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Christian Schlag

Personal Details

First Name:Christian
Middle Name:
Last Name:Schlag
Suffix:
RePEc Short-ID:psc783

Affiliation

Abteilung Finanzen
Fachbereich Wirtschaftswissenschaft
Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany
http://www.finance.uni-frankfurt.de/
RePEc:edi:afffmde (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Branger, Nicole & Konermann, Patrick & Meinerding, Christoph & Schlag, Christian, 2020. "Equilibrium asset pricing in directed networks," SAFE Working Paper Series 74, Leibniz Institute for Financial Research SAFE, revised 2020.
  2. M. Max Croce & Tatyana Marchuk & Christian Schlag, 2019. "The Leading Premium," NBER Working Papers 25633, National Bureau of Economic Research, Inc.
  3. Donadelli, Michael & Jüppner, Marcus & Riedel, Max & Schlag, Christian, 2017. "Temperature shocks and welfare costs," SAFE Working Paper Series 177, Leibniz Institute for Financial Research SAFE.
  4. Kai Li & Jun Li & Christian Schlag & Hengjie Ai, 2017. "Asset Collateralizability and the Cross-Section of Expected Returns," 2017 Meeting Papers 1029, Society for Economic Dynamics.
  5. Branger, Nicole & Grüning, Patrick & Schlag, Christian, 2016. "Commodities, financialization, and heterogeneous agents," SAFE Working Paper Series 131, Leibniz Institute for Financial Research SAFE.
  6. Branger, Nicole & Schlag, Christian & Wu, Lue, 2015. ""Nobody is perfect": Asset pricing and long-run survival when heterogeneous investors exhibit different kinds of filtering errors," SAFE Working Paper Series 114, Leibniz Institute for Financial Research SAFE.
  7. Lewis, Craig M. & Schlag, Christian, 2014. "What does US money market mutual fund reform portend for the European Union?," SAFE White Paper Series 24, Leibniz Institute for Financial Research SAFE.
  8. Nicole Branger & Christian Schlag, 2008. "Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia?," Working Paper Series: Finance and Accounting 136, Department of Finance, Goethe University Frankfurt am Main.
  9. Beate Breuer & Nicole Branger & Christian Schlag, 2006. "Discrete-Time Implementation of Continuous-Time Portfolio Strategies," Computing in Economics and Finance 2006 393, Society for Computational Economics.
  10. Joachim Grammig & Michael Melvin & Christian Schlag, 2005. "Internationally Cross-Listed Stock Prices During Overlapping Trading Hours: Price Discovery and Exchange Rate Effects," Working Paper Series: Finance and Accounting 78, Department of Finance, Goethe University Frankfurt am Main.
  11. Christian Schlag & Nicole Branger, 2004. "Why is the index smile so steep?," Money Macro and Finance (MMF) Research Group Conference 2003 84, Money Macro and Finance Research Group.
  12. Nicole Branger & Christian Schlag, 2004. "Is volatility risk priced? Properties of tests based on option hedging errors," Money Macro and Finance (MMF) Research Group Conference 2003 8, Money Macro and Finance Research Group.
  13. Nicole Branger & Christian Schlag, 2004. "Is Jump Risk Priced? - What We Can (and Cannot) Learn From Option Hedging Errors," Working Paper Series: Finance and Accounting 140, Department of Finance, Goethe University Frankfurt am Main.
  14. Nicole Branger & Angelika Esser & Christian Schlag, 2004. "When Are Static Superhedging Strategies Optimal?," Working Paper Series: Finance and Accounting 138, Department of Finance, Goethe University Frankfurt am Main.
  15. Franzke, Stefanie A. & Schlag, Christian, 2003. "Over-allotment options in IPOs on Germany's Neuer Markt: An empirical investigation," CFS Working Paper Series 2002/16, Center for Financial Studies (CFS).
  16. Maurer, Raimond H. & Schlag, Christian, 2002. "Money-back guarantees in individual pension accounts: Evidence from the German pension reform," CFS Working Paper Series 2002/03, Center for Financial Studies (CFS).
  17. Angelika Esser & Christian Schlag, 2002. "A Note on Forward and Backward Partial Differential Equations for Derivative Contracts with Forwards as Underlyings," Working Paper Series: Finance and Accounting 76, Department of Finance, Goethe University Frankfurt am Main.
  18. Schlag, Christian & Wodrich, Anja, 2000. "Has there always been underpricing and long-run underperformance? IPOs in Germany before World War I," CFS Working Paper Series 2000/12, Center for Financial Studies (CFS).
  19. Michael Belledin & Christian Schlag, 1999. "An Empirical Comparison of Alternative Stochastic Volatility Models," Working Paper Series: Finance and Accounting 38, Department of Finance, Goethe University Frankfurt am Main.
  20. Michael Melvin & Joachim Grammig & Christian Schlag, "undated". "Price Discovery in International Equity Trading," Working Papers 2133299, Department of Economics, W. P. Carey School of Business, Arizona State University.

Articles

  1. Donadelli, M. & Jüppner, M. & Riedel, M. & Schlag, C., 2017. "Temperature shocks and welfare costs," Journal of Economic Dynamics and Control, Elsevier, vol. 82(C), pages 331-355.
  2. Branger, Nicole & Schlag, Christian & Wu, Lue, 2015. "‘Nobody is perfect’: Asset pricing and long-run survival when heterogeneous investors exhibit different kinds of filtering errors," Journal of Economic Dynamics and Control, Elsevier, vol. 61(C), pages 303-333.
  3. Nicole Branger & Eva Krautheim & Christian Schlag & Norman Seeger, 2012. "Hedging under model misspecification: All risk factors are equal, but some are more equal than others …," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 32(5), pages 397-430, May.
  4. Branger, Nicole & Schlag, Christian & Wu, Lue, 2011. "Pricing Two Heterogeneous Trees," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 46(5), pages 1437-1462, October.
  5. Nicole Branger & Beate Breuer & Christian Schlag, 2010. "Discrete-time implementation of continuous-time portfolio strategies," The European Journal of Finance, Taylor & Francis Journals, vol. 16(2), pages 137-152.
  6. Christian Schlag, 2008. "Discussion of "Bounded Rationality, Rights Offerings, and Optimal Subscription Prices"," Schmalenbach Business Review (sbr), LMU Munich School of Management, vol. 60(3), pages 249-250, July.
  7. Branger, Nicole & Schlag, Christian & Schneider, Eva, 2008. "Optimal portfolios when volatility can jump," Journal of Banking & Finance, Elsevier, vol. 32(6), pages 1087-1097, June.
  8. Branger, Nicole & Schlag, Christian, 2008. "Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia?," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 43(4), pages 1055-1090, December.
  9. David C. Parsley & Christian Schlag, 2007. "Measuring Financial Integration via Idiosyncratic Risk: What Effects Are We Really Picking Up?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(5), pages 1267-1273, August.
  10. Nicole Branger & Christian Schlag, 2007. "Option Betas: Risk Measures For Options," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 10(07), pages 1137-1157.
  11. Christian Schlag, 2007. "MacKenzie, D.: An Engine, Not a Camera. How Financial Models Shape Markets," Journal of Economics, Springer, vol. 92(1), pages 89-91, September.
  12. Schlag, Christian & Stoll, Hans, 2005. "Price impacts of options volume," Journal of Financial Markets, Elsevier, vol. 8(1), pages 69-87, February.
  13. Grammig, Joachim & Melvin, Michael & Schlag, Christian, 2005. "Internationally cross-listed stock prices during overlapping trading hours: price discovery and exchange rate effects," Journal of Empirical Finance, Elsevier, vol. 12(1), pages 139-164, January.
  14. Nicole Branger & Christian Schlag, 2004. "Why is the Index Smile So Steep?," Review of Finance, Springer, vol. 8(1), pages 109-127.
  15. Branger, Nicole & Esser, Angelika & Schlag, Christian, 2004. "Attainability of European path-independent claims in incomplete markets," Finance Research Letters, Elsevier, vol. 1(3), pages 190-195, September.
  16. Murphy, A. & Schlag, C., 1999. "An empirical examination of the effect of dividend taxation on asset pricing and returns in Germany," Global Finance Journal, Elsevier, vol. 10(1), pages 35-52.
  17. Christian Schlag, 1996. "Expiration day effects of stock index derivatives in Germany," European Financial Management, European Financial Management Association, vol. 2(1), pages 69-95, March.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 11 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FIN: Finance (5) 1999-07-28 2004-12-12 2004-12-12 2004-12-12 2005-05-14. Author is listed
  2. NEP-FMK: Financial Markets (3) 2004-12-12 2004-12-12 2004-12-12
  3. NEP-AGR: Agricultural Economics (2) 2016-04-23 2016-10-16
  4. NEP-MAC: Macroeconomics (2) 2016-04-23 2016-10-16
  5. NEP-RMG: Risk Management (2) 2004-12-12 2004-12-12
  6. NEP-DGE: Dynamic General Equilibrium (1) 2017-08-20
  7. NEP-ECM: Econometrics (1) 1999-07-28
  8. NEP-ENV: Environmental Economics (1) 2017-08-20
  9. NEP-ETS: Econometric Time Series (1) 1999-07-28
  10. NEP-FDG: Financial Development and Growth (1) 2019-03-18
  11. NEP-IFN: International Finance (1) 2005-05-14
  12. NEP-MON: Monetary Economics (1) 2014-12-19
  13. NEP-NET: Network Economics (1) 2014-12-03

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