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International evidence on financial derivatives usage
Bartram, Söhnke M.; Brown, Gregory W.; Fehle, Frank R. - In: Financial management 38 (2009) 1, pp. 185-206
Persistent link: https://www.econbiz.de/10003851896
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Are firms successful at selective hedging?
Brown, Gregory W.; Crabb, Peter R.; Haushalter, David - In: The journal of business : B 79 (2006) 6, pp. 2925-2949
Persistent link: https://www.econbiz.de/10003420880
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Firm-specific risk and equity market development
Brown, Gregory W.; Kapadia, Nishad - In: Journal of financial economics 84 (2007) 2, pp. 358-388
Persistent link: https://www.econbiz.de/10003464183
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Resolving the exposure puzzle : the many facets of exchange rate exposure
Bartram, Söhnke M.; Brown, Gregory W.; Minton, … - In: Journal of financial economics 95 (2010) 2, pp. 148-173
Persistent link: https://www.econbiz.de/10003939519
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Why are US stocks more volatile?
Bartram, Söhnke M.; Brown, Gregory W.; Stulz, René M. - 2011
Persistent link: https://www.econbiz.de/10008906638
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Estimating systemic risk in the international financial system
Bartram, Söhnke M.; Brown, Gregory W.; Hund, John E. - In: Journal of financial economics 86 (2007) 3, pp. 835-869
Persistent link: https://www.econbiz.de/10003614746
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How important is financial risk?
Bartram, Söhnke M.; Brown, Gregory W.; Waller, William - In: Journal of financial and quantitative analysis : JFQA 50 (2015) 4, pp. 801-824
Persistent link: https://www.econbiz.de/10011431032
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Are hedge funds systemically important?
Brown, Gregory W.; Green, Jeremiah; Hand, John R. - In: The journal of derivatives : the official publication … 20 (2012) 2, pp. 8-25
Persistent link: https://www.econbiz.de/10009718110
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Why does idiosyncratic risk increase with market risk?
Bartram, Söhnke M.; Brown, Gregory W.; Stulz, René M. - 2016
Persistent link: https://www.econbiz.de/10011528647
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Why does idiosyncratic risk increase with market risk?
Bartram, Söhnke M.; Brown, Gregory W.; Stulz, René M. - 2016
From 1963 through 2015, idiosyncratic risk (IR) is high when market risk (MR) is high. We show that the positive relation between IR and MR is highly stable through time and is robust across exchanges, firm size, liquidity, and market-to-book groupings. Though stock liquidity affects the...
Persistent link: https://www.econbiz.de/10011520321