Söhnke M. Bartram

From Wikipedia, the free encyclopedia
Jump to: navigation, search

Söhnke Matthias Bartram is a Professor in the Department of Finance at Warwick Business School (WBS).[1] 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. He is a Charter Member of Risk Who’s Who and a member of an international think tank for policy advice to the German government.

Work[edit]

Bartram's immediate research activities center around issues in international finance, corporate finance and financial markets, especially financial risk management. His current research investigates, for example, the impact of institutional ownership linkages on international equity returns, the role of occupational defined-benefit post-retirement plans for corporate leverage and investment, as well as the effect of the use of financial derivatives on the risk and exposure of non-financial firms around the world. He is ranked number 220 in the world based on downloads on SSRN.[2]

Career[edit]

He completed his Bachelor and Master of Science degrees in Business Administration and Economics at the Saarland University/University of Michigan, and obtained a PhD degree with distinction from WHU-Otto Beisheim School of Management.

Bartram has been a Visiting Scholar at the Fisher College of Business/Ohio State University, supported by the German National Merit Foundation, the German Academic Exchange Service, the Federal Ministry of Economics and Technology (Germany), and the Charles A. Dice Center for Research in Financial Economics. He has also been a Visiting Scholar at the Kenan-Flagler Business School/University of North Carolina, the University of Texas at Austin, the Kiel Institute for the World Economy, the Financial Markets Group at the London School of Economics, a Fulbright Visiting Scholar at the UCLA Anderson School of Management, and a Visiting Professor of Finance at London Business School.

Bartram has been awarded a higher doctorate, the degree of Doctor of Science (DSc), by the University of Warwick.

Honors and awards[edit]

  • Citations of Excellence Award by Emerald
  • Higher Doctorate, Doctor of Science (DSc) by University of Warwick
  • 2nd Biannual Pearson/Prentice Hall Best Paper Award by Financial Management
  • 3rd Biannual Best Paper Award by Journal of Empirical Finance
  • Josseph de la Vega Prize by Federation of European Securities Exchanges[3][4]

Bibliography[edit]

  1. Bartram, Söhnke M.; Brown, Gregory W.; Waller, William (August 2013). "How Important is Financial Risk?". Journal of Financial and Quantitative Analysis. forthcoming. 
  2. Bartram, Söhnke M.; Burns, Natasha; Helwege, Jean (September 2013). "Foreign Currency Exposure and Hedging: Evidence from Foreign Acquisitions". Quarterly Journal of Finance. forthcoming. 
  3. Bartram, Söhnke M.; Brown, Gregory W.; Stulz, Rene M. (August 2012). "Why Are U.S. Stocks More Volatile?". Journal of Finance 67 (4): 1329–1370. doi:10.1111/j.1540-6261.2012.01749.x. 
  4. Bartram, Söhnke M.; Bodnar, Gordon M. (June 2012). "Crossing the Lines: The Relation between Exchange Rate Exposure and Stock Returns in Emerging and Developed Markets". Journal of International Money and Finance 31 (4): 766–792. doi:10.1016/j.jimonfin.2012.01.011. 
  5. Bartram, Söhnke M.; Brown, Gregory W.; Conrad, Jennifer C. (August 2011). "The Effects of Derivatives on Firm Risk and Value". Journal of Financial and Quantitative Analysis 46 (4): 967–999. doi:10.1017/s0022109011000275. 
  6. Aretz, Kevin; Bartram, Söhnke M.; Pope, Peter F. (April–June 2011). "Asymmetric Loss Functions and the Rationality of Expected Stock Returns". International Journal of Forecasting 27 (2): 413–437. doi:10.1016/j.ijforecast.2009.10.008. 
  7. Aretz, Kevin; Bartram, Söhnke M. (Winter 2010). "Corporate Hedging and Shareholder Value". Journal of Financial Research 33 (4): 317–371. doi:10.1111/j.1475-6803.2010.01278.x. 
  8. Aretz, Kevin; Bartram, Söhnke M.; Pope, Peter F. (June 2010). "Macroeconomic Risks and Characteristic-Based Factor Models". Journal of Banking and Finance 34 (6): 1383–1399. doi:10.1016/j.jbankfin.2009.12.006. 
  9. Bartram, Söhnke M.; Brown, Gregory W.; Minton, Bernadette (February 2010). "Resolving the Exposure Puzzle: The Many Facets of Exchange Rate Exposure". Journal of Financial Economics 95 (2): 148–173. doi:10.1016/j.jfineco.2009.09.002. 
  10. Bartram, Söhnke M.; Bodnar, Gordon M. (December 2009). "No Place to Hide: The Global Crisis in Equity Markets in 2008/09". Journal of International Money and Finance 28 (8): 1246–1292. doi:10.1016/j.jimonfin.2009.08.005. 
  11. Bartram, Söhnke M.; Brown, Gregory W.; Fehle, Frank R. (Spring 2009). "International Evidence on Financial Derivatives Usage". Financial Management 38 (1): 185–206. doi:10.1111/j.1755-053x.2009.01033.x. 
  12. Bartram, Söhnke M. (August 2008). "What Lies Beneath: Foreign Exchange Rate Exposure, Hedging and Cash Flows". Journal of Banking and Finance 32 (8): 1508–1521. doi:10.1016/j.jbankfin.2007.07.013. 
  13. Bartram, Söhnke M.; Fehle, Frank R.; Shrider, David (May 2008). "Does Adverse Selection Affect Bid-Ask Spreads for Options?". Journal of Futures Markets 28 (5): 417–437. doi:10.1002/fut.20316. 
  14. Bartram, Söhnke M.; Brown, Gregory W.; Hund, John (December 2007). "Estimating Systemic Risk in the International Financial System". Journal of Financial Economics 86 (3): 835–869. doi:10.1016/j.jfineco.2006.10.001. 
  15. Bartram, Söhnke M. (December 2007). "Corporate Cash Flow and Stock Price Exposures to Foreign Exchange Rate Risk". Journal of Corporate Finance 13 (5): 981–994. doi:10.1016/j.jcorpfin.2007.05.002. 
  16. Bartram, Söhnke M.; Bodnar, Gordon M. (September 2007). "The Foreign Exchange Exposure Puzzle". Managerial Finance, 33 (9): 642–666. doi:10.1108/03074350710776226. 
  17. Bartram, Söhnke M.; Taylor, Stephen J.; Wang, Yaw-Huei (May 2007). "The Euro and European Financial Market Dependence". Journal of Banking and Finance 51 (5): 1461–1481. 
  18. Bartram, Söhnke M.; Fehle, Frank R. (March 2007). "Competition without Fungibility: Evidence from Alternative Market Structures for Derivatives". Journal of Banking and Finance 31 (3): 659–677. doi:10.1016/j.jbankfin.2006.02.004. 
  19. Bartram, Söhnke M.; Karolyi, G. Andrew (October 2006). "The Impact of the Introduction of the Euro on Foreign Exchange Rate Risk Exposures". Journal of Empirical Finance 13 (4-5): 519–549. doi:10.1016/j.jempfin.2006.01.002. 
  20. Bartram, Söhnke M. (2006). "The Use of Options in Corporate Risk Management". Managerial Finance 32 (2): 160–181. doi:10.1108/03074350610641929. 
  21. Bartram, Söhnke M.; Dufey, Gunter; Frenkel, Michael (October–December 2005). "A Primer on the Exposure of Nonfinancial Corporations to Foreign Exchange Rate Risk". Journal of Multinational Financial Management 15 (4/5): , 394–413. doi:10.1016/j.mulfin.2005.04.001. 
  22. Bartram, Söhnke M.; Wang, Yaw-Huei (2005). "Another Look at the Relationship between Cross-market Correlation and Volatility". Finance Research Letters 2 (2): 75–88. doi:10.1016/j.frl.2005.01.002. 
  23. Bartram, Söhnke M. (June 2004). "Linear and Nonlinear Foreign Exchange Rate Exposures of German Nonfinancial Corporations". Journal of International Money and Finance 23 (4): 673–699. doi:10.1016/j.jimonfin.2004.03.002. 
  24. Bartram, Söhnke M. (2002). "The Interest Rate Exposure of Nonfinancial Corporations". European Finance Review (now Review of Finance) 6 (1): 101–125. doi:10.1023/a:1015024825914. 
  25. Bartram, Söhnke M. (2001). "International Portfolio Investment: Theory, Evidence, and Institutional Framework". Financial Markets, Institutions & Instruments 10 (3): 85–155. doi:10.1111/1468-0416.00043. 
  26. Bartram, Söhnke M. (2000). "Corporate Risk Management as a Lever for Shareholder Value Creation". Financial Markets, Institutions & Instruments 9 (5): 279–324. doi:10.1111/1468-0416.00038. 

References[edit]

External links[edit]