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 2 7 19 342
A Comprehensive Look at Financial Volatility Prediction by Economic Variables 0 0 2 102 5 10 31 309
A Prospect-Theoretical Interpretation of Momentum Returns 0 0 0 376 1 1 4 812
Are all professional investors sophisticated? 0 0 0 143 2 3 11 589
Automating Exchange Rate Target Zones: Intervention via an Electronic Limit Order Book 0 0 0 66 5 6 8 332
Carry Trades and Global FX Volatility 0 0 1 425 5 10 31 1,036
Carry Trades and Global Foreign Exchange Volatility 0 0 1 254 3 11 25 591
Crypto carry 0 3 10 45 6 41 87 181
Currency Momentum Strategies 0 0 2 281 4 17 56 1,569
Currency Momentum Strategies 0 1 2 150 5 8 23 545
Currency Momentum Strategies 0 0 1 102 4 7 26 456
Currency Value 0 1 1 112 1 5 15 190
Deciphering Monetary Policy Shocks 0 1 2 9 3 5 13 37
Dividend predictability around the world 0 0 0 81 0 0 5 319
Does Central Bank Tone Move Asset Prices? 0 1 5 149 5 11 30 502
Exchange Rate Management in Emerging Markets: Intervention via an Electronic Limit Order Book 0 0 0 87 1 3 7 307
Exchange Rates and Sovereign Risk 0 0 1 16 1 5 22 69
Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations? 0 0 0 192 2 5 24 520
Foreign Exchange Intervention: A New Database 0 1 1 42 3 4 16 153
Foreign exchange intervention: A new database 0 0 0 5 3 4 6 22
Foreign exchange intervention: A new database 0 0 1 58 3 6 19 99
Global Asset Allocation Shifts 0 0 0 41 4 12 23 176
Global Asset Pricing: Is There a Role for Long-run Consumption Risk? 0 0 0 59 2 2 6 172
Higher-order beliefs among professional stock market forecasters: some first empirical tests 0 0 0 105 3 3 8 350
Information flows in foreign exchange markets: dissecting customer currency trades 0 0 1 136 1 7 16 500
Institutional and Individual Sentiment: Smart Money and Noise Trader Risk 0 0 0 663 7 13 24 2,074
Investor sentiment and stock returns: Some international evidence 0 0 4 797 5 10 53 2,154
Limit-Order Submission Strategies under Asymmetric Information 0 0 1 126 3 6 11 320
Local Information in Foreign Exchange Markets 0 0 0 179 2 4 9 542
Macro Expectations, Aggregate Uncertainty, and Expected Term Premia 0 0 0 63 4 5 12 176
Macro expectations, aggregate uncertainty, and expected term premia 0 0 0 44 1 1 8 227
Monetary policy expectation errors 0 2 3 33 3 5 13 65
Non-performing loans - new risks and policies? NPL resolution after COVID-19: Main differences to previous crises 0 0 0 34 3 3 17 97
Quantifying survey expectations: What's wrong with the probability approach? 0 0 0 65 1 1 9 287
Short-term Momentum 0 2 4 48 6 19 38 143
The FOMC Risk Shift 0 0 0 58 5 7 15 127
The FOMC risk shift 0 0 0 27 4 5 23 57
Trader see, trader do: How do (small) FX traders react to large counterparties' trades? 0 0 0 117 0 3 12 1,126
What is Libra? Understanding Facebook's currency 0 0 1 77 3 4 8 113
What moves markets? 0 0 0 39 3 7 23 71
Which Fundamentals Drive Exchange Rates? A Cross-Sectional Perspective 0 0 0 89 3 7 15 286
Whose trades convey information? Evidence from a cross-section of traders 0 0 0 246 1 3 24 719
Total Working Papers 0 12 44 5,872 128 296 845 18,762

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 4 8 21 250
A prospect-theoretical interpretation of momentum returns 0 0 0 44 1 2 10 157
Capital market integration and consumption risk sharing over the long run 1 1 1 47 1 2 17 166
Carry Trades and Global Foreign Exchange Volatility 0 1 4 213 9 18 40 673
Currency Value 0 0 4 82 1 4 24 279
Currency momentum strategies 2 6 18 425 15 42 100 1,435
Dividend Predictability Around the World 0 0 0 10 3 4 8 76
Exchange Rates and Sovereign Risk 3 3 6 12 10 14 35 57
Exchange rate management in emerging markets: Intervention via an electronic limit order book 0 0 0 80 1 2 13 417
Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations? 0 0 0 88 3 6 16 312
Information Flows in Foreign Exchange Markets: Dissecting Customer Currency Trades 0 0 0 16 1 3 11 147
Institutional and individual sentiment: Smart money and noise trader risk? 0 0 1 208 1 3 16 644
Investor sentiment and stock returns: Some international evidence 0 1 10 574 4 25 76 1,881
Limit-order submission strategies under asymmetric information 0 0 0 44 5 7 9 198
Local information in foreign exchange markets 0 0 0 31 1 2 8 211
Macro-expectations, aggregate uncertainty, and expected term premia 0 0 0 67 3 5 17 262
Monetary policy expectation errors 1 1 6 24 3 4 22 81
Quantifying survey expectations: What’s wrong with the probability approach? 0 0 0 26 3 5 12 134
Short-term Momentum 0 1 9 31 3 7 32 102
The FOMC Risk Shift 0 0 4 26 5 12 46 145
Trader see, trader do: How do (small) FX traders react to large counterparties' trades? 0 0 0 25 3 5 12 456
What do professional forecasters' stock market expectations tell us about herding, information extraction and beauty contests? 0 0 0 21 3 3 12 117
Which Fundamentals Drive Exchange Rates? A Cross‐Sectional Perspective 0 0 0 60 2 7 16 186
Whose trades convey information? Evidence from a cross-section of traders 0 0 0 63 2 7 17 273
Total Journal Articles 7 14 63 2,217 87 197 590 8,659

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Statistics updated 2026-05-06