (1)

2016

  1. Why Does Idiosyncratic Risk Increase with Market Risk?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    Also in Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics (2016) Downloads
    CFS Working Paper Series, Center for Financial Studies (CFS) (2016) Downloads

2012

  1. How Important are Foreign Ownership Linkages for International Stock Returns?
    Working Papers, Hong Kong Institute for Monetary Research Downloads View citations (10)
    Also in Working Papers, University of Pennsylvania, Wharton School, Weiss Center (2010) Downloads View citations (1)

    See also Journal Article in Review of Financial Studies (2015)
  2. Why are U.S. Stocks More Volatile?
    MPRA Paper, University Library of Munich, Germany Downloads View citations (49)
    Also in Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics (2011) Downloads

    See also Journal Article in Journal of Finance (2012)

2011

  1. Asymmetric Loss Functions and the Rationality of Expected Stock Returns
    MPRA Paper, University Library of Munich, Germany Downloads View citations (4)
    See also Journal Article in International Journal of Forecasting (2011)

2010

  1. Macroeconomic Risks and Characteristic-Based Factor Models
    MPRA Paper, University Library of Munich, Germany Downloads View citations (32)
    See also Journal Article in Journal of Banking & Finance (2010)

2009

  1. Corporate Hedging and Shareholder Value
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
    See also Journal Article in Journal of Financial Research (2010)
  2. 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) Downloads View citations (3)
    Also in MPRA Paper, University Library of Munich, Germany (2008) Downloads
  3. No Place To Hide: The Global Crisis in Equity Markets in 2008/09
    MPRA Paper, University Library of Munich, Germany Downloads View citations (57)
  4. Resolving the Exposure Puzzle: The Many Facets of Exchange Rate Exposure
    MPRA Paper, University Library of Munich, Germany Downloads View citations (4)
    See also Journal Article in Journal of Financial Economics (2010)
  5. The Effects of Derivatives on Firm Risk Value
    Working Papers, Warwick Business School, Finance Group Downloads
  6. 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 Downloads View citations (13)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) Downloads View citations (12)

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 (2)
    Also in MPRA Paper, University Library of Munich, Germany (2008) Downloads View citations (1)

    See also Journal Article in Journal of International Money and Finance (2012)
  3. Foreign Currency Exposure and Hedging: Evidence from Foreign Acquisitions
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    See also Journal Article in Quarterly Journal of Finance (QJF) (2013)
  4. The Effect of Corporate Break-ups on Information Asymmetry: A Market Microstructure Analysis
    MPRA Paper, University Library of Munich, Germany Downloads
  5. The Effects of Derivatives on Firm Risk and Value
    MPRA Paper, University Library of Munich, Germany Downloads View citations (5)
    See also Journal Article in Journal of Financial and Quantitative Analysis (2011)

2007

  1. Agency Conflicts and Corporate Payout Policies: A Global Study
    MPRA Paper, University Library of Munich, Germany Downloads View citations (3)
  2. Corporate Cash Flow and Stock Price Exposures to Foreign Exchange Rate Risk
    MPRA Paper, University Library of Munich, Germany Downloads View citations (22)
    See also Journal Article in Journal of Corporate Finance (2007)
  3. What Lies Beneath: Foreign Exchange Rate Exposure, Hedging and Cash Flows
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
    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 (2)
    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 (5)
    See also Journal Article in Managerial Finance (2007)

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 (4)
  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, University Library of Munich, Germany (2003) Downloads View citations (3)

    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 View citations (1)

2003

  1. Alternative Market Structures for Derivatives
    Finance, University Library of Munich, Germany Downloads View citations (1)
  2. Competition among Alternative Option Market Structures: Evidence from Eurex vs. Euwax
    Finance, University Library of Munich, Germany Downloads
  3. International Evidence on Financial Derivatives Usage
    Finance, University Library of Munich, Germany Downloads View citations (21)
    See also Journal Article in Financial Management (2009)

2002

  1. Linear and Nonlinear Foreign Exchange Rate Exposures of German Nonfinancial Corporations
    Finance, University Library of Munich, Germany Downloads View citations (2)
    See also Journal Article in Journal of International Money and Finance (2004)
  2. The Interest Rate Exposure of Nonfinancial Corporations
    Finance, University Library of Munich, Germany Downloads View citations (3)
    See also Journal Article in Review of Finance (2002)

2001

  1. Corporate Risk Management as a Lever for Shareholder Value Creation
    Finance, University Library of Munich, Germany Downloads View citations (2)
    Also in Working Papers, Southern California - School of Business Administration (2000) View citations (22)
  2. International Portfolio Investment: Theory, Evidence, and Institutional Framework
    Finance, University Library of Munich, Germany Downloads View citations (14)

Journal Articles

2019

  1. Corporate hedging and speculation with derivatives
    Journal of Corporate Finance, 2019, 57, (C), 9-34 Downloads

2018

  1. Agnostic fundamental analysis works
    Journal of Financial Economics, 2018, 128, (1), 125-147 Downloads
  2. In good times and in bad: Defined-benefit pensions and corporate financial policy
    Journal of Corporate Finance, 2018, 48, (C), 331-351 Downloads

2017

  1. Corporate Postretirement Benefit Plans and Real Investment
    Management Science, 2017, 63, (2), 355-383 Downloads View citations (1)

2016

  1. Corporate Post-Retirement Benefit Plans and Leverage
    Review of Finance, 2016, 20, (2), 575-629 Downloads View citations (4)

2015

  1. European financial market dependence: An industry analysis
    Journal of Banking & Finance, 2015, 59, (C), 146-163 Downloads View citations (5)
  2. How Important Are Foreign Ownership Linkages for International Stock Returns?
    Review of Financial Studies, 2015, 28, (11), 3036-3072 Downloads View citations (18)
    See also Working Paper (2012)
  3. How Important Is Financial Risk?
    Journal of Financial and Quantitative Analysis, 2015, 50, (4), 801-824 Downloads View citations (7)

2013

  1. Foreign Currency Exposure and Hedging: Evidence from Foreign Acquisitions
    Quarterly Journal of Finance (QJF), 2013, 03, (02), 1-20 Downloads View citations (2)
    See also Working Paper (2008)

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 Downloads View citations (22)
    See also Working Paper (2008)
  2. Why Are U.S. Stocks More Volatile?
    Journal of Finance, 2012, 67, (4), 1329-1370 Downloads View citations (49)
    See also Working Paper (2012)

2011

  1. Asymmetric loss functions and the rationality of expected stock returns
    International Journal of Forecasting, 2011, 27, (2), 413-437 Downloads View citations (4)
    Also in International Journal of Forecasting, 2011, 27, (2), 413-437 (2011) Downloads View citations (5)

    See also Working Paper (2011)
  2. The Effects of Derivatives on Firm Risk and Value
    Journal of Financial and Quantitative Analysis, 2011, 46, (4), 967-999 Downloads View citations (64)
    See also Working Paper (2008)

2010

  1. CORPORATE HEDGING AND SHAREHOLDER VALUE
    Journal of Financial Research, 2010, 33, (4), 317-371 View citations (32)
    See also Working Paper (2009)
  2. Macroeconomic risks and characteristic-based factor models
    Journal of Banking & Finance, 2010, 34, (6), 1383-1399 Downloads View citations (34)
    See also Working Paper (2010)
  3. Resolving the exposure puzzle: The many facets of exchange rate exposure
    Journal of Financial Economics, 2010, 95, (2), 148-173 Downloads View citations (74)
    See also Working Paper (2009)

2009

  1. International Evidence on Financial Derivatives Usage
    Financial Management, 2009, 38, (1), 185-206 Downloads View citations (73)
    See also Working Paper (2003)
  2. No place to hide: The global crisis in equity markets in 2008/2009
    Journal of International Money and Finance, 2009, 28, (8), 1246-1292 Downloads View citations (66)

2008

  1. Does adverse selection affect bid–ask spreads for options?
    Journal of Futures Markets, 2008, 28, (5), 417-437 Downloads View citations (3)
  2. What lies beneath: Foreign exchange rate exposure, hedging and cash flows
    Journal of Banking & Finance, 2008, 32, (8), 1508-1521 Downloads View citations (41)
    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 View citations (9)
  2. Corporate cash flow and stock price exposures to foreign exchange rate risk
    Journal of Corporate Finance, 2007, 13, (5), 981-994 Downloads View citations (22)
    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 (54)
    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 (82)
  5. The exchange rate exposure puzzle
    Managerial Finance, 2007, 33, (9), 642-666 Downloads View citations (29)
    See also Working Paper (2005)
  6. Why hedge? Rationales for corporate hedging and value implications
    Journal of Risk Finance, 2007, 8, (5), 434-449 Downloads View citations (8)

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 (52)
    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 (6)
  2. Another look at the relationship between cross-market correlation and volatility
    Finance Research Letters, 2005, 2, (2), 75-88 Downloads View citations (22)
  3. The Impact of Commodity Price Risk on Firm Value - An Empirical Analysis of Corporate Commodity Price Exposures
    Multinational Finance Journal, 2005, 9, (3-4), 161-187 Downloads View citations (2)

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 (57)
    See also Working Paper (2002)

2002

  1. The Interest Rate Exposure of Nonfinancial Corporations
    Review of Finance, 2002, 6, (1), 101-125 Downloads View citations (22)
    See also Working Paper (2002)
 
Page updated 2019-11-15