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 2 5 6 47
A Note on Forward and Backward Partial Differential Equations for Derivative Contracts with Forwards as Underlyings 0 0 0 106 1 1 2 280
An Empirical Comparison of Alternative Stochastic Volatility Models 1 1 1 555 6 7 7 1,402
Asset Collateralizability and the Cross-Section of Expected Returns 0 0 0 14 4 6 7 59
Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia? 0 0 0 145 8 12 16 390
Commodities, financialization, and heterogeneous agents 0 0 0 15 0 2 3 70
Commodities, financialization, and heterogeneous agents 0 0 0 16 1 3 5 87
Discrete-Time Implementation of Continuous-Time Portfolio Strategies 0 0 0 0 3 5 6 208
Equilibrium asset pricing in directed networks 0 0 0 23 1 3 5 77
Has there always been underpricing and long-run underperformance? IPOs in Germany before World War I 0 0 0 9 4 7 9 61
Internationally Cross-Listed Stock Prices During Overlapping Trading Hours: Price Discovery and Exchange Rate Effects 0 0 0 209 8 14 14 606
Is Jump Risk Priced? - What We Can (and Cannot) Learn From Option Hedging Errors 0 0 0 265 4 5 5 1,179
Is volatility risk priced? Properties of tests based on option hedging errors 0 0 0 34 2 3 4 118
Money-back guarantees in individual pension accounts: Evidence from the German pension reform 0 0 0 6 1 5 6 36
Over-allotment options in IPOs on Germany's Neuer Markt: An empirical investigation 0 0 0 6 4 8 10 61
Price Discovery in International Equity Trading 0 0 0 158 5 8 10 742
Price discovery in international equity trading 0 1 2 27 2 4 6 298
Temperature shocks and welfare costs 0 0 1 42 5 10 16 93
The Leading Premium 0 0 0 15 4 7 9 52
What does US money market mutual fund reform portend for the European Union? 0 0 0 17 2 2 3 28
When Are Static Superhedging Strategies Optimal? 0 0 0 91 1 1 1 337
Why is the index smile so steep? 0 0 0 86 2 5 6 280
Total Working Papers 1 2 4 1,843 70 123 156 6,511

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 1 101
Attainability of European path-independent claims in incomplete markets 0 0 0 7 1 2 2 108
Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia? 0 0 0 16 1 4 5 71
Discrete-time implementation of continuous-time portfolio strategies 0 0 0 23 1 5 6 77
Discussion of "Bounded Rationality, Rights Offerings, and Optimal Subscription Prices" 0 0 0 3 0 1 2 31
Expiration day effects of stock index derivatives in Germany 1 1 1 42 8 9 15 123
Hedging under model misspecification: All risk factors are equal, but some are more equal than others … 0 0 0 0 1 2 3 57
Internationally cross-listed stock prices during overlapping trading hours: price discovery and exchange rate effects 0 0 0 250 5 8 10 629
MacKenzie, D.: An Engine, Not a Camera. How Financial Models Shape Markets 0 0 0 85 1 2 3 180
Measuring Financial Integration via Idiosyncratic Risk: What Effects Are We Really Picking Up? 0 0 0 23 2 2 4 93
OPTION BETAS: RISK MEASURES FOR OPTIONS 0 0 1 8 2 2 3 29
Optimal portfolios when volatility can jump 0 0 0 51 2 6 7 152
Price impacts of options volume 0 0 1 102 1 3 7 241
Pricing Two Heterogeneous Trees 0 0 0 18 4 5 5 80
Temperature shocks and welfare costs 0 0 1 71 6 12 20 249
Why is the Index Smile So Steep? 0 0 0 3 5 6 6 33
Why is the Index Smile So Steep? 0 0 0 86 7 24 26 289
‘Nobody is perfect’: Asset pricing and long-run survival when heterogeneous investors exhibit different kinds of filtering errors 0 0 0 3 4 15 17 60
Total Journal Articles 1 1 4 795 51 108 142 2,603

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Statistics updated 2026-02-12