Walter Dolde

University of Connecticut - Department of Finance

Associate Professor

School of Business

One Univesity Place

Stamford, CT 06901-2315

United States

SCHOLARLY PAPERS

13

DOWNLOADS
Rank 20,040

SSRN RANKINGS

Top 20,040

in Total Papers Downloads

2,700

SSRN CITATIONS
Rank 49,005

SSRN RANKINGS

Top 49,005

in Total Papers Citations

1

CROSSREF CITATIONS

11

Scholarly Papers (13)

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 603 (49,342)

Abstract:

Loading...

International, Asset, Pricing

2.

Firm Complexity and FX Derivatives Use

Number of pages: 26 Posted: 11 Mar 2002
Walter Dolde and Dev R. Mishra
University of Connecticut - Department of Finance and University of Saskatchewan - Edwards School of Business
Downloads 472 (67,129)
Citation 7

Abstract:

Loading...

Corporate hedging, foreign exchange derivatives, information

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
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 375 (87,468)
Citation 3

Abstract:

Loading...

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
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

Abstract:

Loading...

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 332 (101,263)

Abstract:

Loading...

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
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 282 (120,829)
Citation 1

Abstract:

Loading...

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 R. Mishra
University of Connecticut - Department of Finance and University of Saskatchewan - Edwards School of Business
Downloads 196 (172,633)

Abstract:

Loading...

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 181 (185,369)
Citation 3

Abstract:

Loading...

8.

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 152 (215,218)
Citation 1

Abstract:

Loading...

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

9.

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
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 107 (281,005)

Abstract:

Loading...

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:

Loading...

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

Abstract:

Loading...

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

Abstract:

Loading...

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:

Loading...