Walter Dolde

University of Connecticut - Department of Finance

Associate Professor

School of Business

One Univesity Place

Stamford, CT 06901-2315

United States

  • University of Connecticut - Department of Finance

    • Email
    • Tel: 203-301-0806
SCHOLARLY PAPERS

13

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Top 32,163

in Total Papers Downloads

3,196

TOTAL CITATIONS

18

Scholarly Papers (13)

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1.

A Currency Index Global Capital Asset Pricing Model

Number of pages: 23 Posted: 19 Apr 2001
Thomas J. O'Brien and Walter Dolde
University of Connecticut - Department of Finance and University of Connecticut - Department of Finance
Downloads 646 (83,096)

Abstract:

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International, Asset, Pricing

2.

Firm Complexity and FX Derivatives Use

Number of pages: 26 Posted: 11 Mar 2002
Walter Dolde and Dev Mishra
University of Connecticut - Department of Finance and University of Saskatchewan - Edwards School of Business
Downloads 570 (97,497)
Citation 8

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Corporate hedging, foreign exchange derivatives, information

3.

Foreign Exchange Exposure and Cost of Equity for US Companies: Local Versus Global CAPM

Downloads 442 (132,716)
Citation 4

Foreign Exchange Exposure and Cost of Equity for US Companies: Local Versus Global CAPM

Journal of Applied Finance, No. 1, 2011
Number of pages: 24 Posted: 15 Nov 2009 Last Revised: 17 Apr 2018
Walter Dolde, Carmelo Giaccotto, Dev Mishra and Thomas J. O'Brien
University of Connecticut - Department of Finance, University of Connecticut - Department of Finance, University of Saskatchewan - Edwards School of Business and University of Connecticut - Department of Finance
Downloads 442 (131,240)
Citation 4

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Global CAPM, Local CAPM, Cost of Equity, Foreign Exchange, Exposure

Foreign Exchange Exposure and Cost of Equity for US Companies: Local Versus Global CAPM

Journal of Applied Finance, Spring/Summer 2011, Volume 21, Issue 1, pp. 78-88
Posted: 08 Aug 2012
Walter Dolde, Carmelo Giaccotto, Dev Mishra and Thomas J. O'Brien
University of Connecticut - Department of Finance, University of Connecticut - Department of Finance, University of Saskatchewan - Edwards School of Business and University of Connecticut - Department of Finance

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Foreign Exchange, CAPM, cost of equity

4.

Evidence that Extreme Volatility in Stock Prices is Associated with Reported News Items

Number of pages: 46 Posted: 07 Nov 2002
Walter Dolde, Rita Saad and Dogan Tirtiroglu
University of Connecticut - Department of Finance, Concordia University, Quebec - John Molson School of Business and Kadir Has University
Downloads 361 (167,054)

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Volatility, variance ratio, stock returns, economic factors, event study

5.

Should Managers Estimate Cost of Equity Using a Two-Factor International CAPM?

Managerial Finance, 38 (8), 2012
Number of pages: 33 Posted: 07 Jul 2010 Last Revised: 14 Nov 2012
Walter Dolde, Carmelo Giaccotto, Dev Mishra and Thomas J. O'Brien
University of Connecticut - Department of Finance, University of Connecticut - Department of Finance, University of Saskatchewan - Edwards School of Business and University of Connecticut - Department of Finance
Downloads 356 (169,633)
Citation 1

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International CAPM, Global CAPM, Domestic CAPM, Cost of Equity, Currency Exposure

6.

Simultaneous Equations Tests of Established and New Theories of FX Derivatives Use

Number of pages: 44 Posted: 31 Mar 2005
Walter Dolde and Dev Mishra
University of Connecticut - Department of Finance and University of Saskatchewan - Edwards School of Business
Downloads 228 (268,511)

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Hedging, foreign exchange, derivatives, complexity, underinvestment, managerial interests, financial distress, structural equation modeling information

7.

Impact of Corporate Ownership on Risk-Taking and Returns at Thrift Institutions

Number of pages: 46 Posted: 08 Sep 2006
Walter Dolde and John D. Knopf
University of Connecticut - Department of Finance and University of Connecticut - Department of Finance
Downloads 210 (290,298)
Citation 3

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8.

Foreign Exchange Exposure and Cost of Equity for US Companies: Local Versus Global CAPM

Journal of Applied Finance (Formerly Financial Practice and Education), Vol. 21, No. 1, 2011
Number of pages: 9 Posted: 21 Nov 2015
Walter Dolde, Carmelo Giaccotto, Dev Mishra and Thomas J. O'Brien
University of Connecticut - Department of Finance, University of Connecticut - Department of Finance, University of Saskatchewan - Edwards School of Business and University of Connecticut - Department of Finance
Downloads 209 (291,536)
Citation 1

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9.

The Nonmonotonic Relation between Insider Ownership and REIT Risk-Taking and Returns

Number of pages: 43 Posted: 22 Jun 2007
Walter Dolde and John D. Knopf
University of Connecticut - Department of Finance and University of Connecticut - Department of Finance
Downloads 174 (344,459)
Citation 1

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REIT, managerial risk aversion, entrenchment, incentive alignment, insider ownership, institutional ownership

10.

Insider Ownership, Risk, and Leverage in Reits

Journal of Real Estate Finance and Economics, Vol. 41, No. 4, 2010
Posted: 10 Jun 2010
Walter Dolde and John D. Knopf
University of Connecticut - Department of Finance and University of Connecticut - Department of Finance

Abstract:

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REIT, managerial risk aversion, entrenchment, incentive alignment, insider ownership, institutional ownership

11.

Imperfect Information and Investor Inferences from Housing Price Dynamics

REAL ESTATE ECONOMICS, Fall 1995
Posted: 25 Aug 1998
John M. Clapp, Walter Dolde and Dogan Tirtiroglu
University of Connecticut - Department of Finance, University of Connecticut - Department of Finance and Kadir Has University

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12.

Hedging, Leverage, and Primitive Risk

JOURNAL OF FINANCIAL ENGINEERING, Vol 4 No 2, June 1995
Posted: 23 Aug 1998
Walter Dolde
University of Connecticut - Department of Finance

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13.

Temporal and Spatial Information Diffusion in Real Estate Price Changes and Variances

REAL ESTATE ECONOMICS, Vol. 25 No. 4, Winter 1997
Posted: 10 Oct 1997
Walter Dolde and Dogan Tirtiroglu
University of Connecticut - Department of Finance and Kadir Has University

Abstract:

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