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 7 11 19 293
A Comprehensive Look at Financial Volatility Prediction by Economic Variables 0 0 0 131 3 7 8 331
A Prospect-Theoretical Interpretation of Momentum Returns 0 0 0 376 1 2 5 810
Are all professional investors sophisticated? 0 0 0 143 1 2 6 582
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 2 7 17 1,018
Carry Trades and Global Foreign Exchange Volatility 0 0 1 254 2 4 11 575
Crypto carry 1 4 11 42 11 23 47 128
Currency Momentum Strategies 1 1 2 149 4 9 11 531
Currency Momentum Strategies 1 2 2 281 20 27 44 1,548
Currency Momentum Strategies 0 0 1 102 4 9 16 443
Currency Value 0 0 0 111 0 3 7 182
Deciphering Monetary Policy Shocks 1 1 1 8 4 5 7 29
Dividend predictability around the world 0 0 0 81 0 2 2 316
Does Central Bank Tone Move Asset Prices? 0 2 6 148 0 7 27 488
Exchange Rate Management in Emerging Markets: Intervention via an Electronic Limit Order Book 0 0 0 87 0 3 5 303
Exchange Rates and Sovereign Risk 0 0 1 16 3 6 11 57
Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations? 0 0 0 192 0 2 3 498
Foreign Exchange Intervention: A New Database 0 0 3 41 3 6 11 145
Foreign exchange intervention: A new database 0 0 0 5 1 1 2 17
Foreign exchange intervention: A new database 1 1 1 58 3 5 10 88
Global Asset Allocation Shifts 0 0 1 41 0 7 13 163
Global Asset Pricing: Is There a Role for Long-run Consumption Risk? 0 0 0 59 0 2 2 168
Higher-order beliefs among professional stock market forecasters: some first empirical tests 0 0 0 105 0 1 1 343
Information flows in foreign exchange markets: dissecting customer currency trades 0 0 1 136 3 7 10 492
Institutional and Individual Sentiment: Smart Money and Noise Trader Risk 0 0 0 663 2 7 17 2,059
Investor sentiment and stock returns: Some international evidence 0 0 5 796 9 12 31 2,124
Limit-Order Submission Strategies under Asymmetric Information 0 0 1 126 1 3 6 313
Local Information in Foreign Exchange Markets 0 0 0 179 1 2 2 535
Macro Expectations, Aggregate Uncertainty, and Expected Term Premia 0 0 0 63 4 4 5 169
Macro expectations, aggregate uncertainty, and expected term premia 0 0 0 44 3 4 5 224
Monetary policy expectation errors 0 0 1 31 3 5 8 59
Non-performing loans - new risks and policies? NPL resolution after COVID-19: Main differences to previous crises 0 0 0 34 8 9 10 90
Quantifying survey expectations: What's wrong with the probability approach? 0 0 0 65 1 3 6 282
Short-term Momentum 0 0 3 46 2 6 16 118
The FOMC Risk Shift 0 0 0 58 4 5 8 118
The FOMC risk shift 0 0 0 27 4 6 10 43
Trader see, trader do: How do (small) FX traders react to large counterparties' trades? 0 0 0 117 2 3 3 1,117
What is Libra? Understanding Facebook's currency 0 0 1 77 0 0 5 108
What moves markets? 0 0 1 39 2 9 16 59
Which Fundamentals Drive Exchange Rates? A Cross-Sectional Perspective 0 0 0 89 3 6 9 277
Whose trades convey information? Evidence from a cross-section of traders 0 0 0 246 1 5 7 700
Total Working Papers 5 11 49 5,859 122 247 459 18,267

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 3 7 235
A prospect-theoretical interpretation of momentum returns 0 0 0 44 4 5 7 153
Capital market integration and consumption risk sharing over the long run 0 0 0 46 3 7 11 158
Carry Trades and Global Foreign Exchange Volatility 0 2 4 212 2 8 23 649
Currency Value 1 1 4 81 2 6 14 267
Currency momentum strategies 0 5 14 419 15 28 63 1,385
Dividend Predictability Around the World 0 0 0 10 1 1 2 69
Exchange Rates and Sovereign Risk 0 1 5 9 2 6 21 37
Exchange rate management in emerging markets: Intervention via an electronic limit order book 0 0 0 80 2 6 10 412
Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations? 0 0 0 88 1 2 5 301
Information Flows in Foreign Exchange Markets: Dissecting Customer Currency Trades 0 0 0 16 1 2 6 141
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 0 4 15 572 3 12 65 1,848
Limit-order submission strategies under asymmetric information 0 0 0 44 0 1 2 190
Local information in foreign exchange markets 0 0 0 31 2 2 3 205
Macro-expectations, aggregate uncertainty, and expected term premia 0 0 0 67 1 5 8 253
Monetary policy expectation errors 2 4 4 22 5 12 18 74
Quantifying survey expectations: What’s wrong with the probability approach? 0 0 0 26 1 3 5 127
Short-term Momentum 0 2 7 29 2 10 23 89
The FOMC Risk Shift 1 2 4 25 2 3 19 108
Trader see, trader do: How do (small) FX traders react to large counterparties' trades? 0 0 0 25 1 1 2 446
What do professional forecasters' stock market expectations tell us about herding, information extraction and beauty contests? 0 0 0 21 1 3 7 111
Which Fundamentals Drive Exchange Rates? A Cross‐Sectional Perspective 0 0 0 60 1 2 8 176
Whose trades convey information? Evidence from a cross-section of traders 0 0 1 63 1 1 6 259
Total Journal Articles 4 21 60 2,198 55 130 340 8,323

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Statistics updated 2026-01-08