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 1 3 4 101 2 5 10 280
A Comprehensive Look at Financial Volatility Prediction by Economic Variables 0 0 0 131 1 1 1 324
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 2 6 578
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 1 424 2 5 11 1,007
Carry Trades and Global Foreign Exchange Volatility 0 0 1 253 2 3 6 568
Crypto carry 1 2 11 36 4 10 35 98
Currency Momentum Strategies 0 0 2 279 1 5 25 1,514
Currency Momentum Strategies 0 0 2 148 0 0 7 522
Currency Momentum Strategies 1 1 4 102 1 1 14 431
Currency Value 0 0 0 111 1 1 1 176
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? 1 2 13 145 1 5 36 473
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 1 1 1 16 1 1 5 48
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 2 3 41 0 2 4 137
Foreign exchange intervention: A new database 0 0 2 5 0 0 6 16
Foreign exchange intervention: A new database 0 0 3 57 0 0 6 80
Global Asset Allocation Shifts 0 1 1 41 0 1 5 153
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 0 1 135 0 0 5 484
Institutional and Individual Sentiment: Smart Money and Noise Trader Risk 0 0 2 663 0 4 16 2,050
Investor sentiment and stock returns: Some international evidence 2 3 6 795 2 5 20 2,103
Limit-Order Submission Strategies under Asymmetric Information 0 0 0 125 0 1 2 309
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 0 164
Macro expectations, aggregate uncertainty, and expected term premia 0 0 0 44 0 0 1 219
Monetary policy expectation errors 0 0 2 30 0 1 7 52
Non-performing loans - new risks and policies? NPL resolution after COVID-19: Main differences to previous crises 0 0 1 34 0 0 5 80
Quantifying survey expectations: What's wrong with the probability approach? 0 0 1 65 0 0 3 278
Short-term Momentum 1 2 3 45 1 2 9 106
The FOMC Risk Shift 0 0 0 58 0 0 3 112
The FOMC risk shift 0 0 1 27 0 1 3 34
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 0 0 76 0 1 3 105
What moves markets? 0 0 2 39 0 0 9 48
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 1 246 0 1 4 695
Total Working Papers 8 17 71 5,836 19 58 284 17,936

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 2 3 230
A prospect-theoretical interpretation of momentum returns 0 0 0 44 0 0 1 147
Capital market integration and consumption risk sharing over the long run 0 0 4 46 1 3 10 150
Carry Trades and Global Foreign Exchange Volatility 1 1 5 210 4 6 23 637
Currency Value 0 1 2 78 0 2 12 255
Currency momentum strategies 1 2 12 408 5 12 53 1,340
Dividend Predictability Around the World 0 0 0 10 0 1 1 68
Exchange Rates and Sovereign Risk 1 2 5 7 2 5 11 24
Exchange rate management in emerging markets: Intervention via an electronic limit order book 0 0 0 80 0 0 4 404
Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations? 0 0 1 88 0 0 1 296
Information Flows in Foreign Exchange Markets: Dissecting Customer Currency Trades 0 0 0 16 0 0 1 136
Institutional and individual sentiment: Smart money and noise trader risk? 1 1 3 208 1 2 7 629
Investor sentiment and stock returns: Some international evidence 1 5 13 565 13 27 60 1,818
Limit-order submission strategies under asymmetric information 0 0 1 44 0 0 2 189
Local information in foreign exchange markets 0 0 1 31 0 1 3 203
Macro-expectations, aggregate uncertainty, and expected term premia 0 0 0 67 0 0 2 245
Monetary policy expectation errors 0 0 3 18 2 3 12 61
Quantifying survey expectations: What’s wrong with the probability approach? 0 0 1 26 1 1 2 123
Short-term Momentum 0 0 3 22 0 1 16 70
The FOMC Risk Shift 1 1 4 23 2 10 24 101
Trader see, trader do: How do (small) FX traders react to large counterparties' trades? 0 0 0 25 0 0 1 444
What do professional forecasters' stock market expectations tell us about herding, information extraction and beauty contests? 0 0 0 21 2 3 4 107
Which Fundamentals Drive Exchange Rates? A Cross‐Sectional Perspective 0 0 2 60 0 1 9 170
Whose trades convey information? Evidence from a cross-section of traders 0 1 1 63 2 5 9 258
Total Journal Articles 6 14 61 2,160 36 85 271 8,105

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Statistics updated 2025-06-06