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 4 102 4 4 13 286
A Comprehensive Look at Financial Volatility Prediction by Economic Variables 0 0 0 131 4 4 5 328
A Prospect-Theoretical Interpretation of Momentum Returns 0 0 0 376 0 1 4 809
Are all professional investors sophisticated? 0 0 0 143 0 1 5 581
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 0 2 425 1 6 16 1,016
Carry Trades and Global Foreign Exchange Volatility 0 0 1 254 0 2 9 573
Crypto carry 2 4 11 41 6 14 39 117
Currency Momentum Strategies 0 0 1 102 4 5 12 439
Currency Momentum Strategies 1 1 1 280 5 9 25 1,528
Currency Momentum Strategies 0 0 1 148 1 5 8 527
Currency Value 0 0 0 111 0 3 7 182
Deciphering Monetary Policy Shocks 0 0 1 7 1 1 4 25
Dividend predictability around the world 0 0 0 81 1 2 2 316
Does Central Bank Tone Move Asset Prices? 1 2 6 148 4 10 27 488
Exchange Rate Management in Emerging Markets: Intervention via an Electronic Limit Order Book 0 0 1 87 2 3 6 303
Exchange Rates and Sovereign Risk 0 0 1 16 1 4 9 54
Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations? 0 0 0 192 1 2 3 498
Foreign Exchange Intervention: A New Database 0 0 3 41 2 3 8 142
Foreign exchange intervention: A new database 0 0 0 57 2 2 7 85
Foreign exchange intervention: A new database 0 0 0 5 0 0 2 16
Global Asset Allocation Shifts 0 0 1 41 7 7 13 163
Global Asset Pricing: Is There a Role for Long-run Consumption Risk? 0 0 0 59 1 2 2 168
Higher-order beliefs among professional stock market forecasters: some first empirical tests 0 0 0 105 1 1 1 343
Information flows in foreign exchange markets: dissecting customer currency trades 0 0 1 136 3 4 8 489
Institutional and Individual Sentiment: Smart Money and Noise Trader Risk 0 0 0 663 5 5 17 2,057
Investor sentiment and stock returns: Some international evidence 0 0 6 796 2 3 24 2,115
Limit-Order Submission Strategies under Asymmetric Information 0 1 1 126 1 3 5 312
Local Information in Foreign Exchange Markets 0 0 0 179 0 1 1 534
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 2 2 221
Monetary policy expectation errors 0 0 1 31 2 2 6 56
Non-performing loans - new risks and policies? NPL resolution after COVID-19: Main differences to previous crises 0 0 0 34 1 1 3 82
Quantifying survey expectations: What's wrong with the probability approach? 0 0 0 65 1 2 5 281
Short-term Momentum 0 0 3 46 1 5 14 116
The FOMC Risk Shift 0 0 0 58 1 1 5 114
The FOMC risk shift 0 0 0 27 2 3 7 39
Trader see, trader do: How do (small) FX traders react to large counterparties' trades? 0 0 0 117 1 1 1 1,115
What is Libra? Understanding Facebook's currency 0 0 1 77 0 1 5 108
What moves markets? 0 0 1 39 5 7 14 57
Which Fundamentals Drive Exchange Rates? A Cross-Sectional Perspective 0 0 0 89 3 3 6 274
Whose trades convey information? Evidence from a cross-section of traders 0 0 0 246 3 4 6 699
Total Working Papers 4 8 48 5,854 80 139 357 18,145

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 1 1 5 233
A prospect-theoretical interpretation of momentum returns 0 0 0 44 0 2 3 149
Capital market integration and consumption risk sharing over the long run 0 0 0 46 2 4 9 155
Carry Trades and Global Foreign Exchange Volatility 0 2 4 212 1 6 23 647
Currency Value 0 2 3 80 2 6 15 265
Currency momentum strategies 3 5 15 419 6 15 52 1,370
Dividend Predictability Around the World 0 0 0 10 0 0 1 68
Exchange Rates and Sovereign Risk 1 1 5 9 2 4 19 35
Exchange rate management in emerging markets: Intervention via an electronic limit order book 0 0 0 80 2 5 9 410
Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations? 0 0 0 88 0 2 4 300
Information Flows in Foreign Exchange Markets: Dissecting Customer Currency Trades 0 0 0 16 1 2 5 140
Institutional and individual sentiment: Smart money and noise trader risk? 0 0 2 208 0 1 5 630
Investor sentiment and stock returns: Some international evidence 4 4 16 572 5 10 67 1,845
Limit-order submission strategies under asymmetric information 0 0 1 44 1 1 3 190
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 3 5 8 252
Monetary policy expectation errors 1 2 3 20 6 8 14 69
Quantifying survey expectations: What’s wrong with the probability approach? 0 0 0 26 0 3 4 126
Short-term Momentum 0 3 8 29 1 11 25 87
The FOMC Risk Shift 1 1 3 24 1 2 19 106
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 1 2 6 110
Which Fundamentals Drive Exchange Rates? A Cross‐Sectional Perspective 0 0 1 60 1 4 8 175
Whose trades convey information? Evidence from a cross-section of traders 0 0 1 63 0 0 6 258
Total Journal Articles 10 20 62 2,194 36 94 312 8,268

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Statistics updated 2025-12-06