Dominik Walter

University of Konstanz

Fach D-144

Universitätsstraße 10

Konstanz, D-78457

Germany

http://sites.google.com/view/dominikwalter

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 47,252

SSRN RANKINGS

Top 47,252

in Total Papers Downloads

2,241

TOTAL CITATIONS

2

Scholarly Papers (4)

1.

Methodological uncertainty in portfolio sorts

Number of pages: 55 Posted: 25 Jul 2022 Last Revised: 28 Oct 2024
Dominik Walter, Rüdiger Weber and Patrick Weiss
University of Konstanz, Goethe University Frankfurt and Reykjavik University
Downloads 1,227 (36,533)
Citation 2

Abstract:

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Non-standard errors, portfolio sorts, data mining, risk factors, anomalies

2.

Is there a cash-flow timing premium?

Number of pages: 87 Posted: 13 Jul 2022 Last Revised: 03 Jan 2025
Dominik Walter and Rüdiger Weber
University of Konstanz and Goethe University Frankfurt
Downloads 591 (98,452)

Abstract:

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Equity duration, cash flow timing, term structure of equity, cross-section of expected returns

3.

Rewriting CRSP's History: Impact of Altered Monthly Returns on Asset Pricing

Number of pages: 74 Posted: 11 Feb 2025 Last Revised: 25 Mar 2025
Patrick Schwarz, Dominik Walter and Patrick Weiss
University of Liège - HEC Liège, University of Konstanz and Reykjavik University
Downloads 231 (282,367)

Abstract:

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CRSP, return computation, portfolio sorts, dividends, risk factors

4.

Technology spillover effects and patent announcements

Number of pages: 78 Posted: 15 Apr 2024 Last Revised: 04 Mar 2025
Dominik Walter
University of Konstanz
Downloads 192 (334,776)

Abstract:

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Technology spillover effects, patent announcements, learning effects, competition effects, inventor mobility