Access Statistics for Söhnke M. Bartram

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Agency Conflicts and Corporate Payout Policies: A Global Study 0 0 0 43 1 2 12 261
Alternative Market Structures for Derivatives 0 0 0 225 0 0 10 853
Are Short-sellers Different? 0 0 0 31 1 1 9 119
Artificial Intelligence in Asset Management 0 1 10 87 1 5 33 235
Artificial intelligence in asset management 0 0 4 44 1 2 39 164
Asymmetric Loss Functions and the Rationality of Expected Stock Returns 0 0 0 12 1 1 17 73
Book-to-Market, Mispricing, and the Cross-Section of Corporate Bond Returns 0 0 0 32 1 2 13 107
Book-to-Market, Mispricing, and the Cross-Section of Corporate Bond Returns 0 0 1 3 0 0 13 29
Comparing Human-Only, AI-Assisted, and AI-Led Teams on Assessing Research Reproducibility in Quantitative Social Science 0 11 69 235 16 65 546 1,257
Competition among Alternative Option Market Structures: Evidence from Eurex vs. Euwax 0 0 1 223 2 3 14 1,208
Corporate Cash Flow and Stock Price Exposures to Foreign Exchange Rate Risk 0 1 1 204 2 3 20 798
Corporate Hedging and Shareholder Value 0 1 3 361 2 8 32 1,172
Corporate Risk Management as a Lever for Shareholder Value Creation 0 0 0 2 0 1 10 1,479
Corporate Risk Management as a Lever for Shareholder Value Creation 0 1 1 2,049 0 1 7 4,375
Creative Destruction, Stock Return Volatility, and the Number of Listed Firms 0 0 0 2 0 0 17 24
Creative Destruction, Stock Return Volatility, and the Number of Listed Firms 0 0 0 5 1 3 14 39
Credit default swaps around the world 0 0 0 15 1 1 13 59
Crossing the Lines: The Conditional Relation between Exchange Rate Exposure and Stock Returns in Emerging and Developed Markets 0 0 0 13 0 1 14 90
Crossing the Lines: The Conditional Relation between Exchange Rate Exposure and Stock Returns in Emerging and Developed Markets 0 0 0 73 1 2 17 363
Currency Anomalies 0 1 2 10 0 5 14 63
Estimating Systemic Risk in the International Financial System 0 0 0 81 0 2 15 360
Foreign Currency Exposure and Hedging: Evidence from Foreign Acquisitions 0 0 0 146 0 0 20 834
Global Market Inefficiencies 0 0 1 22 1 2 19 101
How Important Are Foreign Ownership Linkages for International Stock Returns? 0 0 0 11 0 0 10 80
How Important are Foreign Ownership Linkages for International Stock Returns? 0 0 0 71 1 3 12 232
Informed Trading, Information Asymmetry and Pricing of Information Risk: Empirical Evidence from the NYSE 0 0 0 47 0 1 18 240
Informed trading, information asymmetry and pricing of information risk: Empirical evidence from the NYSE 0 0 0 57 3 5 17 267
International Evidence on Financial Derivatives Usage 0 0 4 1,540 2 3 30 3,825
International Portfolio Investment: Theory, Evidence, and Institutional Framework 0 0 3 3,336 3 4 27 11,430
Learning from Local Analysts 0 0 0 0 1 2 2 2
Linear and Nonlinear Foreign Exchange Rate Exposures of German Nonfinancial Corporations 0 0 0 298 2 2 18 1,150
Macroeconomic Risks and Characteristic-Based Factor Models 0 0 1 59 1 1 21 303
Mispricing and Risk Premia in Currency Markets 0 1 1 3 0 1 11 17
Monetary Policy Predicts Currency Movements 5 5 5 5 0 1 1 1
Monetary Policy Predicts Currency Movements 1 2 2 20 2 6 17 43
No Place To Hide: The Global Crisis in Equity Markets in 2008/09 0 0 0 91 0 0 14 228
Real Effects of Climate Policy: Financial Constraints and Spillovers 0 0 0 87 1 2 21 315
Real Effects of Climate Policy: Financial Constraints and Spillovers 0 1 2 30 0 1 22 181
Resolving the Exposure Puzzle: The Many Facets of Exchange Rate Exposure 1 2 2 100 2 8 47 332
The Effect of Corporate Break-ups on Information Asymmetry: A Market Microstructure Analysis 0 0 0 46 1 2 10 218
The Effects of Derivatives on Firm Risk and Value 0 1 2 310 2 5 28 980
The Euro and European Financial Market Integration 1 1 1 536 1 1 11 1,453
The Exchange Rate Exposure Puzzle 0 0 3 157 2 9 35 651
The Impact of the Introduction of the Euro on Foreign Exchange Rate Risk Exposures 0 0 0 1,230 0 0 9 4,091
The Impact of the Introduction of the Euro on Foreign Exchange Rate Risk Exposures 0 0 0 83 0 0 12 290
The Interest Rate Exposure of Nonfinancial Corporations 0 0 0 811 0 0 18 2,207
The Use of Options in Corporate Risk Management 0 0 1 206 0 0 16 681
What Lies Beneath: Foreign Exchange Rate Exposure, Hedging and Cash Flows 0 1 5 232 0 1 29 670
Why Are U.S. Stocks More Volatile? 0 0 0 88 0 1 13 253
Why Do Foreign Firms Have Less Idiosyncratic Risk Than U.S. Firms? 0 0 0 45 0 0 9 162
Why Do Foreign Firms Have Less Idiosyncratic Risk than U.S. Firms? 0 0 0 62 1 1 14 302
Why Does Idiosyncratic Risk Increase with Market Risk? 0 0 0 32 2 3 20 120
Why Does Idiosyncratic Risk Increase with Market Risk? 0 0 0 40 1 1 58 122
Why Does Idiosyncratic Risk Increase with Market Risk? 0 0 0 28 0 0 7 60
Why Has Idiosyncratic Risk Been Historically Low in Recent Years? 0 0 0 46 1 1 8 63
Why are U.S. Stocks More Volatile? 0 0 0 64 3 12 31 269
Why does idiosyncratic risk increase with market risk? 0 0 0 29 0 0 19 100
Why has Idiosyncratic Risk been Historically Low in Recent Years? 0 0 1 18 0 1 11 59
Why is There a Secular Decline in Idiosyncratic Risk in the 2000s? 0 0 2 23 1 1 13 67
Total Working Papers 8 30 128 13,759 65 189 1,577 45,527

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A primer on the exposure of non-financial corporations to foreign exchange rate risk 0 0 0 66 0 0 3 210
AI-assisted teams outperform AI-led teams but not human-only teams in assessing research reproducibility in quantitative social science 1 6 6 6 9 29 29 29
Agnostic fundamental analysis works 0 1 6 168 3 9 39 567
Another look at the relationship between cross-market correlation and volatility 0 0 0 76 0 1 12 241
Asymmetric loss functions and the rationality of expected stock returns 0 0 0 7 1 3 23 99
Asymmetric loss functions and the rationality of expected stock returns 0 0 0 7 0 1 10 58
Book-to-Market, Mispricing, and the Cross Section of Corporate Bond Returns 1 1 3 4 1 3 36 37
CORPORATE HEDGING AND SHAREHOLDER VALUE 0 0 0 0 0 3 27 283
Competition without fungibility: Evidence from alternative market structures for derivatives 0 0 0 37 1 1 8 145
Corporate Post-Retirement Benefit Plans and Leverage 0 0 0 8 0 0 6 58
Corporate Postretirement Benefit Plans and Real Investment 0 1 1 8 0 1 7 133
Corporate Risk Management as a Lever for Shareholder Value Creation 0 0 0 2 2 3 14 22
Corporate cash flow and stock price exposures to foreign exchange rate risk 0 0 0 79 1 2 15 296
Corporate hedging and speculation with derivatives 3 4 23 183 7 15 99 596
Credit Default Swaps around the World 0 0 0 22 1 1 11 100
Crossing the lines: The conditional relation between exchange rate exposure and stock returns in emerging and developed markets 0 1 10 137 1 11 67 558
Does adverse selection affect bid–ask spreads for options? 0 0 0 1 0 0 8 31
Estimating systemic risk in the international financial system 1 1 1 177 1 1 28 534
European financial market dependence: An industry analysis 0 0 0 18 0 1 10 100
Foreign Currency Exposure and Hedging: Evidence from Foreign Acquisitions 0 0 0 7 0 0 16 50
Global market inefficiencies 1 2 3 53 1 7 23 209
How Important Are Foreign Ownership Linkages for International Stock Returns? 0 0 0 6 1 2 22 79
How Important Is Financial Risk? 0 0 1 42 0 1 15 166
In good times and in bad: Defined-benefit pensions and corporate financial policy 0 0 1 13 0 2 16 96
International Evidence on Financial Derivatives Usage 1 1 12 208 1 9 80 666
International Portfolio Investment: Theory, Evidence, and Institutional Framework 0 0 0 1 1 3 9 13
Linear and nonlinear foreign exchange rate exposures of German nonfinancial corporations 0 0 0 139 0 0 12 548
Macroeconomic risks and characteristic-based factor models 0 0 1 103 4 5 20 398
Mispricing and Risk Premia in Currency Markets 0 0 1 2 2 3 13 18
Navigating the factor zoo around the world: an institutional investor perspective 0 0 2 15 1 5 40 98
No place to hide: The global crisis in equity markets in 2008/2009 0 0 3 225 22 28 46 655
Real effects of climate policy: Financial constraints and spillovers 2 4 18 155 26 68 220 737
Resolving the exposure puzzle: The many facets of exchange rate exposure 1 2 16 217 3 16 107 812
The Effects of Derivatives on Firm Risk and Value 0 0 8 138 0 4 54 581
The Euro and European financial market dependence 0 0 3 115 0 2 18 326
The Impact of Commodity Price Risk on Firm Value - An Empirical Analysis of Corporate Commodity Price Exposures 0 0 3 28 8 8 36 175
The Interest Rate Exposure of Nonfinancial Corporations 0 0 0 27 0 1 10 93
The impact of the introduction of the Euro on foreign exchange rate risk exposures 0 0 0 171 0 3 21 621
What lies beneath: Foreign exchange rate exposure, hedging and cash flows 0 2 3 127 2 7 34 546
Why Are U.S. Stocks More Volatile? 0 0 0 65 0 3 20 293
Why hedge? Rationales for corporate hedging and value implications 0 1 2 9 2 15 33 53
Total Journal Articles 11 27 127 2,872 102 277 1,317 11,330
2 registered items for which data could not be found

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Tackling climate change requires global policies 0 0 0 0 0 2 2 2
Total Chapters 0 0 0 0 0 2 2 2

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-09-10