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 2 15 26 301
A Comprehensive Look at Financial Volatility Prediction by Economic Variables 0 0 0 131 2 9 14 337
A Prospect-Theoretical Interpretation of Momentum Returns 0 0 0 376 0 2 3 811
Are all professional investors sophisticated? 0 0 0 143 1 6 11 587
Automating Exchange Rate Target Zones: Intervention via an Electronic Limit Order Book 0 0 0 66 0 2 2 326
Carry Trades and Global FX Volatility 0 0 1 425 2 12 26 1,028
Carry Trades and Global Foreign Exchange Volatility 0 0 1 254 6 13 21 586
Crypto carry 1 2 9 43 15 38 67 155
Currency Momentum Strategies 0 0 1 102 2 12 21 451
Currency Momentum Strategies 1 2 2 150 1 11 16 538
Currency Momentum Strategies 0 1 2 281 2 26 45 1,554
Currency Value 1 1 1 112 3 6 13 188
Deciphering Monetary Policy Shocks 1 2 2 9 1 8 9 33
Dividend predictability around the world 0 0 0 81 0 3 5 319
Does Central Bank Tone Move Asset Prices? 0 0 5 148 2 5 25 493
Exchange Rate Management in Emerging Markets: Intervention via an Electronic Limit Order Book 0 0 0 87 1 2 5 305
Exchange Rates and Sovereign Risk 0 0 1 16 2 12 19 66
Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations? 0 0 0 192 2 19 21 517
Foreign Exchange Intervention: A New Database 1 1 3 42 1 8 15 150
Foreign exchange intervention: A new database 0 1 1 58 2 10 15 95
Foreign exchange intervention: A new database 0 0 0 5 0 2 2 18
Global Asset Allocation Shifts 0 0 1 41 3 4 15 167
Global Asset Pricing: Is There a Role for Long-run Consumption Risk? 0 0 0 59 0 2 4 170
Higher-order beliefs among professional stock market forecasters: some first empirical tests 0 0 0 105 0 4 5 347
Information flows in foreign exchange markets: dissecting customer currency trades 0 0 1 136 1 5 10 494
Institutional and Individual Sentiment: Smart Money and Noise Trader Risk 0 0 0 663 3 7 18 2,064
Investor sentiment and stock returns: Some international evidence 0 1 5 797 0 29 46 2,144
Limit-Order Submission Strategies under Asymmetric Information 0 0 1 126 2 4 8 316
Local Information in Foreign Exchange Markets 0 0 0 179 1 5 6 539
Macro Expectations, Aggregate Uncertainty, and Expected Term Premia 0 0 0 63 1 7 8 172
Macro expectations, aggregate uncertainty, and expected term premia 0 0 0 44 0 5 7 226
Monetary policy expectation errors 2 2 3 33 2 6 11 62
Non-performing loans - new risks and policies? NPL resolution after COVID-19: Main differences to previous crises 0 0 0 34 0 12 14 94
Quantifying survey expectations: What's wrong with the probability approach? 0 0 0 65 0 5 8 286
Short-term Momentum 1 1 4 47 9 17 29 133
The FOMC Risk Shift 0 0 0 58 0 6 8 120
The FOMC risk shift 0 0 0 27 1 14 20 53
Trader see, trader do: How do (small) FX traders react to large counterparties' trades? 0 0 0 117 2 10 11 1,125
What is Libra? Understanding Facebook's currency 0 0 1 77 1 2 6 110
What moves markets? 0 0 0 39 2 9 18 66
Which Fundamentals Drive Exchange Rates? A Cross-Sectional Perspective 0 0 0 89 4 9 12 283
Whose trades convey information? Evidence from a cross-section of traders 0 0 0 246 0 17 22 716
Total Working Papers 8 14 49 5,868 79 400 667 18,545

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 2 11 16 244
A prospect-theoretical interpretation of momentum returns 0 0 0 44 0 6 8 155
Capital market integration and consumption risk sharing over the long run 0 0 0 46 0 9 17 164
Carry Trades and Global Foreign Exchange Volatility 1 1 4 213 4 12 28 659
Currency Value 0 2 5 82 2 12 24 277
Currency momentum strategies 1 1 14 420 5 28 70 1,398
Dividend Predictability Around the World 0 0 0 10 0 4 5 72
Exchange Rates and Sovereign Risk 0 0 4 9 1 9 25 44
Exchange rate management in emerging markets: Intervention via an electronic limit order book 0 0 0 80 1 6 12 416
Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations? 0 0 0 88 0 6 10 306
Information Flows in Foreign Exchange Markets: Dissecting Customer Currency Trades 0 0 0 16 0 4 8 144
Institutional and individual sentiment: Smart money and noise trader risk? 0 0 1 208 1 12 15 642
Investor sentiment and stock returns: Some international evidence 1 2 14 574 16 27 81 1,872
Limit-order submission strategies under asymmetric information 0 0 0 44 1 2 3 192
Local information in foreign exchange markets 0 0 0 31 0 6 7 209
Macro-expectations, aggregate uncertainty, and expected term premia 0 0 0 67 1 6 13 258
Monetary policy expectation errors 0 3 5 23 1 9 20 78
Quantifying survey expectations: What’s wrong with the probability approach? 0 0 0 26 1 4 8 130
Short-term Momentum 0 1 8 30 0 8 26 95
The FOMC Risk Shift 0 2 4 26 5 32 47 138
Trader see, trader do: How do (small) FX traders react to large counterparties' trades? 0 0 0 25 0 6 7 451
What do professional forecasters' stock market expectations tell us about herding, information extraction and beauty contests? 0 0 0 21 0 4 10 114
Which Fundamentals Drive Exchange Rates? A Cross‐Sectional Perspective 0 0 0 60 4 8 14 183
Whose trades convey information? Evidence from a cross-section of traders 0 0 1 63 4 12 17 270
Total Journal Articles 3 12 60 2,206 49 243 491 8,511

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Statistics updated 2026-03-04