Christian Schlag
Finance · 2003–2008
A researcher in the Science corpus: 3 papers; trusts 10 researchers and is trusted by 13 researchers here, as inferred from the citation graph.
Subfields
- Finance — 16 citations into it; #2,783 of 10,518 by trust here, #4,260 by citations
- Economics and Econometrics — 14 citations into it
Whom Christian Schlag trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Christian Schlag overall
- Richard O. Michaud
- Robert O. Michaud
- Jing Jian Xiao
- Vicky Henderson
- Joost Driessen
- Eckhard Platen
- John Y. Campbell
- Tom Engsted
- Carl Chiarella
- Michael W. Brandt
Papers from Christian Schlag's perspective
Ordered by how strongly the researchers Christian Schlag trusts endorse each paper. Same corpus, a different order for every researcher.
- Security price adjustment across exchanges: an investigation of common factor components for Dow stocks
- The Impact of Jumps in Volatility and Returns
- Model Specification and Risk Premia: Evidence from Futures Options
- Conflict Theory, Economic Conditions, and Homicide
- Bootstrapping cointegrating regressions
- Cross‐Border Listings and Price Discovery: Evidence from U.S.‐Listed Canadian Stocks
- Price transmission dynamics between ADRs and their underlying foreign securities
- Some recent developments in a concept of causality
- Real trading patterns and prices in spot foreign exchange markets
- Optimal Consumption and Investment Strategies with Stochastic Interest Rates
Their papers
- Optimal portfolios when volatility can jump (2008) — 63 citations
- Internationally cross-listed stock prices during overlapping trading hours: price discovery and exchange rate effects (2005) — 249 citations
- Strategic Asset Allocation: Portfolio Choice for Long‐Term Investors. (2003) — 499 citations