Dominik Walter

Vienna Graduate School of Finance (VGSF)

PhD Student

Welthandelsplatz 1

Vienna, 1020

Austria

SCHOLARLY PAPERS

3

DOWNLOADS

1,422

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

Methodological uncertainty in portfolio sorts

Number of pages: 83 Posted: 25 Jul 2022 Last Revised: 29 Dec 2023
Dominik Walter, Rüdiger Weber and Patrick Weiss
Vienna Graduate School of Finance (VGSF), WU Vienna and Reykjavik University
Downloads 889 (50,755)
Citation 2

Abstract:

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

2.

Is there a cash-flow timing premium?

Number of pages: 79 Posted: 13 Jul 2022 Last Revised: 27 Apr 2023
Dominik Walter and Rüdiger Weber
Vienna Graduate School of Finance (VGSF) and WU Vienna
Downloads 483 (110,999)

Abstract:

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

3.

Technology Spillover Effects and Patent Announcements

Number of pages: 78 Posted: 15 Apr 2024
Dominik Walter
Vienna Graduate School of Finance (VGSF)
Downloads 50 (714,240)

Abstract:

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