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Söhnke M. Bartram

Global rank #2684 96%

Institution: University of Warwick

Primary Field: Finance (weighted toward more recent publications)

Homepage: http://go.warwick.ac.uk/sbartram/

First Publication: 2002

Most Recent: 2025

RePEc ID: pba2 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 2.18 0.50 0.00 4.86
Last 10 Years 0.00 3.18 6.54 0.00 12.90
All Time 0.00 5.70 22.62 0.00 34.02

Publication Statistics

Raw Publications 26
Coauthorship-Adjusted Count 28.44

Publications (26)

Year Article Journal Tier Authors
2025 Mispricing and Risk Premia in Currency Markets Journal of Financial and Quantitative Analysis B 4
2022 Real effects of climate policy: Financial constraints and spillovers Journal of Financial Economics A 3
2022 Credit Default Swaps around the World The Review of Financial Studies A 4
2021 Global market inefficiencies Journal of Financial Economics A 2
2019 Corporate hedging and speculation with derivatives Journal of Corporate Finance B 1
2018 In good times and in bad: Defined-benefit pensions and corporate financial policy Journal of Corporate Finance B 1
2018 Agnostic fundamental analysis works Journal of Financial Economics A 2
2016 Corporate Post-Retirement Benefit Plans and Leverage Review of Finance B 1
2015 How Important Is Financial Risk? Journal of Financial and Quantitative Analysis B 3
2015 European financial market dependence: An industry analysis Journal of Banking & Finance B 2
2015 How Important Are Foreign Ownership Linkages for International Stock Returns? The Review of Financial Studies A 4
2012 Why Are U.S. Stocks More Volatile? Journal of Finance A 3
2012 Crossing the lines: The conditional relation between exchange rate exposure and stock returns in emerging and developed markets Journal of International Money and Finance B 2
2011 The Effects of Derivatives on Firm Risk and Value Journal of Financial and Quantitative Analysis B 3
2011 Asymmetric loss functions and the rationality of expected stock returns International Journal of Forecasting B 3
2011 Asymmetric loss functions and the rationality of expected stock returns International Journal of Forecasting B 3
2010 Macroeconomic risks and characteristic-based factor models Journal of Banking & Finance B 3
2010 Resolving the exposure puzzle: The many facets of exchange rate exposure Journal of Financial Economics A 3
2009 No place to hide: The global crisis in equity markets in 2008/2009 Journal of International Money and Finance B 2
2008 What lies beneath: Foreign exchange rate exposure, hedging and cash flows Journal of Banking & Finance B 1
2007 Corporate cash flow and stock price exposures to foreign exchange rate risk Journal of Corporate Finance B 1
2007 Competition without fungibility: Evidence from alternative market structures for derivatives Journal of Banking & Finance B 2
2007 The Euro and European financial market dependence Journal of Banking & Finance B 3
2007 Estimating systemic risk in the international financial system Journal of Financial Economics A 3
2004 Linear and nonlinear foreign exchange rate exposures of German nonfinancial corporations Journal of International Money and Finance B 1
2002 The Interest Rate Exposure of Nonfinancial Corporations Review of Finance B 1