| The skew risk premium in the equity index market R Kozhan, A Neuberger, P Schneider The Review of Financial Studies 26 (9), 2174-2203, 2013 | 253 | 2013 |
| Low‐risk anomalies? P Schneider, C Wagner, J Zechner The Journal of Finance 75 (5), 2673-2718, 2020 | 167 | 2020 |
| Properties of foreign exchange risk premiums L Sarno, P Schneider, C Wagner Journal of Financial Economics 105 (2), 279-310, 2012 | 166 | 2012 |
| Density approximations for multivariate affine jump-diffusion processes D Filipović, E Mayerhofer, P Schneider Journal of Econometrics 176 (2), 93-111, 2013 | 148 | 2013 |
| The economic role of jumps and recovery rates in the market for corporate default risk P Schneider, L Sögner, T Veža Journal of Financial and Quantitative Analysis 45 (6), 1517-1547, 2010 | 89 | 2010 |
| The economic value of predicting bond risk premia L Sarno, P Schneider, C Wagner Journal of Empirical Finance 37, 247-267, 2016 | 78 | 2016 |
| Fear trading P Schneider, F Trojani Swiss Finance Institute Research Paper, 2015 | 51 | 2015 |
| Divergence and the Price of Uncertainty P Schneider, F Trojani Journal of Financial Econometrics 17 (3), 341-396, 2019 | 47 | 2019 |
| Generalized risk premia P Schneider Journal of Financial Economics 116 (3), 487-504, 2015 | 43 | 2015 |
| (Almost) model‐free recovery P Schneider, F Trojani The Journal of Finance 74 (1), 323-370, 2019 | 40 | 2019 |
| Bayesian inference for discretely sampled Markov processes with closed-form likelihood expansions O Stramer, M Bognar, P Schneider Journal of Financial Econometrics 8 (4), 450-480, 2010 | 38 | 2010 |
| An anatomy of the market return P Schneider Journal of Financial Economics 132 (2), 325-350, 2019 | 30 | 2019 |
| Pricing options with Green's functions when volatility, interest rate and barriers depend on time G Dorfleitner, P Schneider, K Hawlitschek, A Buch Quantitative finance 8 (2), 119-133, 2008 | 20 | 2008 |
| The economic value of predicting bond risk premia: Can anything beat the expectations hypothesis L Sarno, P Schneider, C Wagner Cass Business School and Centre for Economic Policy Research (CEPR) Working …, 2014 | 17 | 2014 |
| Flexing the default barrier G Dorfleitner, P Schneider, T Veža Quantitative Finance 11 (12), 1729-1743, 2011 | 11 | 2011 |
| Flexing the default barrier G Dorfleitner, P Schneider, T Veža Quantitative Finance 11 (12), 1729-1743, 2011 | 11 | 2011 |
| Empirical asset pricing with nonlinear risk premia A Mijatović, P Schneider Journal of Financial Econometrics 12 (3), 479-506, 2014 | 10 | 2014 |
| Globally optimal parameter estimates for nonlinear diffusions A Mijatović, P Schneider | 4 | 2010 |
| An Anatomy of the Equity Premium P Schneider Swiss Finance Institute, 2016 | 3* | 2016 |
Christian WagnerProfessor of Finance, WU Vienna University of Economics and BusinessVerified email at wu.ac.at
