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Expiration day effects of stock index derivatives in Germany
Schlag, Christian - In: European financial management : the journal of the … 2 (1996) 1, pp. 69-95
Persistent link: https://www.econbiz.de/10001196746
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Discussion of "Bounded rationality, rights offerings, and optimal subscription prices"
Schlag, Christian - In: Schmalenbach business review : sbr 60 (2008) 3, pp. 249-250
Persistent link: https://www.econbiz.de/10003730791
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An explorative investigation of intraday trading on the German stock market
Kirchner, Tobias; Schlag, Christian - In: Finanzmarkt und Portfolio-Management 12 (1998) 1, pp. 13-31
Persistent link: https://www.econbiz.de/10001407024
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Bewertungstechniken bei Zinsunsicherheit
Madjlessi, Foruhar - In: Journal of business economics : JBE 66 (1996) 2, pp. 167-189
Persistent link: https://www.econbiz.de/10001193608
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"Nobody is perfect" : asset pricing and long-run survival when heterogeneous investors exhibit different kinds of filtering errors
Branger, Nicole; Schlag, Christian; Wu, Lue - In: Journal of economic dynamics & control 61 (2015), pp. 303-333
Persistent link: https://www.econbiz.de/10011589540
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Temperature shocks and welfare costs
Donadelli, M.; Jüppner, M.; Riedel, M.; Schlag, Christian - In: Journal of economic dynamics & control 82 (2017), pp. 331-355
Persistent link: https://www.econbiz.de/10011915576
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Level and slope of volatility smiles in long-run risk models
Branger, Nicole; Rodrigues, Paulo Jorge Maurício; … - In: Journal of economic dynamics & control 86 (2018), pp. 95-122
Persistent link: https://www.econbiz.de/10011973857
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Why is the index smile so steep?
Branger, Nicole; Schlag, Christian - In: Review of finance : journal of the European Finance … 8 (2004) 1, pp. 109-127
Persistent link: https://www.econbiz.de/10002390132
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Can tests based on option hedging errors correctly identify volatility risk premia?
Branger, Nicole; Schlag, Christian - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 4, pp. 1055-1090
Persistent link: https://www.econbiz.de/10003811376
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Pricing two heterogeneous trees
Branger, Nicole; Schlag, Christian; Wu, Lue - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 5, pp. 1437-1462
Persistent link: https://www.econbiz.de/10009424111