Access Statistics for Christian Schlag

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
"Nobody is perfect": Asset pricing and long-run survival when heterogeneous investors exhibit different kinds of filtering errors 0 0 0 4 0 0 3 41
A Note on Forward and Backward Partial Differential Equations for Derivative Contracts with Forwards as Underlyings 0 0 0 106 0 0 0 278
An Empirical Comparison of Alternative Stochastic Volatility Models 0 0 0 554 0 0 0 1,395
Asset Collateralizability and the Cross-Section of Expected Returns 0 0 0 14 0 0 0 52
Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia? 0 0 0 145 0 0 0 374
Commodities, financialization, and heterogeneous agents 0 0 0 15 0 0 0 67
Commodities, financialization, and heterogeneous agents 0 0 0 16 1 1 3 83
Discrete-Time Implementation of Continuous-Time Portfolio Strategies 0 0 0 0 0 0 0 202
Equilibrium asset pricing in directed networks 0 0 1 23 0 1 2 72
Has there always been underpricing and long-run underperformance? IPOs in Germany before World War I 0 0 0 9 0 0 1 52
Internationally Cross-Listed Stock Prices During Overlapping Trading Hours: Price Discovery and Exchange Rate Effects 0 0 1 209 0 0 1 592
Is Jump Risk Priced? - What We Can (and Cannot) Learn From Option Hedging Errors 0 0 0 265 0 0 1 1,174
Is volatility risk priced? Properties of tests based on option hedging errors 0 0 0 34 1 1 3 115
Money-back guarantees in individual pension accounts: Evidence from the German pension reform 0 0 0 6 1 1 1 31
Over-allotment options in IPOs on Germany's Neuer Markt: An empirical investigation 0 0 1 6 0 0 1 51
Price Discovery in International Equity Trading 0 0 0 158 0 1 1 732
Price discovery in international equity trading 1 1 1 26 1 1 2 293
Temperature shocks and welfare costs 0 0 2 41 1 1 3 78
The Leading Premium 0 0 0 15 1 1 2 44
What does US money market mutual fund reform portend for the European Union? 0 0 0 17 0 0 0 25
When Are Static Superhedging Strategies Optimal? 0 0 0 91 0 1 2 336
Why is the index smile so steep? 0 1 1 86 0 1 2 274
Total Working Papers 1 2 7 1,840 6 10 28 6,361

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An empirical examination of the effect of dividend taxation on asset pricing and returns in Germany 0 0 0 4 0 0 0 100
Attainability of European path-independent claims in incomplete markets 0 0 0 7 0 0 0 106
Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia? 0 0 0 16 0 0 0 66
Discrete-time implementation of continuous-time portfolio strategies 0 0 0 23 0 0 3 71
Discussion of "Bounded Rationality, Rights Offerings, and Optimal Subscription Prices" 0 0 0 3 1 1 2 30
Expiration day effects of stock index derivatives in Germany 0 0 0 41 0 0 5 108
Hedging under model misspecification: All risk factors are equal, but some are more equal than others … 0 0 0 0 0 0 1 54
Internationally cross-listed stock prices during overlapping trading hours: price discovery and exchange rate effects 0 0 3 250 0 1 5 619
MacKenzie, D.: An Engine, Not a Camera. How Financial Models Shape Markets 0 0 0 85 0 0 0 177
Measuring Financial Integration via Idiosyncratic Risk: What Effects Are We Really Picking Up? 0 0 0 23 1 1 1 90
OPTION BETAS: RISK MEASURES FOR OPTIONS 0 0 1 7 0 1 2 26
Optimal portfolios when volatility can jump 0 1 4 51 0 2 8 145
Price impacts of options volume 1 1 1 102 2 3 5 236
Pricing Two Heterogeneous Trees 0 0 0 18 0 1 2 75
Temperature shocks and welfare costs 0 1 12 70 3 6 26 232
Why is the Index Smile So Steep? 0 0 0 86 0 2 2 263
Why is the Index Smile So Steep? 0 0 0 3 0 0 0 27
‘Nobody is perfect’: Asset pricing and long-run survival when heterogeneous investors exhibit different kinds of filtering errors 0 0 0 3 0 0 1 43
Total Journal Articles 1 3 21 792 7 18 63 2,468

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Statistics updated 2025-03-03