Christian Schlag
Names
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Christian |
| last: |
Schlag |
Identifer
Contact
Affiliations
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Leibniz-Institut für Finanzmarktforschung SAFE (Sustainable Architecture for Finance in Europe) (weight: 10%)
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Goethe Universität Frankfurt am Main
/ Fachbereich Wirtschaftswissenschaft
/ Abteilung Finanzen (weight: 90%)
Research profile
author of:
- Price Discovery in International Equity Trading (RePEc:asu:wpaper:2133299)
by Michael Melvin & Joachim Grammig & Christian Schlag - Expiration day effects of stock index derivatives in Germany (RePEc:bla:eufman:v:2:y:1996:i:1:p:69-95)
by Christian Schlag - Price discovery in international equity trading (RePEc:cor:louvco:2001028)
by GRAMMIG, Joachim & MELVIN, Michael & SCHLAG, Christian - Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia? (RePEc:cup:jfinqa:v:43:y:2008:i:04:p:1055-1090_01)
by Branger, Nicole & Schlag, Christian - Pricing Two Heterogeneous Trees (RePEc:cup:jfinqa:v:46:y:2011:i:05:p:1437-1462_00)
by Branger, Nicole & Schlag, Christian & Wu, Lue - ‘Nobody is perfect’: Asset pricing and long-run survival when heterogeneous investors exhibit different kinds of filtering errors (RePEc:eee:dyncon:v:61:y:2015:i:c:p:303-333)
by Branger, Nicole & Schlag, Christian & Wu, Lue - Temperature shocks and welfare costs (RePEc:eee:dyncon:v:82:y:2017:i:c:p:331-355)
by Donadelli, M. & Jüppner, M. & Riedel, M. & Schlag, C. - Internationally cross-listed stock prices during overlapping trading hours: price discovery and exchange rate effects (RePEc:eee:empfin:v:12:y:2005:i:1:p:139-164)
by Grammig, Joachim & Melvin, Michael & Schlag, Christian - Attainability of European path-independent claims in incomplete markets (RePEc:eee:finlet:v:1:y:2004:i:3:p:190-195)
by Branger, Nicole & Esser, Angelika & Schlag, Christian - Price impacts of options volume (RePEc:eee:finmar:v:8:y:2005:i:1:p:69-87)
by Schlag, Christian & Stoll, Hans - An empirical examination of the effect of dividend taxation on asset pricing and returns in Germany (RePEc:eee:glofin:v:10:y:1999:i:1:p:35-52)
by Murphy, A. & Schlag, C. - Optimal portfolios when volatility can jump (RePEc:eee:jbfina:v:32:y:2008:i:6:p:1087-1097)
by Branger, Nicole & Schlag, Christian & Schneider, Eva - Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia? (RePEc:fra:franaf:136)
by Nicole Branger & Christian Schlag - When Are Static Superhedging Strategies Optimal? (RePEc:fra:franaf:138)
by Nicole Branger & Angelika Esser & Christian Schlag - Is Jump Risk Priced? - What We Can (and Cannot) Learn From Option Hedging Errors (RePEc:fra:franaf:140)
by Nicole Branger & Christian Schlag - An Empirical Comparison of Alternative Stochastic Volatility Models (RePEc:fra:franaf:38)
by Michael Belledin & Christian Schlag - A Note on Forward and Backward Partial Differential Equations for Derivative Contracts with Forwards as Underlyings (RePEc:fra:franaf:76)
by Angelika Esser & Christian Schlag - Internationally Cross-Listed Stock Prices During Overlapping Trading Hours: Price Discovery and Exchange Rate Effects (RePEc:fra:franaf:78)
by Joachim Grammig & Michael Melvin & Christian Schlag - Why is the Index Smile So Steep? (RePEc:kap:eurfin:v:8:y:2004:i:1:p:109-127)
by Nicole Branger & Christian Schlag - MacKenzie, D.: An Engine, Not a Camera. How Financial Models Shape Markets (RePEc:kap:jeczfn:v:92:y:2007:i:1:p:89-91)
by Christian Schlag - Measuring Financial Integration via Idiosyncratic Risk: What Effects Are We Really Picking Up? (RePEc:mcb:jmoncb:v:39:y:2007:i:5:p:1267-1273)
by David C. Parsley & Christian Schlag - Is volatility risk priced? Properties of tests based on option hedging errors (RePEc:mmf:mmfc03:8)
by Nicole Branger & Christian Schlag - Why is the index smile so steep? (RePEc:mmf:mmfc03:84)
by Christian Schlag & Nicole Branger - The Leading Premium (RePEc:nbr:nberwo:25633)
by M. Max Croce & Tatyana Marchuk & Christian Schlag - Why is the Index Smile So Steep? (RePEc:oup:revfin:v:8:y:2004:i:1:p:109-127.)
by Nicole Branger & Christian Schlag - Asset Collateralizability and the Cross-Section of Expected Returns (RePEc:red:sed017:1029)
by Kai Li & Jun Li & Christian Schlag & Hengjie Ai - Discussion of "Bounded Rationality, Rights Offerings, and Optimal Subscription Prices" (RePEc:sbr:abstra:v:60:y:2008:i:3:p:249-250)
by Christian Schlag - Discrete-Time Implementation of Continuous-Time Portfolio Strategies (RePEc:sce:scecfa:393)
by Beate Breuer & Nicole Branger & Christian Schlag - Discrete-time implementation of continuous-time portfolio strategies (RePEc:taf:eurjfi:v:16:y:2010:i:2:p:137-152)
by Nicole Branger & Beate Breuer & Christian Schlag - Hedging under model misspecification: All risk factors are equal, but some are more equal than others … (RePEc:wly:jfutmk:v:32:y:2012:i:5:p:397-430)
by Nicole Branger & Eva Krautheim & Christian Schlag & Norman Seeger - Option Betas: Risk Measures For Options (RePEc:wsi:ijtafx:v:10:y:2007:i:07:n:s0219024907004585)
by Nicole Branger & Christian Schlag - Has there always been underpricing and long-run underperformance? IPOs in Germany before World War I (RePEc:zbw:cfswop:200012)
by Schlag, Christian & Wodrich, Anja - Money-back guarantees in individual pension accounts: Evidence from the German pension reform (RePEc:zbw:cfswop:200203)
by Maurer, Raimond H. & Schlag, Christian - Over-allotment options in IPOs on Germany's Neuer Markt: An empirical investigation (RePEc:zbw:cfswop:200216)
by Franzke, Stefanie A. & Schlag, Christian - What does US money market mutual fund reform portend for the European Union? (RePEc:zbw:safewh:24)
by Lewis, Craig M. & Schlag, Christian - "Nobody is perfect": Asset pricing and long-run survival when heterogeneous investors exhibit different kinds of filtering errors (RePEc:zbw:safewp:114)
by Branger, Nicole & Schlag, Christian & Wu, Lue - Commodities, financialization, and heterogeneous agents (RePEc:zbw:safewp:131)
by Branger, Nicole & Grüning, Patrick & Schlag, Christian - Commodities, financialization, and heterogeneous agents (RePEc:zbw:safewp:131r)
by Branger, Nicole & Grüning, Patrick & Schlag, Christian - Temperature shocks and welfare costs (RePEc:zbw:safewp:177)
by Donadelli, Michael & Jüppner, Marcus & Riedel, Max & Schlag, Christian - Equilibrium asset pricing in directed networks (RePEc:zbw:safewp:74)
by Branger, Nicole & Konermann, Patrick & Meinerding, Christoph & Schlag, Christian