Söhnke Matthias Bartram is a professor in the Department of Finance at
Warwick Business School (WBS).[1] 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 (CEPR), 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.
Work
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 251 in the world based on downloads on SSRN.[2]
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]
Asia Asset Management – The Centre for Asset Management Research & Investments (CAMRI) – CFA Institute Prize in Asset Management
Bibliography
Bartram, Söhnke M.; Brown, Gregory W.; Stulz, Rene M. (June 2024). Creative Destruction, Stock Return Volatility, and the Number of Listed Firms (Report). Fisher College of Business Working Paper.
SSRN4854349.
Bartram, Söhnke M.; Grinblatt, Mark; Nozawa, Yoshio (December 2023). "Book-to-Market, Mispricing, and the Cross-Section of Corporate Bond Returns". Journal of Financial and Quantitative Analysis.
doi:
10.1017/S0022109024000048.
SSRN3510630.
Bartram, Söhnke M.; Branke, Jürgen; Motahari, Mehrshad (August 2020). Artificial Intelligence in Asset Management (Report). CFA Institute Research Foundation Literature Reviews.
ISBN978-1-952927-02-7.
SSRN3692805.
Bartram, Söhnke M.; Brown, Gregory W.; Stulz, Rene M. (January 2018). Why has Idiosyncratic Risk been Historically Low in Recent Years? (Report). Fisher College of Business Working Paper. Vol. 2018-03-02.
SSRN3107798.
Bartram, Söhnke M.; Brown, Gregory W.; Stulz, Rene M. (June 2016). Why does idiosyncratic risk increase with market risk? (Report). Fisher College of Business Working Paper. Vol. 2016-03-13.
SSRN2816138.
Bartram, Söhnke M. (October 2017). "In Good Times and in Bad: Defined Benefit Pensions and Corporate Financial Policy". Journal of Corporate Finance.
SSRN2145261.
Bartram, Söhnke M. (September 2017). "Corporate Hedging and Speculation with Derivatives". Journal of Corporate Finance.
SSRN891190.
Bartram, Söhnke M. (February 2017). "Corporate Post-Retirement Benefit Plans and Real Investment". Management Science. 63 (2): 355–383.
doi:
10.1287/mnsc.2015.2307.
SSRN2395843.
Bartram, Söhnke M.; Wang, Jeffrey (July 2015). "European Financial Market Dependence: An Industry Analysis". Journal of Banking and Finance. 59: 146–163.
doi:
10.1016/j.jbankfin.2015.06.002.
SSRN1570488.
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.
S2CID55973719.
SSRN311880.
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.
SSRN299641.
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.
S2CID154989854.
SSRN938948.
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.
SSRN327660.
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.
SSRN279507.
Söhnke Matthias Bartram is a professor in the Department of Finance at
Warwick Business School (WBS).[1] 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 (CEPR), 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.
Work
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 251 in the world based on downloads on SSRN.[2]
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]
Asia Asset Management – The Centre for Asset Management Research & Investments (CAMRI) – CFA Institute Prize in Asset Management
Bibliography
Bartram, Söhnke M.; Brown, Gregory W.; Stulz, Rene M. (June 2024). Creative Destruction, Stock Return Volatility, and the Number of Listed Firms (Report). Fisher College of Business Working Paper.
SSRN4854349.
Bartram, Söhnke M.; Grinblatt, Mark; Nozawa, Yoshio (December 2023). "Book-to-Market, Mispricing, and the Cross-Section of Corporate Bond Returns". Journal of Financial and Quantitative Analysis.
doi:
10.1017/S0022109024000048.
SSRN3510630.
Bartram, Söhnke M.; Branke, Jürgen; Motahari, Mehrshad (August 2020). Artificial Intelligence in Asset Management (Report). CFA Institute Research Foundation Literature Reviews.
ISBN978-1-952927-02-7.
SSRN3692805.
Bartram, Söhnke M.; Brown, Gregory W.; Stulz, Rene M. (January 2018). Why has Idiosyncratic Risk been Historically Low in Recent Years? (Report). Fisher College of Business Working Paper. Vol. 2018-03-02.
SSRN3107798.
Bartram, Söhnke M.; Brown, Gregory W.; Stulz, Rene M. (June 2016). Why does idiosyncratic risk increase with market risk? (Report). Fisher College of Business Working Paper. Vol. 2016-03-13.
SSRN2816138.
Bartram, Söhnke M. (October 2017). "In Good Times and in Bad: Defined Benefit Pensions and Corporate Financial Policy". Journal of Corporate Finance.
SSRN2145261.
Bartram, Söhnke M. (September 2017). "Corporate Hedging and Speculation with Derivatives". Journal of Corporate Finance.
SSRN891190.
Bartram, Söhnke M. (February 2017). "Corporate Post-Retirement Benefit Plans and Real Investment". Management Science. 63 (2): 355–383.
doi:
10.1287/mnsc.2015.2307.
SSRN2395843.
Bartram, Söhnke M.; Wang, Jeffrey (July 2015). "European Financial Market Dependence: An Industry Analysis". Journal of Banking and Finance. 59: 146–163.
doi:
10.1016/j.jbankfin.2015.06.002.
SSRN1570488.
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.
S2CID55973719.
SSRN311880.
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.
SSRN299641.
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.
S2CID154989854.
SSRN938948.
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.
SSRN327660.
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.
SSRN279507.