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 23 347
A Comprehensive Look at Financial Volatility Prediction by Economic Variables 0 0 0 102 2 3 30 312
A Prospect-Theoretical Interpretation of Momentum Returns 0 0 0 376 0 0 4 812
Are all professional investors sophisticated? 0 0 0 143 0 2 18 598
Automating Exchange Rate Target Zones: Intervention via an Electronic Limit Order Book 0 0 0 66 1 1 9 333
Carry Trades and Global FX Volatility 1 1 2 427 3 9 39 1,050
Carry Trades and Global Foreign Exchange Volatility 0 1 2 256 3 10 38 609
Crypto carry 0 1 10 48 70 125 270 375
Currency Momentum Strategies 0 0 2 150 2 4 31 553
Currency Momentum Strategies 0 2 5 284 9 33 98 1,619
Currency Momentum Strategies 1 1 1 103 1 3 25 459
Currency Value 0 0 1 112 2 5 17 196
Deciphering Monetary Policy Shocks 1 1 3 10 2 5 20 44
Dividend predictability around the world 0 0 0 81 0 1 7 321
Does Central Bank Tone Move Asset Prices? 0 0 3 149 3 4 28 509
Exchange Rate Management in Emerging Markets: Intervention via an Electronic Limit Order Book 0 0 0 87 1 2 9 309
Exchange Rates and Sovereign Risk 0 0 1 17 3 4 23 74
Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations? 1 1 1 193 3 4 28 524
Foreign Exchange Intervention: A New Database 0 0 1 42 0 0 14 153
Foreign exchange intervention: A new database 0 0 1 58 0 2 19 102
Foreign exchange intervention: A new database 0 1 2 7 0 2 9 25
Global Asset Allocation Shifts 0 0 0 41 0 1 23 179
Global Asset Pricing: Is There a Role for Long-run Consumption Risk? 0 0 1 60 2 4 11 177
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 1 3 139 4 12 32 517
Institutional and Individual Sentiment: Smart Money and Noise Trader Risk 0 0 0 663 0 1 23 2,075
Investor sentiment and stock returns: Some international evidence 0 3 4 800 1 8 53 2,165
Limit-Order Submission Strategies under Asymmetric Information 0 0 0 126 1 1 14 324
Local Information in Foreign Exchange Markets 0 0 0 179 0 0 12 545
Macro Expectations, Aggregate Uncertainty, and Expected Term Premia 0 0 0 63 0 1 13 178
Macro expectations, aggregate uncertainty, and expected term premia 0 0 0 44 0 0 7 227
Monetary policy expectation errors 0 0 2 33 4 5 20 74
Non-performing loans - new risks and policies? NPL resolution after COVID-19: Main differences to previous crises 0 1 1 35 0 1 19 100
Quantifying survey expectations: What's wrong with the probability approach? 0 0 0 65 0 0 8 287
Short-term Momentum 0 1 3 49 4 7 51 163
The FOMC Risk Shift 0 0 0 58 0 1 17 130
The FOMC risk shift 0 0 0 27 3 5 26 63
Trader see, trader do: How do (small) FX traders react to large counterparties' trades? 0 0 0 117 0 1 14 1,128
What is Libra? Understanding Facebook's currency 0 0 0 77 0 1 7 115
What moves markets? 0 0 0 39 2 5 28 78
Which Fundamentals Drive Exchange Rates? A Cross-Sectional Perspective 0 0 0 89 1 1 16 287
Whose trades convey information? Evidence from a cross-section of traders 0 0 0 246 1 4 30 725
Total Working Papers 4 15 49 5,897 129 280 1,191 19,211

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 22 254
A prospect-theoretical interpretation of momentum returns 0 0 1 45 0 0 13 161
Capital market integration and consumption risk sharing over the long run 0 0 1 47 0 0 18 169
Carry Trades and Global Foreign Exchange Volatility 0 0 5 215 17 41 88 729
Currency Value 1 2 4 84 8 15 37 298
Currency momentum strategies 1 4 17 431 28 53 165 1,522
Dividend Predictability Around the World 0 0 0 10 2 4 12 80
Exchange Rates and Sovereign Risk 1 1 5 13 1 1 30 61
Exchange rate management in emerging markets: Intervention via an electronic limit order book 0 0 0 80 1 1 13 419
Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations? 0 0 0 88 1 2 16 315
Information Flows in Foreign Exchange Markets: Dissecting Customer Currency Trades 0 0 0 16 2 7 16 155
Institutional and individual sentiment: Smart money and noise trader risk? 0 0 0 208 1 1 17 646
Investor sentiment and stock returns: Some international evidence 0 1 7 575 4 10 59 1,895
Limit-order submission strategies under asymmetric information 0 0 1 45 1 1 12 201
Local information in foreign exchange markets 0 0 0 31 3 4 13 216
Macro-expectations, aggregate uncertainty, and expected term premia 0 0 0 67 0 0 14 262
Monetary policy expectation errors 0 0 7 25 1 2 25 87
Quantifying survey expectations: What’s wrong with the probability approach? 0 0 0 26 0 0 13 137
Short-term Momentum 0 1 7 34 7 22 58 137
The FOMC Risk Shift 1 1 4 27 3 6 48 153
Trader see, trader do: How do (small) FX traders react to large counterparties' trades? 0 0 0 25 2 4 16 461
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 3 16 190
Whose trades convey information? Evidence from a cross-section of traders 0 0 0 63 0 0 16 274
Total Journal Articles 4 10 60 2,237 83 181 750 8,943

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Statistics updated 2026-10-11