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 2 3 100 0 3 9 278
A Comprehensive Look at Financial Volatility Prediction by Economic Variables 0 0 1 131 0 0 2 323
A Prospect-Theoretical Interpretation of Momentum Returns 0 0 0 376 0 1 3 808
Are all professional investors sophisticated? 0 0 1 143 1 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 1 1 424 3 4 9 1,005
Carry Trades and Global Foreign Exchange Volatility 0 0 1 253 0 2 4 566
Crypto carry 0 3 11 35 0 9 34 94
Currency Momentum Strategies 0 0 3 101 0 1 14 430
Currency Momentum Strategies 0 0 2 279 2 6 26 1,513
Currency Momentum Strategies 0 0 4 148 0 1 9 522
Currency Value 0 0 2 111 0 0 2 175
Deciphering Monetary Policy Shocks 0 0 1 7 0 0 4 24
Dividend predictability around the world 0 0 0 81 0 0 1 314
Does Central Bank Tone Move Asset Prices? 0 1 13 144 1 5 38 472
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 0 0 0 15 0 1 4 47
Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations? 0 0 0 192 0 1 2 496
Foreign Exchange Intervention: A New Database 2 2 3 41 2 2 4 137
Foreign exchange intervention: A new database 0 0 2 5 0 1 6 16
Foreign exchange intervention: A new database 0 0 3 57 0 2 6 80
Global Asset Allocation Shifts 1 1 1 41 1 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 1 5 484
Institutional and Individual Sentiment: Smart Money and Noise Trader Risk 0 0 2 663 1 7 16 2,050
Investor sentiment and stock returns: Some international evidence 1 2 4 793 2 6 18 2,101
Limit-Order Submission Strategies under Asymmetric Information 0 0 0 125 1 2 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 9 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 1 3 278
Short-term Momentum 0 1 2 44 0 2 9 105
The FOMC Risk Shift 0 0 0 58 0 1 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 2 3 105
What moves markets? 0 0 3 39 0 1 10 48
Which Fundamentals Drive Exchange Rates? A Cross-Sectional Perspective 0 0 0 89 0 2 3 271
Whose trades convey information? Evidence from a cross-section of traders 0 0 1 246 0 1 4 695
Total Working Papers 4 13 71 5,828 14 70 286 17,917

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 1 2 229
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 2 2 9 149
Carry Trades and Global Foreign Exchange Volatility 0 1 4 209 1 6 19 633
Currency Value 1 1 3 78 1 2 14 255
Currency momentum strategies 0 2 15 407 2 10 58 1,335
Dividend Predictability Around the World 0 0 0 10 0 1 1 68
Exchange Rates and Sovereign Risk 0 1 4 6 2 3 11 22
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? 0 1 3 207 0 2 9 628
Investor sentiment and stock returns: Some international evidence 1 5 13 564 8 19 52 1,805
Limit-order submission strategies under asymmetric information 0 0 1 44 0 1 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 3 245
Monetary policy expectation errors 0 0 3 18 0 2 11 59
Quantifying survey expectations: What’s wrong with the probability approach? 0 0 1 26 0 0 2 122
Short-term Momentum 0 0 3 22 1 2 17 70
The FOMC Risk Shift 0 0 5 22 3 9 25 99
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 0 1 2 105
Which Fundamentals Drive Exchange Rates? A Cross‐Sectional Perspective 0 0 2 60 1 1 10 170
Whose trades convey information? Evidence from a cross-section of traders 0 1 1 63 1 3 7 256
Total Journal Articles 2 12 64 2,154 22 66 265 8,069

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Statistics updated 2025-05-12