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 2 22 346
A Comprehensive Look at Financial Volatility Prediction by Economic Variables 0 0 0 102 1 1 28 310
A Prospect-Theoretical Interpretation of Momentum Returns 0 0 0 376 0 0 4 812
Are all professional investors sophisticated? 0 0 0 143 1 4 18 598
Automating Exchange Rate Target Zones: Intervention via an Electronic Limit Order Book 0 0 0 66 0 0 8 332
Carry Trades and Global FX Volatility 0 1 1 426 2 10 37 1,047
Carry Trades and Global Foreign Exchange Volatility 1 2 2 256 4 13 35 606
Crypto carry 1 2 11 48 24 114 202 305
Currency Momentum Strategies 0 0 0 102 2 2 24 458
Currency Momentum Strategies 0 0 2 150 0 3 29 551
Currency Momentum Strategies 0 3 5 284 16 32 91 1,610
Currency Value 0 0 1 112 3 3 15 194
Deciphering Monetary Policy Shocks 0 0 2 9 1 4 18 42
Dividend predictability around the world 0 0 0 81 1 1 7 321
Does Central Bank Tone Move Asset Prices? 0 0 3 149 1 3 28 506
Exchange Rate Management in Emerging Markets: Intervention via an Electronic Limit Order Book 0 0 0 87 1 1 8 308
Exchange Rates and Sovereign Risk 0 1 1 17 0 2 21 71
Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations? 0 0 0 192 0 1 25 521
Foreign Exchange Intervention: A New Database 0 0 1 42 0 0 14 153
Foreign exchange intervention: A new database 0 0 1 58 1 2 19 102
Foreign exchange intervention: A new database 0 1 2 7 1 2 9 25
Global Asset Allocation Shifts 0 0 0 41 1 2 23 179
Global Asset Pricing: Is There a Role for Long-run Consumption Risk? 0 0 1 60 1 2 9 175
Higher-order beliefs among professional stock market forecasters: some first empirical tests 0 0 0 105 0 0 8 350
Information flows in foreign exchange markets: dissecting customer currency trades 0 3 3 139 3 12 28 513
Institutional and Individual Sentiment: Smart Money and Noise Trader Risk 0 0 0 663 1 1 23 2,075
Investor sentiment and stock returns: Some international evidence 1 3 4 800 3 10 52 2,164
Limit-Order Submission Strategies under Asymmetric Information 0 0 1 126 0 1 14 323
Local Information in Foreign Exchange Markets 0 0 0 179 0 2 12 545
Macro Expectations, Aggregate Uncertainty, and Expected Term Premia 0 0 0 63 1 1 13 178
Macro expectations, aggregate uncertainty, and expected term premia 0 0 0 44 0 0 8 227
Monetary policy expectation errors 0 0 2 33 1 4 16 70
Non-performing loans - new risks and policies? NPL resolution after COVID-19: Main differences to previous crises 1 1 1 35 1 2 19 100
Quantifying survey expectations: What's wrong with the probability approach? 0 0 0 65 0 0 8 287
Short-term Momentum 1 1 3 49 3 11 48 159
The FOMC Risk Shift 0 0 0 58 0 2 17 130
The FOMC risk shift 0 0 0 27 1 2 24 60
Trader see, trader do: How do (small) FX traders react to large counterparties' trades? 0 0 0 117 1 1 14 1,128
What is Libra? Understanding Facebook's currency 0 0 0 77 0 1 8 115
What moves markets? 0 0 0 39 2 5 26 76
Which Fundamentals Drive Exchange Rates? A Cross-Sectional Perspective 0 0 0 89 0 0 15 286
Whose trades convey information? Evidence from a cross-section of traders 0 0 0 246 2 5 29 724
Total Working Papers 5 18 47 5,893 81 264 1,076 19,082

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 2 22 254
A prospect-theoretical interpretation of momentum returns 0 1 1 45 0 3 14 161
Capital market integration and consumption risk sharing over the long run 0 0 1 47 0 1 18 169
Carry Trades and Global Foreign Exchange Volatility 0 2 5 215 12 33 71 712
Currency Value 1 1 5 83 5 8 31 290
Currency momentum strategies 1 4 16 430 12 40 139 1,494
Dividend Predictability Around the World 0 0 0 10 1 2 10 78
Exchange Rates and Sovereign Risk 0 0 4 12 0 1 29 60
Exchange rate management in emerging markets: Intervention via an electronic limit order book 0 0 0 80 0 0 13 418
Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations? 0 0 0 88 1 2 16 314
Information Flows in Foreign Exchange Markets: Dissecting Customer Currency Trades 0 0 0 16 5 5 15 153
Institutional and individual sentiment: Smart money and noise trader risk? 0 0 0 208 0 0 16 645
Investor sentiment and stock returns: Some international evidence 0 1 7 575 2 9 56 1,891
Limit-order submission strategies under asymmetric information 0 0 1 45 0 1 11 200
Local information in foreign exchange markets 0 0 0 31 0 1 10 213
Macro-expectations, aggregate uncertainty, and expected term premia 0 0 0 67 0 0 15 262
Monetary policy expectation errors 0 0 7 25 0 2 25 86
Quantifying survey expectations: What’s wrong with the probability approach? 0 0 0 26 0 2 14 137
Short-term Momentum 1 2 8 34 11 22 54 130
The FOMC Risk Shift 0 0 3 26 2 4 46 150
Trader see, trader do: How do (small) FX traders react to large counterparties' trades? 0 0 0 25 2 3 14 459
What do professional forecasters' stock market expectations tell us about herding, information extraction and beauty contests? 0 0 1 22 0 3 13 121
Which Fundamentals Drive Exchange Rates? A Cross‐Sectional Perspective 0 0 0 60 1 2 18 189
Whose trades convey information? Evidence from a cross-section of traders 0 0 0 63 0 1 16 274
Total Journal Articles 3 11 59 2,233 54 147 686 8,860

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Statistics updated 2026-09-10