Söhnke M. Bartram
Names
| first: |
Söhnke |
| middle: |
M. |
| last: |
Bartram |
Identifer
Contact
| 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 |
Affiliations
-
University of Warwick
/ Warwick Business School
/ Finance Group (weight: 90%)
-
Centre for Economic Policy Research (CEPR) (weight: 10%)
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 - 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 - 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. - 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:2011: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::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 - 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 - 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.