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 2 0 0 6 23
A Note on Forward and Backward Partial Differential Equations for Derivative Contracts with Forwards as Underlyings 0 0 0 100 1 1 5 271
An Empirical Comparison of Alternative Stochastic Volatility Models 0 0 2 554 0 1 7 1,392
Asset Collateralizability and the Cross-Section of Expected Returns 0 0 2 13 1 1 20 43
Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia? 0 0 0 143 0 1 4 368
Commodities, financialization, and heterogeneous agents 0 0 0 15 1 3 8 40
Commodities, financialization, and heterogeneous agents 0 0 1 13 2 3 10 39
Discrete-Time Implementation of Continuous-Time Portfolio Strategies 0 0 0 0 0 2 4 192
Equilibrium asset pricing in directed networks 0 0 1 14 0 1 7 42
Has there always been underpricing and long-run underperformance? IPOs in Germany before World War I 0 0 0 4 1 1 9 35
Internationally Cross-Listed Stock Prices During Overlapping Trading Hours: Price Discovery and Exchange Rate Effects 0 0 1 206 1 3 15 567
Is Jump Risk Priced? - What We Can (and Cannot) Learn From Option Hedging Errors 0 1 6 250 5 19 49 1,081
Is volatility risk priced? Properties of tests based on option hedging errors 0 0 0 34 0 0 4 109
Money-back guarantees in individual pension accounts: Evidence from the German pension reform 0 0 1 5 1 1 5 24
Over-allotment options in IPOs on Germany's Neuer Markt: An empirical investigation 0 0 0 5 1 1 8 39
Price Discovery in International Equity Trading 0 0 0 157 3 6 8 714
Price discovery in international equity trading 0 0 0 24 4 4 10 266
Temperature shocks and welfare costs 0 0 0 34 1 2 8 48
The Leading Premium 0 1 1 12 0 1 16 28
What does US money market mutual fund reform portend for the European Union? 0 0 0 17 0 0 1 17
When Are Static Superhedging Strategies Optimal? 0 0 1 90 4 4 11 326
Why is the index smile so steep? 0 0 0 84 1 5 11 260
Total Working Papers 0 2 16 1,776 27 60 226 5,924


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 2 2 10 31
Attainability of European path-independent claims in incomplete markets 0 0 0 7 0 1 4 106
Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia? 0 0 0 16 0 0 3 62
Discrete-time implementation of continuous-time portfolio strategies 0 1 1 19 0 1 3 59
Discussion of "Bounded Rationality, Rights Offerings, and Optimal Subscription Prices" 0 0 0 3 0 0 2 25
Expiration day effects of stock index derivatives in Germany 0 1 1 38 0 1 3 95
Hedging under model misspecification: All risk factors are equal, but some are more equal than others … 0 0 0 0 0 0 0 48
Internationally cross-listed stock prices during overlapping trading hours: price discovery and exchange rate effects 0 0 4 239 0 1 10 590
MacKenzie, D.: An Engine, Not a Camera. How Financial Models Shape Markets 0 0 0 84 0 1 1 175
Measuring Financial Integration via Idiosyncratic Risk: What Effects Are We Really Picking Up? 0 0 0 23 0 0 1 88
OPTION BETAS: RISK MEASURES FOR OPTIONS 0 1 2 2 2 3 6 9
Optimal portfolios when volatility can jump 0 2 3 38 0 3 8 115
Price impacts of options volume 0 2 4 94 1 5 12 204
Pricing Two Heterogeneous Trees 0 0 0 17 1 4 14 69
Temperature shocks and welfare costs 1 2 8 26 2 5 36 98
Why is the Index Smile So Steep? 0 0 2 84 0 3 13 243
Why is the Index Smile So Steep? 0 0 1 1 0 1 10 16
‘Nobody is perfect’: Asset pricing and long-run survival when heterogeneous investors exhibit different kinds of filtering errors 0 0 0 1 0 0 1 33
Total Journal Articles 1 9 26 696 8 31 137 2,066


Statistics updated 2020-09-04