Christian Schlag

1.7k total citations
81 papers, 1.0k citations indexed

About

Christian Schlag is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Christian Schlag has authored 81 papers receiving a total of 1.0k indexed citations (citations by other indexed papers that have themselves been cited), including 61 papers in Finance, 40 papers in Economics and Econometrics and 14 papers in General Economics, Econometrics and Finance. Recurrent topics in Christian Schlag's work include Financial Markets and Investment Strategies (43 papers), Stochastic processes and financial applications (35 papers) and Financial Risk and Volatility Modeling (17 papers). Christian Schlag is often cited by papers focused on Financial Markets and Investment Strategies (43 papers), Stochastic processes and financial applications (35 papers) and Financial Risk and Volatility Modeling (17 papers). Christian Schlag collaborates with scholars based in Germany, United States and United Kingdom. Christian Schlag's co-authors include Nicole Branger, Joachim Grammig, Michael Melvin, Hans R. Stoll, Michael Donadelli, Julian Thimme, Max Riedel, Ivan Shaliastovich, Hengjie Ai and Antonio Paradiso and has published in prestigious journals such as Management Science, Review of Financial Studies and The Economic Journal.

In The Last Decade

Christian Schlag

70 papers receiving 991 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Christian Schlag Germany 15 817 644 254 201 81 81 1.0k
Evan W. Anderson United States 10 818 1.0× 719 1.1× 221 0.9× 290 1.4× 201 2.5× 14 1.1k
Claus Munk Denmark 16 701 0.9× 606 0.9× 365 1.4× 93 0.5× 145 1.8× 58 1.0k
Pok‐sang Lam United States 10 528 0.6× 593 0.9× 153 0.6× 337 1.7× 58 0.7× 14 784
Holger Kraft Germany 19 858 1.1× 710 1.1× 241 0.9× 86 0.4× 260 3.2× 98 1.2k
Paul Söderlind Switzerland 15 953 1.2× 947 1.5× 158 0.6× 885 4.4× 46 0.6× 57 1.4k
Carmen Broto Spain 15 545 0.7× 520 0.8× 108 0.4× 394 2.0× 33 0.4× 23 817
John Okunev Australia 19 939 1.1× 906 1.4× 211 0.8× 285 1.4× 135 1.7× 54 1.2k
Stan Beckers United Kingdom 12 912 1.1× 544 0.8× 192 0.8× 239 1.2× 66 0.8× 24 1.1k
Soosung Hwang South Korea 20 902 1.1× 797 1.2× 223 0.9× 167 0.8× 160 2.0× 80 1.1k
Piergiorgio Alessandri Italy 15 717 0.9× 721 1.1× 180 0.7× 397 2.0× 34 0.4× 34 1.1k

Countries citing papers authored by Christian Schlag

Since Specialization
Citations

This map shows the geographic impact of Christian Schlag's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Christian Schlag with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Christian Schlag more than expected).

Fields of papers citing papers by Christian Schlag

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Christian Schlag. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Christian Schlag. The network helps show where Christian Schlag may publish in the future.

Co-authorship network of co-authors of Christian Schlag

This figure shows the co-authorship network connecting the top 25 collaborators of Christian Schlag. A scholar is included among the top collaborators of Christian Schlag based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Christian Schlag. Christian Schlag is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Schlag, Christian, et al.. (2024). GMM weighting matrices in cross-sectional asset pricing tests. Journal of Banking & Finance. 162. 107123–107123. 3 indexed citations
2.
Dittmar, Robert F., Christian Schlag, & Julian Thimme. (2024). Nonsubstitutable Consumption Growth Risk. Management Science. 71(6). 4847–4876.
3.
Barth, Andreas & Christian Schlag. (2023). Inferring Investor Preferences for Sustainable Investment from Asset Prices. SSRN Electronic Journal.
4.
Schlag, Christian, et al.. (2023). Passive Investing and Market Quality. SSRN Electronic Journal.
5.
Schlag, Christian, et al.. (2022). Extreme Inflation and Time-Varying Expected Consumption Growth. Management Science. 69(5). 2972–3002. 2 indexed citations
6.
Schlag, Christian, et al.. (2022). Extreme Inflation and Time-Varying Expected Consumption Growth. SSRN Electronic Journal.
7.
Schlag, Christian, et al.. (2020). GMM Weighting Matrices In Cross-Sectional Asset Pricing Tests. SSRN Electronic Journal. 2 indexed citations
8.
Branger, Nicole, et al.. (2019). Optimists and pessimists in (in)complete markets. Publication Server of Goethe University Frankfurt am Main (Goethe University Frankfurt).
9.
Schlag, Christian, et al.. (2019). Extreme Inflation and Time-Varying Consumption Growth. SSRN Electronic Journal. 3 indexed citations
10.
Dittmar, Robert F., Christian Schlag, & Julian Thimme. (2018). Fuel is Pumping Premiums: A Consumption-Based Explanation of the Value Anomaly. SSRN Electronic Journal. 2 indexed citations
11.
Branger, Nicole, et al.. (2014). Equilibrium Asset Pricing in Networks with Mutually Exciting Jumps. SSRN Electronic Journal.
12.
Buss, Adrian, Christian Schlag, & Grigory Vilkov. (2009). CAPM with Option-Implied Betas: Another Rescue Attempt. SSRN Electronic Journal. 1 indexed citations
13.
Maurer, Raimond, Christian Schlag, & Michael Z. Stamos. (2007). Optimal Life-Cycle Strategies in the Presence of Interest Rate and Inflation Risk. SSRN Electronic Journal. 8 indexed citations
14.
Branger, Nicole & Christian Schlag. (2004). Zinsderivate : Modelle und Bewertung. Springer eBooks. 3 indexed citations
15.
Branger, Nicole & Christian Schlag. (2004). Why is the Index Smile So Steep?. European Finance Review. 8(1). 109–127. 30 indexed citations
16.
Grammig, Joachim, Christian Schlag, & Michael Melvin. (2004). The Role of U.S. Trading in Pricing Internationally Cross-Listed Stocks. SSRN Electronic Journal. 23 indexed citations
17.
Grammig, Joachim, Michael Melvin, & Christian Schlag. (2001). Price Discovery in International Equity Trading. SSRN Electronic Journal. 20 indexed citations
18.
Schlag, Christian. (1999). Expiration Day Effects of Stock Index Derivatives in Germany. SSRN Electronic Journal. 1 indexed citations
19.
Schlag, Christian, et al.. (1992). Die Bewertung des DAX-Future-Kontrakts an der Deutschen Terminbörse. Zeitschrift für Bankrecht und Bankwirtschaft. 4(4). 299–307. 2 indexed citations
20.
Schlag, Christian. (1991). Der Einfluß der Deutschen Terminbörse auf Volatilität und Wertpapierrisiko am Frankfurter Aktienmarkt. Zeitschrift für Bankrecht und Bankwirtschaft. 3(2). 92–98. 2 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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