Söhnke M. Bartram

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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 efficiency of U.S. and international equity markets using non-discretionary quantitative analysis of firm fundamentals, anomalies in international day and night returns, the relation between idiosyncratic risk and market risk, the interactions between defined-benefit pensions and corporate financial policy, and 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, 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, the UCLA Anderson School of Management, and a Visiting Professor of Finance at London Business School, the Stern School of Business at New York University, the Center for Financial Studies at Goethe University Frankfurt and the Einaudi Institute for Economics and Finance. He has received scholarships by the German Academic Exchange Service, the Fulbright Commission, the German National Merit Foundation and the Federal Ministry of Economics and Technology (Germany). Bartram worked for several years in quantitative investment research for State Street Global Advisors as Head of the London Advanced Research Center and is a consultant to various financial institutions and investment companies.

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.; Grinblatt, Mark (February 2017). "Agnostic Fundamental Analysis Works". Journal of Financial Economimcs. forthcoming. SSRN 2670839Freely accessible. 
  2. Bartram, Söhnke M.; Griffin, John; Ng, David; Lim, Tae-Hoon (January 2015). "How Important are Foreign Ownership Linkages for International Stock Returns?". Review of Financial Studies. forthcoming: 3036–3072. doi:10.1093/rfs/hhv030. SSRN 2540283Freely accessible. 
  3. Bartram, Söhnke M. (July 2015). "Corporate Post-Retirement Benefit Plans and Real Investment". Management Science. forthcoming. SSRN 2395843Freely accessible. 
  4. Bartram, Söhnke M.; Brown, Gregory W.; Waller, William (August 2013). "How Important is Financial Risk?". Journal of Financial and Quantitative Analysis. forthcoming. SSRN 2307939Freely accessible. 
  5. Bartram, Söhnke M. (June 2015). "Corporate Post-Retirement Benefit Plans and Leverage". Review of Finance: 1–55. SSRN 1736803Freely accessible. 
  6. Bartram, Söhnke M.; Wang, Jeffrey (June 2015). "European Financial Market Dependence: An Industry Analysis". Journal of Banking and Finance. 59: 146–163. doi:10.1016/j.jbankfin.2015.06.002. SSRN 1570488Freely accessible. 
  7. Bartram, Söhnke M.; Burns, Natasha; Helwege, Jean (September 2013). "Foreign Currency Exposure and Hedging: Evidence from Foreign Acquisitions". Quarterly Journal of Finance. 3 (2): 1–20. doi:10.1142/s2010139213500109. SSRN 1116409Freely accessible. 
  8. 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. SSRN 2257549Freely accessible. 
  9. 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. SSRN 1983215Freely accessible. 
  10. 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. SSRN 1550942Freely accessible. 
  11. 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. SSRN 889323Freely accessible. 
  12. 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. SSRN 1354149Freely accessible. 
  13. 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. SSRN 646522Freely accessible. 
  14. 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. SSRN 1429286Freely accessible. 
  15. 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. SSRN 1413914Freely accessible. 
  16. 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. SSRN 471245Freely accessible. 
  17. 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. SSRN 905087Freely accessible. 
  18. 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. SSRN 1089222Freely accessible. 
  19. 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. SSRN 938707Freely accessible. 
  20. 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. SSRN 985413Freely accessible. 
  21. Bartram, Söhnke M.; Bodnar, Gordon M. (September 2007). "The Foreign Exchange Exposure Puzzle". Managerial Finance. 33 (9): 642–666. doi:10.1108/03074350710776226. SSRN 891887Freely accessible. 
  22. 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. doi:10.1016/j.jbankfin.2006.07.014. SSRN 924333Freely accessible. 
  23. 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. SSRN 311880Freely accessible. 
  24. 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. SSRN 299641Freely accessible. 
  25. Bartram, Söhnke M. (2006). "The Use of Options in Corporate Risk Management". Managerial Finance. 32 (2): 160–181. doi:10.1108/03074350610641929. SSRN 991261Freely accessible. 
  26. 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. SSRN 938948Freely accessible. 
  27. 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. SSRN 673622Freely accessible. 
  28. 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. SSRN 327660Freely accessible. 
  29. Bartram, Söhnke M. (2002). "The Interest Rate Exposure of Nonfinancial Corporations". European Finance Review. 6 (1): 101–125. doi:10.1023/a:1015024825914. SSRN 327660Freely accessible. 
  30. 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. SSRN 270196Freely accessible. 
  31. 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. SSRN 279507Freely accessible. 

References[edit]

External links[edit]