Access Statistics for Maik Schmeling

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comprehensive Look at Financial Volatility Prediction by Economic Variables 0 0 0 131 0 0 1 324
A Comprehensive Look at Financial Volatility Prediction by Economic Variables 0 0 4 102 0 1 10 282
A Prospect-Theoretical Interpretation of Momentum Returns 0 0 0 376 0 0 3 808
Are all professional investors sophisticated? 0 0 1 143 0 1 7 580
Automating Exchange Rate Target Zones: Intervention via an Electronic Limit Order Book 0 0 0 66 0 0 0 324
Carry Trades and Global FX Volatility 0 1 2 425 1 3 13 1,011
Carry Trades and Global Foreign Exchange Volatility 0 0 1 254 0 1 7 571
Crypto carry 1 2 11 38 2 6 32 105
Currency Momentum Strategies 0 0 1 279 2 7 25 1,521
Currency Momentum Strategies 0 0 1 148 0 0 5 522
Currency Momentum Strategies 0 0 1 102 0 1 9 434
Currency Value 0 0 0 111 0 2 4 179
Deciphering Monetary Policy Shocks 0 0 1 7 0 0 4 24
Dividend predictability around the world 0 0 0 81 0 0 0 314
Does Central Bank Tone Move Asset Prices? 0 0 11 146 3 5 30 481
Exchange Rate Management in Emerging Markets: Intervention via an Electronic Limit Order Book 0 0 1 87 0 0 4 300
Exchange Rates and Sovereign Risk 0 0 1 16 1 3 7 51
Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations? 0 0 0 192 0 0 2 496
Foreign Exchange Intervention: A New Database 0 0 3 41 0 2 5 139
Foreign exchange intervention: A new database 0 0 0 5 0 0 4 16
Foreign exchange intervention: A new database 0 0 1 57 0 3 7 83
Global Asset Allocation Shifts 0 0 1 41 0 3 6 156
Global Asset Pricing: Is There a Role for Long-run Consumption Risk? 0 0 0 59 0 0 0 166
Higher-order beliefs among professional stock market forecasters: some first empirical tests 0 0 0 105 0 0 0 342
Information flows in foreign exchange markets: dissecting customer currency trades 0 1 1 136 0 1 4 485
Institutional and Individual Sentiment: Smart Money and Noise Trader Risk 0 0 1 663 0 1 15 2,052
Investor sentiment and stock returns: Some international evidence 0 1 6 796 0 5 27 2,112
Limit-Order Submission Strategies under Asymmetric Information 1 1 1 126 1 1 3 310
Local Information in Foreign Exchange Markets 0 0 0 179 0 0 0 533
Macro Expectations, Aggregate Uncertainty, and Expected Term Premia 0 0 0 63 0 0 1 165
Macro expectations, aggregate uncertainty, and expected term premia 0 0 0 44 1 1 1 220
Monetary policy expectation errors 0 0 3 31 0 0 7 54
Non-performing loans - new risks and policies? NPL resolution after COVID-19: Main differences to previous crises 0 0 0 34 0 1 5 81
Quantifying survey expectations: What's wrong with the probability approach? 0 0 0 65 0 1 3 279
Short-term Momentum 0 1 3 46 1 6 11 112
The FOMC Risk Shift 0 0 0 58 0 1 4 113
The FOMC risk shift 0 0 1 27 1 3 6 37
Trader see, trader do: How do (small) FX traders react to large counterparties' trades? 0 0 0 117 0 0 0 1,114
What is Libra? Understanding Facebook's currency 0 1 1 77 1 2 5 108
What moves markets? 0 0 1 39 0 0 8 50
Which Fundamentals Drive Exchange Rates? A Cross-Sectional Perspective 0 0 0 89 0 0 3 271
Whose trades convey information? Evidence from a cross-section of traders 0 0 0 246 0 0 2 695
Total Working Papers 2 8 59 5,848 14 61 290 18,020

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A comprehensive look at financial volatility prediction by economic variables 0 0 0 0 0 2 4 232
A prospect-theoretical interpretation of momentum returns 0 0 0 44 1 1 2 148
Capital market integration and consumption risk sharing over the long run 0 0 3 46 0 1 9 151
Carry Trades and Global Foreign Exchange Volatility 0 0 3 210 0 3 20 641
Currency Value 2 2 4 80 2 6 12 261
Currency momentum strategies 0 3 12 414 2 11 48 1,357
Dividend Predictability Around the World 0 0 0 10 0 0 1 68
Exchange Rates and Sovereign Risk 0 1 4 8 0 6 15 31
Exchange rate management in emerging markets: Intervention via an electronic limit order book 0 0 0 80 1 2 5 406
Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations? 0 0 0 88 1 2 3 299
Information Flows in Foreign Exchange Markets: Dissecting Customer Currency Trades 0 0 0 16 1 2 4 139
Institutional and individual sentiment: Smart money and noise trader risk? 0 0 3 208 0 0 6 629
Investor sentiment and stock returns: Some international evidence 0 3 13 568 1 14 63 1,836
Limit-order submission strategies under asymmetric information 0 0 1 44 0 0 2 189
Local information in foreign exchange markets 0 0 0 31 0 0 1 203
Macro-expectations, aggregate uncertainty, and expected term premia 0 0 0 67 1 3 4 248
Monetary policy expectation errors 0 0 2 18 1 1 8 62
Quantifying survey expectations: What’s wrong with the probability approach? 0 0 0 26 1 1 2 124
Short-term Momentum 1 5 6 27 3 8 19 79
The FOMC Risk Shift 0 0 3 23 1 3 22 105
Trader see, trader do: How do (small) FX traders react to large counterparties' trades? 0 0 0 25 0 0 1 445
What do professional forecasters' stock market expectations tell us about herding, information extraction and beauty contests? 0 0 0 21 0 1 5 108
Which Fundamentals Drive Exchange Rates? A Cross‐Sectional Perspective 0 0 2 60 3 4 9 174
Whose trades convey information? Evidence from a cross-section of traders 0 0 1 63 0 0 6 258
Total Journal Articles 3 14 57 2,177 19 71 271 8,193

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Statistics updated 2025-10-06