Söhnke M. Bartram

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Contact

Affiliations

• University of Warwick / Warwick Business School / Finance Group (weight: 90%)
  • EDIRC entry
  • location:
• Centre for Economic Policy Research (CEPR) (weight: 10%)
  • EDIRC entry
  • location:

Research profile

author of:

• International Evidence on Financial Derivatives Usage (RePEc:bla:finmgt:v:38:y:2009:i:1:p:185-206)
  by Söhnke M. Bartram & Gregory W. Brown & Frank R. Fehle
• Why Are U.S. Stocks More Volatile? (RePEc:bla:jfinan:v:67:y:2012:i:4:p:1329-1370)
  by Söhnke M. Bartram & Gregory Brown & René M. Stulz
• Corporate Hedging And Shareholder Value (RePEc:bla:jfnres:v:33:y:2010:i:4:p:317-371)
  by Kevin Aretz & Söhnke M. Bartram
• Why Does Idiosyncratic Risk Increase with Market Risk? (RePEc:ces:ceswps:_6560)
  by Söhnke M. Bartram & Gregory Brown & René M. Stulz
• Global Market Inefficiencies (RePEc:cpr:ceprdp:14232)
  by Bartram, Söhnke & Grinblatt, Mark
• Artificial Intelligence in Asset Management (RePEc:cpr:ceprdp:14525)
  by Bartram, Söhnke & Branke, Jürgen & Motahari, Mehrshad
• Currency Anomalies (RePEc:cpr:ceprdp:15653)
  by Bartram, Söhnke & Djuranovik, Leslie & Garratt, Anthony
• Credit default swaps around the world (RePEc:cpr:ceprdp:15668)
  by Bartram, Söhnke & Conrad, Jennifer & Lee, Jongsub & Subrahmanyam, Marti
• Real Effects of Climate Policy: Financial Constraints and Spillovers (RePEc:cpr:ceprdp:15986)
  by Bartram, Söhnke & Hou, Kewei & Kim, Sehoon
• Book-to-Market, Mispricing, and the Cross-Section of Corporate Bond Returns (RePEc:cpr:ceprdp:17592)
  by Bartram, Söhnke & Grinblatt, Mark & Nozawa, Yoshio
• Mispricing and Risk Premia in Currency Markets (RePEc:cpr:ceprdp:18563)
  by Bartram, Söhnke & Djuranovik, Leslie & Garratt, Anthony & Xu, Yan
• The Effects of Derivatives on Firm Risk and Value (RePEc:cup:jfinqa:v:46:y:2011:i:04:p:967-999_00)
  by Bartram, Söhnke M. & Brown, Gregory W. & Conrad, Jennifer
• How Important Is Financial Risk? (RePEc:cup:jfinqa:v:50:y:2015:i:04:p:801-824_00)
  by Bartram, Söhnke M. & Brown, Gregory W. & Waller, William
• Mispricing and Risk Premia in Currency Markets (RePEc:cup:jfinqa:v:60:y:2025:i:2:p:695-733_5)
  by Bartram, Söhnke M. & Djuranovik, Leslie & Garratt, Anthony & Xu, Yan
• The Impact of the Introduction of the Euro on Foreign Exchange Rate Risk Exposures (RePEc:ecl:ohidic:2005-3)
  by Bartram, Sohnke M. & Karolyi, G. Andrew
• Why Do Foreign Firms Have Less Idiosyncratic Risk Than U.S. Firms? (RePEc:ecl:ohidic:2009-5)
  by Bartram, Sohnke M. & Brown, Gregory & Stulz, Rene M.
• Why Are U.S. Stocks More Volatile? (RePEc:ecl:ohidic:2011-6)
  by Bartram, Sohnke M. & Brown, Gregory & Stulz, Rene M.
• Why Does Idiosyncratic Risk Increase with Market Risk? (RePEc:ecl:ohidic:2016-13)
  by Bartram, Sohnke M. & Brown, Gregory W. & Stulz, Rene M.
• Why Has Idiosyncratic Risk Been Historically Low in Recent Years? (RePEc:ecl:ohidic:2018-02)
  by Bartram, Sohnke M. & Brown, Gregory W. & Stulz, Rene M.
• Real Effects of Climate Policy: Financial Constraints and Spillovers (RePEc:ecl:ohidic:2019-04)
  by Bartram, Sohnke M. & Hou, Kewei & Kim, Sehoon
• Why is There a Secular Decline in Idiosyncratic Risk in the 2000s? (RePEc:ecl:ohidic:2019-19)
  by Bartram, Sohnke M. & Brown, Gregory W. & Stulz, Rene M.
• Creative Destruction, Stock Return Volatility, and the Number of Listed Firms (RePEc:ecl:ohidic:2024-09)
  by Bartram, Sohnke M. & Brown, Gregory W. & Stulz, Rene M.
• How Important Are Foreign Ownership Linkages for International Stock Returns? (RePEc:ecl:upafin:10-21)
  by Bartram, Sohnke M. & Griffin, John & Ng, David
• Corporate cash flow and stock price exposures to foreign exchange rate risk (RePEc:eee:corfin:v:13:y:2007:i:5:p:981-994)
  by Bartram, Sohnke M.
• In good times and in bad: Defined-benefit pensions and corporate financial policy (RePEc:eee:corfin:v:48:y:2018:i:c:p:331-351)
  by Bartram, Söhnke M.
• Corporate hedging and speculation with derivatives (RePEc:eee:corfin:v:57:y:2019:i:c:p:9-34)
  by Bartram, Söhnke M.
• The impact of the introduction of the Euro on foreign exchange rate risk exposures (RePEc:eee:empfin:v:13:y:2006:i:4-5:p:519-549)
  by Bartram, Sohnke M. & Karolyi, G. Andrew
• Another look at the relationship between cross-market correlation and volatility (RePEc:eee:finlet:v:2:y:2005:i:2:p:75-88)
  by Bartram, Sohnke M. & Wang, Yaw-Huei
• Asymmetric loss functions and the rationality of expected stock returns (RePEc:eee:intfor:v:27:y::i:2:p:413-437)
  by Aretz, Kevin & Bartram, Söhnke M. & Pope, Peter F.
• Asymmetric loss functions and the rationality of expected stock returns (RePEc:eee:intfor:v:27:y:2011:i:2:p:413-437)
  by Aretz, Kevin & Bartram, Söhnke M. & Pope, Peter F.
• Competition without fungibility: Evidence from alternative market structures for derivatives (RePEc:eee:jbfina:v:31:y:2007:i:3:p:659-677)
  by Bartram, Sohnke M. & Fehle, Frank
• The Euro and European financial market dependence (RePEc:eee:jbfina:v:31:y:2007:i:5:p:1461-1481)
  by Bartram, Sohnke M. & Taylor, Stephen J. & Wang, Yaw-Huei
• What lies beneath: Foreign exchange rate exposure, hedging and cash flows (RePEc:eee:jbfina:v:32:y:2008:i:8:p:1508-1521)
  by Bartram, Söhnke M.
• Macroeconomic risks and characteristic-based factor models (RePEc:eee:jbfina:v:34:y:2010:i:6:p:1383-1399)
  by Aretz, Kevin & Bartram, Söhnke M. & Pope, Peter F.
• European financial market dependence: An industry analysis (RePEc:eee:jbfina:v:59:y:2015:i:c:p:146-163)
  by Bartram, Söhnke M. & Wang, Yaw-Huei
• Agnostic fundamental analysis works (RePEc:eee:jfinec:v:128:y:2018:i:1:p:125-147)
  by Bartram, Söhnke M. & Grinblatt, Mark
• Global market inefficiencies (RePEc:eee:jfinec:v:139:y:2021:i:1:p:234-259)
  by Bartram, Söhnke M. & Grinblatt, Mark
• Real effects of climate policy: Financial constraints and spillovers (RePEc:eee:jfinec:v:143:y:2022:i:2:p:668-696)
  by Bartram, Söhnke M. & Hou, Kewei & Kim, Sehoon
• Estimating systemic risk in the international financial system (RePEc:eee:jfinec:v:86:y:2007:i:3:p:835-869)
  by Bartram, Sohnke M. & Brown, Gregory W. & Hund, John E.
• Resolving the exposure puzzle: The many facets of exchange rate exposure (RePEc:eee:jfinec:v:95:y:2010:i:2:p:148-173)
  by Bartram, Söhnke M. & Brown, Gregory W. & Minton, Bernadette A.
• Linear and nonlinear foreign exchange rate exposures of German nonfinancial corporations (RePEc:eee:jimfin:v:23:y:2004:i:4:p:673-699)
  by Bartram, Sohnke M.
• No place to hide: The global crisis in equity markets in 2008/2009 (RePEc:eee:jimfin:v:28:y:2009:i:8:p:1246-1292)
  by Bartram, Söhnke M. & Bodnar, Gordon M.
• Crossing the lines: The conditional relation between exchange rate exposure and stock returns in emerging and developed markets (RePEc:eee:jimfin:v:31:y:2012:i:4:p:766-792)
  by Bartram, Söhnke M. & Bodnar, Gordon M.
• A primer on the exposure of non-financial corporations to foreign exchange rate risk (RePEc:eee:mulfin:v:15:y:2005:i:4-5:p:394-413)
  by Bartram, Sohnke M. & Dufey, Gunter & Frenkel, Michael R.
• Why hedge? Rationales for corporate hedging and value implications (RePEc:eme:jrfpps:15265940710834735)
  by Kevin Aretz & Söhnke M. Bartram & Gunter Dufey
• Unknown item RePEc:eme:jrfpps:v:8:y:2007:i:5:p:434-449 (article)
• Unknown item RePEc:eme:mfipps:v:33:y:2007:i:9:p:642-666 (article)
• Corporate Risk Management as a Lever for Shareholder Value Creation (RePEc:fth:socabu:00-58)
  by Bartram, S.M.
• How Important are Foreign Ownership Linkages for International Stock Returns? (RePEc:hkm:wpaper:122012)
  by Sohnke M. Bartram & John Griffin & David T. Ng
• Corporate Postretirement Benefit Plans and Real Investment (RePEc:inm:ormnsc:v:63:y:2017:i:2:p:355-383)
  by Söhnke M. Bartram
• Artificial intelligence in asset management (RePEc:jbs:wpaper:20202001)
  by Söhnke M. Bartram & Jürgen Branke & Mehrshad Motahari
• The Impact of Commodity Price Risk on Firm Value - An Empirical Analysis of Corporate Commodity Price Exposures (RePEc:mfj:journl:v:9:y:2005:i:3-4:p:161-187)
  by Sohnke M. Bartram
• The Euro and European Financial Market Integration (RePEc:mmf:mmfc04:49)
  by Söehnke Bartram & Stephen Taylor & Yaw-Huei Wang
• Why Do Foreign Firms Have Less Idiosyncratic Risk than U.S. Firms? (RePEc:nbr:nberwo:14931)
  by Söhnke M. Bartram & Gregory Brown & René M. Stulz
• Why Does Idiosyncratic Risk Increase with Market Risk? (RePEc:nbr:nberwo:22492)
  by Söhnke M. Bartram & Gregory Brown & René M. Stulz
• Why has Idiosyncratic Risk been Historically Low in Recent Years? (RePEc:nbr:nberwo:24270)
  by Söhnke M. Bartram & Gregory W. Brown & René M. Stulz
• Book-to-Market, Mispricing, and the Cross-Section of Corporate Bond Returns (RePEc:nbr:nberwo:27655)
  by Söhnke M. Bartram & Mark Grinblatt & Yoshio Nozawa
• Creative Destruction, Stock Return Volatility, and the Number of Listed Firms (RePEc:nbr:nberwo:32568)
  by Söhnke M. Bartram & Gregory W. Brown & René M. Stulz
• Monetary Policy Predicts Currency Movements (RePEc:nbr:nberwo:33423)
  by Söhnke M. Bartram & Mark Grinblatt & Yan Xu
• Corporate Post-Retirement Benefit Plans and Leverage (RePEc:oup:revfin:v:20:y:2016:i:2:p:575-629.)
  by Söhnke M. Bartram
• The Interest Rate Exposure of Nonfinancial Corporations (RePEc:oup:revfin:v:6:y:2002:i:1:p:101-125.)
  by Söhnke Bartram
• How Important Are Foreign Ownership Linkages for International Stock Returns? (RePEc:oup:rfinst:v:28:y:2015:i:11:p:3036-3072.)
  by Söhnke M. Bartram & John M. Griffin & Tae-Hoon Lim & David T. Ng
• Credit Default Swaps around the World (RePEc:oup:rfinst:v:35:y:2022:i:5:p:2464-2524.)
  by Söhnke M Bartram & Jennifer Conrad & Jongsub Lee & Marti G Subrahmanyam
• Foreign Currency Exposure and Hedging: Evidence from Foreign Acquisitions (RePEc:pra:mprapa:10122)
  by Bartram, Söhnke M. & Burns, Natasha & Helwege, Jean
• Crossing the Lines: The Conditional Relation between Exchange Rate Exposure and Stock Returns in Emerging and Developed Markets (RePEc:pra:mprapa:13064)
  by Bartram, Sohnke M. & Bodnar, Gordon M.
• The Effect of Corporate Break-ups on Information Asymmetry: A Market Microstructure Analysis (RePEc:pra:mprapa:13155)
  by Bardong, Florian & Bartram, Söhnke M. & Yadav, Pradeep K.
• Are Short-sellers Different? (RePEc:pra:mprapa:13585)
  by Bardong, Florian & Bartram, Söhnke M. & Yadav, Pradeep K.
• Informed Trading, Information Asymmetry and Pricing of Information Risk: Empirical Evidence from the NYSE (RePEc:pra:mprapa:13586)
  by Bardong, Florian & Bartram, Söhnke M. & Yadav, Pradeep K.
• Crossing the Lines: The Conditional Relation between Exchange Rate Exposure and Stock Returns in Emerging and Developed Markets (RePEc:pra:mprapa:14018)
  by Bartram, Söhnke M. & Bodnar, Gordon M.
• Resolving the Exposure Puzzle: The Many Facets of Exchange Rate Exposure (RePEc:pra:mprapa:14041)
  by Bartram, Söhnke M. & Brown, Gregory W. & Minton, Bernadette
• Corporate Hedging and Shareholder Value (RePEc:pra:mprapa:14088)
  by Aretz, Kevin & Bartram, Söhnke M.
• No Place To Hide: The Global Crisis in Equity Markets in 2008/09 (RePEc:pra:mprapa:15955)
  by Bartram, Söhnke M. & Bodnar, Gordon M.
• Agency Conflicts and Corporate Payout Policies: A Global Study (RePEc:pra:mprapa:23244)
  by Bartram, Söhnke M. & Brown, Philip & How, Janice C.Y. & Verhoeven, Peter
• Why are U.S. Stocks More Volatile? (RePEc:pra:mprapa:47341)
  by Bartram, Söhnke M. & Brown, Gregory W. & Stulz, René M.
• Asymmetric Loss Functions and the Rationality of Expected Stock Returns (RePEc:pra:mprapa:47343)
  by Aretz, Kevin & Bartram, Söhnke M. & Pope, Peter F.
• Macroeconomic Risks and Characteristic-Based Factor Models (RePEc:pra:mprapa:47344)
  by Aretz, Kevin & Bartram, Söhnke M. & Pope, Peter F.
• The Exchange Rate Exposure Puzzle (RePEc:pra:mprapa:6482)
  by Bartram, Söhnke M. & Bodnar, Gordon
• Estimating Systemic Risk in the International Financial System (RePEc:pra:mprapa:6658)
  by Bartram, Söhnke M. & Brown, Gregory W. & Hund, John E.
• What Lies Beneath: Foreign Exchange Rate Exposure, Hedging and Cash Flows (RePEc:pra:mprapa:6661)
  by Bartram, Söhnke M.
• Corporate Cash Flow and Stock Price Exposures to Foreign Exchange Rate Risk (RePEc:pra:mprapa:6662)
  by Bartram, Söhnke M.
• The Use of Options in Corporate Risk Management (RePEc:pra:mprapa:6663)
  by Bartram, Söhnke M.
• The Effects of Derivatives on Firm Risk and Value (RePEc:pra:mprapa:9831)
  by Bartram, Söhnke M. & Brown, Gregory W. & Conrad, Jennifer
• Navigating the factor zoo around the world: an institutional investor perspective (RePEc:spr:jbecon:v:91:y:2021:i:5:d:10.1007_s11573-021-01035-y)
  by Söhnke M. Bartram & Harald Lohre & Peter F. Pope & Ananthalakshmi Ranganathan
• International Portfolio Investment: Theory, Evidence, and Institutional Framework (RePEc:wly:finmar:v:10:y:2001:i:3:p:85-155)
  by Söhnke M. Bartram & Gunter Dufey
• Corporate Risk Management as a Lever for Shareholder Value Creation (RePEc:wly:finmar:v:9:y:2000:i:5:p:279-324)
  by Söhnke M. Bartram
• Does adverse selection affect bid–ask spreads for options? (RePEc:wly:jfutmk:v:28:y:2008:i:5:p:417-437)
  by Söhnke M. Bartram & Frank Fehle & David G. Shrider
• International Portfolio Investment: Theory, Evidence, and Institutional Framework (RePEc:wpa:wuwpfi:0107001)
  by Sohnke M. Bartram & Gunter Dufey
• Corporate Risk Management as a Lever for Shareholder Value Creation (RePEc:wpa:wuwpfi:0108002)
  by Sohnke M. Bartram
• The Interest Rate Exposure of Nonfinancial Corporations (RePEc:wpa:wuwpfi:0112002)
  by Sohnke M. Bartram
• Linear and Nonlinear Foreign Exchange Rate Exposures of German Nonfinancial Corporations (RePEc:wpa:wuwpfi:0207001)
  by Sohnke M. Bartram
• The Impact of the Introduction of the Euro on Foreign Exchange Rate Risk Exposures (RePEc:wpa:wuwpfi:0207005)
  by Sohnke M. Bartram & G. Andrew Karolyi
• International Evidence on Financial Derivatives Usage (RePEc:wpa:wuwpfi:0307003)
  by Sohnke M. Bartram & Gregory W. Brown & Frank R. Fehle
• Competition among Alternative Option Market Structures: Evidence from Eurex vs. Euwax (RePEc:wpa:wuwpfi:0307005)
  by Sohnke M. Bartram & Frank R. Fehle
• Alternative Market Structures for Derivatives (RePEc:wpa:wuwpfi:0311007)
  by Sohnke M. Bartram & Frank R. Fehle
• Foreign Currency Exposure and Hedging: Evidence from Foreign Acquisitions (RePEc:wsi:qjfxxx:v:03:y:2013:i:02:n:s2010139213500109)
  by Söhnke M. Bartram & Natasha Burns & Jean Helwege
• Informed trading, information asymmetry and pricing of information risk: Empirical evidence from the NYSE (RePEc:zbw:cfrwps:0908)
  by Yadav, Pradeep K. & Bardong, Florian & Bartram, Söhnke M.
• Why does idiosyncratic risk increase with market risk? (RePEc:zbw:cfswop:533)
  by Bartram, Söhnke M. & Brown, Gregory W. & Stulz, René M.
• Comparing Human-Only, AI-Assisted, and AI-Led Teams on Assessing Research Reproducibility in Quantitative Social Science (RePEc:zbw:i4rdps:195)
  by Brodeur, Abel & Valenta, David & Marcoci, Alexandru & Aparicio, Juan P. & Mikola, Derek & Barbarioli, Bruno & Alexander, Rohan & Deer, Lachlan & Stafford, Tom & Vilhuber, Lars & Bensch, Gunther & Gold