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 0 0 10 282
A Comprehensive Look at Financial Volatility Prediction by Economic Variables 0 0 0 131 0 0 1 324
A Prospect-Theoretical Interpretation of Momentum Returns 0 0 0 376 1 1 4 809
Are all professional investors sophisticated? 0 0 0 143 1 2 6 581
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 1 2 425 4 7 15 1,015
Carry Trades and Global Foreign Exchange Volatility 0 0 1 254 2 2 9 573
Crypto carry 1 3 10 39 6 11 35 111
Currency Momentum Strategies 0 0 1 148 4 4 9 526
Currency Momentum Strategies 0 0 0 279 2 7 22 1,523
Currency Momentum Strategies 0 0 1 102 1 1 9 435
Currency Value 0 0 0 111 3 5 7 182
Deciphering Monetary Policy Shocks 0 0 1 7 0 0 4 24
Dividend predictability around the world 0 0 0 81 1 1 1 315
Does Central Bank Tone Move Asset Prices? 1 1 9 147 3 7 28 484
Exchange Rate Management in Emerging Markets: Intervention via an Electronic Limit Order Book 0 0 1 87 1 1 5 301
Exchange Rates and Sovereign Risk 0 0 1 16 2 5 8 53
Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations? 0 0 0 192 1 1 3 497
Foreign Exchange Intervention: A New Database 0 0 3 41 1 3 6 140
Foreign exchange intervention: A new database 0 0 1 57 0 2 7 83
Foreign exchange intervention: A new database 0 0 0 5 0 0 3 16
Global Asset Allocation Shifts 0 0 1 41 0 3 6 156
Global Asset Pricing: Is There a Role for Long-run Consumption Risk? 0 0 0 59 1 1 1 167
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 1 136 1 1 5 486
Institutional and Individual Sentiment: Smart Money and Noise Trader Risk 0 0 0 663 0 0 13 2,052
Investor sentiment and stock returns: Some international evidence 0 1 6 796 1 4 24 2,113
Limit-Order Submission Strategies under Asymmetric Information 0 1 1 126 1 2 4 311
Local Information in Foreign Exchange Markets 0 0 0 179 1 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 0 1 1 220
Monetary policy expectation errors 0 0 2 31 0 0 6 54
Non-performing loans - new risks and policies? NPL resolution after COVID-19: Main differences to previous crises 0 0 0 34 0 0 4 81
Quantifying survey expectations: What's wrong with the probability approach? 0 0 0 65 1 2 4 280
Short-term Momentum 0 1 3 46 3 7 13 115
The FOMC Risk Shift 0 0 0 58 0 0 4 113
The FOMC risk shift 0 0 0 27 0 2 5 37
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 1 77 0 1 5 108
What moves markets? 0 0 1 39 2 2 9 52
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 0 246 1 1 3 696
Total Working Papers 2 8 51 5,850 45 88 304 18,065

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 0 0 4 232
A prospect-theoretical interpretation of momentum returns 0 0 0 44 1 2 3 149
Capital market integration and consumption risk sharing over the long run 0 0 1 46 2 2 8 153
Carry Trades and Global Foreign Exchange Volatility 2 2 5 212 5 7 23 646
Currency Value 0 2 3 80 2 5 13 263
Currency momentum strategies 2 4 12 416 7 13 51 1,364
Dividend Predictability Around the World 0 0 0 10 0 0 1 68
Exchange Rates and Sovereign Risk 0 1 4 8 2 5 17 33
Exchange rate management in emerging markets: Intervention via an electronic limit order book 0 0 0 80 2 3 7 408
Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations? 0 0 0 88 1 3 4 300
Information Flows in Foreign Exchange Markets: Dissecting Customer Currency Trades 0 0 0 16 0 2 4 139
Institutional and individual sentiment: Smart money and noise trader risk? 0 0 2 208 1 1 6 630
Investor sentiment and stock returns: Some international evidence 0 3 13 568 4 12 64 1,840
Limit-order submission strategies under asymmetric information 0 0 1 44 0 0 2 189
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 1 2 5 249
Monetary policy expectation errors 1 1 3 19 1 2 9 63
Quantifying survey expectations: What’s wrong with the probability approach? 0 0 0 26 2 3 4 126
Short-term Momentum 2 4 8 29 7 12 24 86
The FOMC Risk Shift 0 0 3 23 0 2 21 105
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 1 5 109
Which Fundamentals Drive Exchange Rates? A Cross‐Sectional Perspective 0 0 1 60 0 4 7 174
Whose trades convey information? Evidence from a cross-section of traders 0 0 1 63 0 0 6 258
Total Journal Articles 7 17 57 2,184 39 81 290 8,232

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Statistics updated 2025-11-08