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Hedging under model misspecification : all risk factors are equal, but some are more equal than others ...
Branger, Nicole; Krautheim, Eva; Schlag, Christian; … - In: The journal of futures markets 32 (2012) 5, pp. 397-430
Persistent link: https://www.econbiz.de/10010218780
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The case for herding is stronger than you think
Bohl, Martin T.; Branger, Nicole; Trede, Mark - In: Journal of banking & finance 85 (2017), pp. 30-40
Persistent link: https://www.econbiz.de/10011816847
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What does US money market mutual fund reform portend for the European Union?
Lewis, Craig M.; Schlag, Christian - 2014
On 23 July 2014, the U.S. Securities and Exchange Commission (SEC) passed the "Money Market Reform: Amendments to Form PF ," designed to prevent investor runs on money market mutual funds such as those experienced in institutional prime funds following the bankruptcy of Lehman Brothers. The...
Persistent link: https://www.econbiz.de/10010424706
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Internationally cross-listed stock prices during overlapping trading hours : price discovery and exchange rate effects
Grammig, Joachim; Melvin, Michael; Schlag, Christian - In: Journal of empirical finance 12 (2005) 1, pp. 139-164
Persistent link: https://www.econbiz.de/10002643549
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Price discovery in international equity trading
Grammig, Joachim; Melvin, Michael; Schlag, Christian - 2001
Persistent link: https://www.econbiz.de/10001619014
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The collateralizability premium
Ai, Hengjie; Li, Jun E.; Li, Kai; Schlag, Christian - In: The review of financial studies 33 (2020) 12, pp. 5821-5855
Persistent link: https://www.econbiz.de/10012387492
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The leading premium
Croce, Mariano M.; Marchuk, Tatyana; Schlag, Christian - 2019
Persistent link: https://www.econbiz.de/10011999132
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The leading premium
Croce, Mariano M.; Marchuk, Tatyana; Schlag, Christian - In: Essays in asset pricing and financial intermediation, (pp. 1-51). 2017
Persistent link: https://www.econbiz.de/10012028539
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The leading premium
Croce, Mariano M.; Marchuk, Tatyana; Schlag, Christian - 2018
Persistent link: https://www.econbiz.de/10011861014
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Price discovery in international equity trading
Grammig, Joachim - 2001
Persistent link: https://www.econbiz.de/10013444442