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 1 5 21 345
A Comprehensive Look at Financial Volatility Prediction by Economic Variables 0 0 0 102 0 5 28 309
A Prospect-Theoretical Interpretation of Momentum Returns 0 0 0 376 0 1 4 812
Are all professional investors sophisticated? 0 0 0 143 2 9 17 596
Automating Exchange Rate Target Zones: Intervention via an Electronic Limit Order Book 0 0 0 66 0 5 8 332
Carry Trades and Global FX Volatility 1 1 2 426 4 10 33 1,041
Carry Trades and Global Foreign Exchange Volatility 1 1 1 255 6 11 29 599
Crypto carry 1 2 11 47 59 75 151 250
Currency Momentum Strategies 0 0 2 150 1 9 27 549
Currency Momentum Strategies 0 0 0 102 0 4 23 456
Currency Momentum Strategies 1 1 3 282 8 21 72 1,586
Currency Value 0 0 1 112 0 2 14 191
Deciphering Monetary Policy Shocks 0 0 2 9 1 5 15 39
Dividend predictability around the world 0 0 0 81 0 1 6 320
Does Central Bank Tone Move Asset Prices? 0 0 3 149 2 8 29 505
Exchange Rate Management in Emerging Markets: Intervention via an Electronic Limit Order Book 0 0 0 87 0 1 7 307
Exchange Rates and Sovereign Risk 1 1 1 17 1 2 22 70
Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations? 0 0 0 192 0 2 24 520
Foreign Exchange Intervention: A New Database 0 0 1 42 0 3 16 153
Foreign exchange intervention: A new database 0 0 1 58 0 4 20 100
Foreign exchange intervention: A new database 0 1 1 6 0 4 7 23
Global Asset Allocation Shifts 0 0 0 41 1 6 25 178
Global Asset Pricing: Is There a Role for Long-run Consumption Risk? 0 1 1 60 0 3 7 173
Higher-order beliefs among professional stock market forecasters: some first empirical tests 0 0 0 105 0 3 8 350
Information flows in foreign exchange markets: dissecting customer currency trades 2 2 3 138 4 6 21 505
Institutional and Individual Sentiment: Smart Money and Noise Trader Risk 0 0 0 663 0 7 23 2,074
Investor sentiment and stock returns: Some international evidence 0 0 2 797 3 8 50 2,157
Limit-Order Submission Strategies under Asymmetric Information 0 0 1 126 1 6 14 323
Local Information in Foreign Exchange Markets 0 0 0 179 2 5 12 545
Macro Expectations, Aggregate Uncertainty, and Expected Term Premia 0 0 0 63 0 5 12 177
Macro expectations, aggregate uncertainty, and expected term premia 0 0 0 44 0 1 8 227
Monetary policy expectation errors 0 0 2 33 3 7 15 69
Non-performing loans - new risks and policies? NPL resolution after COVID-19: Main differences to previous crises 0 0 0 34 1 5 19 99
Quantifying survey expectations: What's wrong with the probability approach? 0 0 0 65 0 1 9 287
Short-term Momentum 0 0 3 48 8 19 50 156
The FOMC Risk Shift 0 0 0 58 1 7 17 129
The FOMC risk shift 0 0 0 27 0 5 24 58
Trader see, trader do: How do (small) FX traders react to large counterparties' trades? 0 0 0 117 0 1 13 1,127
What is Libra? Understanding Facebook's currency 0 0 1 77 0 4 8 114
What moves markets? 0 0 0 39 2 5 23 73
Which Fundamentals Drive Exchange Rates? A Cross-Sectional Perspective 0 0 0 89 0 3 15 286
Whose trades convey information? Evidence from a cross-section of traders 0 0 0 246 2 3 26 721
Total Working Papers 7 10 42 5,882 113 297 972 18,931

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 7 23 253
A prospect-theoretical interpretation of momentum returns 1 1 1 45 3 5 14 161
Capital market integration and consumption risk sharing over the long run 0 1 1 47 1 4 19 169
Carry Trades and Global Foreign Exchange Volatility 2 2 5 215 9 24 50 688
Currency Value 0 0 4 82 1 5 28 283
Currency momentum strategies 1 4 16 427 15 49 123 1,469
Dividend Predictability Around the World 0 0 0 10 0 3 8 76
Exchange Rates and Sovereign Risk 0 3 5 12 1 13 35 60
Exchange rate management in emerging markets: Intervention via an electronic limit order book 0 0 0 80 0 2 14 418
Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations? 0 0 0 88 1 4 16 313
Information Flows in Foreign Exchange Markets: Dissecting Customer Currency Trades 0 0 0 16 0 2 11 148
Institutional and individual sentiment: Smart money and noise trader risk? 0 0 0 208 0 2 16 645
Investor sentiment and stock returns: Some international evidence 0 0 9 574 3 8 63 1,885
Limit-order submission strategies under asymmetric information 0 1 1 45 1 7 11 200
Local information in foreign exchange markets 0 0 0 31 0 2 9 212
Macro-expectations, aggregate uncertainty, and expected term premia 0 0 0 67 0 3 17 262
Monetary policy expectation errors 0 2 7 25 1 7 24 85
Quantifying survey expectations: What’s wrong with the probability approach? 0 0 0 26 2 6 14 137
Short-term Momentum 1 2 11 33 7 16 44 115
The FOMC Risk Shift 0 0 3 26 1 7 45 147
Trader see, trader do: How do (small) FX traders react to large counterparties' trades? 0 0 0 25 1 4 12 457
What do professional forecasters' stock market expectations tell us about herding, information extraction and beauty contests? 0 1 1 22 0 4 11 118
Which Fundamentals Drive Exchange Rates? A Cross‐Sectional Perspective 0 0 0 60 0 3 17 187
Whose trades convey information? Evidence from a cross-section of traders 0 0 0 63 1 3 16 274
Total Journal Articles 5 17 64 2,227 49 190 640 8,762

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Statistics updated 2026-07-10