| Christian Schlag, Kailin Zeng | Horizontal Industry Relationships and Return Predictability
Journal of Empirical Finance |
Financial Markets
| 2019 |
| Nicole Branger, Paulo Rodrigues, Christian Schlag | Level and Slope of Volatility Smiles in Long-Run Risk Models
Journal of Economic Dynamics and Control |
Financial Markets,
Systemic Risk Lab
| 2018 |
| Hengije Ai, Jun E. Li, Kai Li, Christian Schlag | The Collateralizability Premium
Review of Financial Studies |
Financial Markets
| 2020 |
| Christian Schlag, Michael Semenischev, Julian Thimme | Predictability and the Cross-Section of Expected Returns: A Challenge for Asset Pricing Models
forthcoming in Management Science |
Financial Markets
| 2020 |
| Nicole Branger, Christian Schlag, Lue Wu | "Nobody is Perfect": Asset Pricing and Long-Run Survival When Heterogeneous Investors Exhibit Different Kinds of Filtering Errors
Journal of Economic Dynamics and Control |
Financial Markets
| 2015 |
| Nicole Branger, Patrick Konermann, Christian Schlag | Optimists and Pessimists in (In)Complete Markets
Journal of Financial and Quantitative Analysis |
Financial Markets
| 2020 |
| Michael Donadelli, Marcus Jüppner, Max Riedel, Christian Schlag | Temperature Shocks and Welfare Costs
Journal of Economic Dynamics and Control |
Financial Markets
| 2017 |
| Nicole Branger, Patrick Konermann, Christoph Meinerding, Christian Schlag | Equilibrium Asset Pricing in Directed Networks
forthcoming in Review of Finance |
Financial Markets,
Systemic Risk Lab
| 2020 |
| Darien Huang, Christian Schlag, Ivan Shaliastovich, Julian Thimme | Volatility-of-Volatility Risk
Journal of Financial and Quantitative Analysis |
Financial Markets
| 2019 |
| Christian Schlag, Julian Thimme, Rüdiger Weber | Implied Volatility Duration: A Measure for the Timing of Uncertainty Resolution
forthcoming in Journal of Financial Economics |
Financial Markets
| 2020 |
