Söhnke M. Bartram

Söhnke M. Bartram's AcademicInfluence.com Rankings

Söhnke M. Bartram

Business

#255

World Rank

#278

Historical Rank

Finance

#111

World Rank

#116

Historical Rank

business Degrees

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Business

Why Is Söhnke M. Bartram Influential?

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According to Wikipedia, Söhnke Matthias Bartram is a professor in the Department of Finance at Warwick Business School . He is also a research fellow in the Financial Economics programme and the International Macroeconomics and Finance programme of the Centre for Economic Policy Research , a charter member of Risk Who's Who, and a member of an international think tank for policy advice to the German government. Prior to joining the University of Warwick, he held faculty positions at Lancaster University and Maastricht University and worked for several years in quantitative investment management at State Street Global Advisors as Head of the London Advanced Research Center.

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Söhnke M. Bartram's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Bank Lines of Credit in Corporate Finance: An Empirical Analysis (2006) (614)
International Evidence on Financial Derivatives Usage (2006) (470)
The Effects of Derivatives on Firm Risk and Value (2009) (339)
Resolving the Exposure Puzzle: The Many Facets of Exchange Rate Exposure (2008) (280)
No Place to Hide: The Global Crisis in Equity Markets in 2008/09 (2009) (254)
The Euro and European Financial Market Dependence (2007) (252)
Why are U.S. Stocks More Volatile? (2008) (200)
The Impact of the Introduction of the Euro on Foreign Exchange Rate Risk Exposures (2006) (162)
Linear and Nonlinear Foreign Exchange Rate Exposures of German Nonfinancial Corporations (2002) (161)
The Exchange Rate Exposure Puzzle (2005) (159)
Corporate Hedging and Shareholder Value (2009) (158)
Estimating Systemic Risk in the International Financial System (2005) (149)
Corporate Risk Management as a Lever for Shareholder Value Creation (2000) (142)
What Lies Beneath: Foreign Exchange Rate Exposure, Hedging and Cash Flows (2007) (140)
Macroeconomic Risks and Characteristic-Based Factor Models (2006) (117)
Crossing the Lines: The Conditional Relation between Exchange Rate Exposure and Stock Returns in Emerging and Developed Markets (2010) (110)
The Interest Rate Exposure of Nonfinancial Corporations (2001) (95)
How Important are Foreign Ownership Linkages for International Stock Returns? (2010) (95)
International Portfolio Investment: Theory, Evidence, and Institutional Framework (2001) (85)
Agency Conflicts and Corporate Payout Policies: A Global Study (2009) (72)
Real Effects of Climate Policy: Financial Constraints and Spillovers (2019) (68)
Corporate Cash Flow and Stock Price Exposures to Foreign Exchange Rate Risk (2007) (66)
Corporate Hedging and Speculation with Derivatives (2015) (66)
Why hedge? Rationales for corporate hedging and value implications (2007) (63)
Agnostic Fundamental Analysis Works (2015) (57)
How Important is Financial Risk? (2013) (56)
Another Look at the Relationship between Cross-Market Correlation and Volatility (2005) (52)
A Primer on the Exposure of Nonfinancial Corporations to Foreign Exchange Rate Risk (2005) (47)
The Euro and European Financial Market Integration (2004) (46)
Why Do Foreign Firms Have Less Idiosyncratic Risk than U.S. Firms? (2009) (45)
Competition Without Fungibility: Evidence from Alternative Market Structures for Derivatives (2010) (30)
The Impact of Commodity Price Risk on Firm Value -- An Empirical Analysis of Corporate Commodity Price Exposures (2015) (30)
In Good Times and in Bad: Defined-Benefit Pensions and Corporate Financial Policy (2017) (28)
Corporate Post-Retirement Benefit Plans and Leverage (2015) (25)
Why Does Idiosyncratic Risk Increase with Market Risk? (2016) (25)
Does Adverse Selection Affect Bid-Ask Spreads for Options‘ (2007) (25)
Informed Trading, Information Asymmetry, and Pricing of Information Risk: Empirical Evidence from the NYSE (2009) (24)
Asymmetric Loss Functions and the Rationality of Expected Stock Returns (2009) (24)
Enhancing shareholder value with corporate risk management (2002) (24)
The Use of Options in Corporate Risk Management (2004) (23)
Foreign Currency Exposure and Hedging: Evidence from Foreign Acquisitions (2009) (18)
Global Market Inefficiencies (2017) (17)
European Financial Market Dependence: An Industry Analysis (2015) (16)
Why Has Idiosyncratic Risk Been Historically Low in Recent Years? (2018) (15)
Credit Default Swaps Around the World: Investment and Financing Effects (2019) (15)
Macroeconomic Risks and the Fama and French / Carhart Model (2005) (13)
How Important is Foreign Ownership for International Stock Co-Movement? (2009) (13)
Artificial Intelligence in Asset Management (2019) (12)
Corporate Postretirement Benefit Plans and Real Investment (2017) (9)
Making Money While You Sleep? Anomalies in International Day and Night Returns (2015) (8)
Alternative Market Structures for Derivatives (2005) (7)
Book-to-Market, Mispricing, and the Cross-Section of Corporate Bond Returns (2019) (7)
Linear and nonlinear foreign exchange rate exposures (2002) (7)
Post-Retirement Benefit Plans, Leverage, and Real Investment (2011) (6)
The Effect of Corporate Break-Ups on Information Asymmetry: A Market Microstructure Analysis (2008) (5)
Machine Learning for Active Portfolio Management (2021) (4)
The impact of offshore financial centers on international financial markets (1997) (4)
Credit Default Swaps Around the World (2020) (4)
Navigating the factor zoo around the world: an institutional investor perspective (2019) (3)
Competition among Alternative Option Market Structures: Evidence from Eurex vs. Euwax (2003) (3)
Currency Anomalies (2018) (3)
Corporate governance and executive compensation: an institutional overview (2008) (2)
Are Short-Sellers Different? (2008) (2)
Why is There a Secular Decline in Idiosyncratic Risk in the 2000s? (2019) (2)
Corporate Break-ups and Information Asymmetry: A Market-Microstructure Analysis (2007) (1)
Corporate Post-Retirement Benefit Plans and Real Investment (2014) (1)
Corporate transparency and risk management disclosure of European issuers in the United States (2006) (1)
Corporate Break-Ups and Information Asymmetry: A Market Microstructure Perspective (2010) (1)
How are Short-Sales Different from 'Regular' Trades? (2010) (1)
Corporate risk management practices of nonfinancial corporations (1999) (0)
Treasury Management in Banks (1999) (0)
Post-Retirement Benefits , Leverage , and Real Investment (2011) (0)
The Cross-Sectional Determinants of Firm Risk (2006) (0)
No . 200 602 Interest Rate Risk Management at Commercial Banks : An Empirical Analysis (2005) (0)
Techniques to estimate financial exposures of nonfinancial corporations (2000) (0)
The management of financial risks by nonfinancial corporations (2000) (0)
Financial Research Working Paper No . 2006-09 On the Market Discipline of Informationally-Opaque Firms : Evidence from Bank Borrowers in the Federal Funds Market # (2006) (0)
Financial risk, exposure and risk management of nonfinancial corporations (2000) (0)
Components of Information Asymmetry : A Market-Microstructure Analysis (2006) (0)
Informed Trading and Required Returns: The Influence of Public Information (2022) (0)
Export flexibility, exchange rate risk and hedging (2008) (0)
Information Asymmetry and Firm-Specific Economic Non-disclosure: A Market-Microstructure Analysis (2005) (0)
The Financial Risks of Corporations in the Global Economy (2006) (0)

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