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Details about Maik Schmeling

Homepage:https://sites.google.com/site/maikschmeling/Home
Workplace:Abteilung Finanzen (Department of Finance), Fachbereich Wirtschaftswissenschaft (Faculty of Economics and Business Administration), Goethe Universität Frankfurt am Main (Goethe University Frankfurt), (more information at EDIRC)
Centre for Economic Policy Research (CEPR), (more information at EDIRC)

Access statistics for papers by Maik Schmeling.

Last updated 2018-07-12. Update your information in the RePEc Author Service.

Short-id: psc117


Jump to Journal Articles

Working Papers

2016

  1. Currency Value
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    See also Journal Article in Review of Financial Studies (2017)

2015

  1. Global Asset Allocation Shifts
    BIS Working Papers, Bank for International Settlements Downloads View citations (6)

2013

  1. Information flows in foreign exchange markets: dissecting customer currency trades
    BIS Working Papers, Bank for International Settlements Downloads View citations (9)
    See also Journal Article in Journal of Finance (2016)
  2. Which Fundamentals Drive Exchange Rates? A Cross-Sectional Perspective
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    See also Journal Article in Journal of Money, Credit and Banking (2014)

2012

  1. A Comprehensive Look at Financial Volatility Prediction by Economic Variables
    BIS Working Papers, Bank for International Settlements Downloads View citations (53)
    Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2010) Downloads View citations (3)

    See also Journal Article in Journal of Applied Econometrics (2012)
  2. Currency Momentum Strategies
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (71)
    Also in Working Paper series, Rimini Centre for Economic Analysis (2012) Downloads View citations (72)
    BIS Working Papers, Bank for International Settlements (2011) Downloads View citations (13)

    See also Journal Article in Journal of Financial Economics (2012)

2011

  1. Carry Trades and Global Foreign Exchange Volatility
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (24)
    See also Journal Article in Journal of Finance (2012)
  2. Quantifying survey expectations: What's wrong with the probability approach?
    Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät Downloads
    See also Journal Article in International Journal of Forecasting (2013)

2010

  1. Dividend predictability around the world
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads
    See also Journal Article in Journal of Financial and Quantitative Analysis (2014)
  2. Limit-Order Submission Strategies under Asymmetric Information
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (27)
    See also Journal Article in Journal of Banking & Finance (2010)
  3. Macro Expectations, Aggregate Uncertainty, and Expected Term Premia
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads
    Also in ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research (2010) Downloads View citations (2)

    See also Journal Article in European Economic Review (2013)

2009

  1. Carry Trades and Global FX Volatility
    MPRA Paper, University Library of Munich, Germany Downloads View citations (3)
  2. Exchange Rate Management in Emerging Markets: Intervention via an Electronic Limit Order Book
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (15)
    See also Journal Article in Journal of International Economics (2009)
  3. Global Asset Pricing: Is There a Role for Long-run Consumption Risk?
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (2)
  4. Higher-order beliefs among professional stock market forecasters: some first empirical tests
    ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research Downloads View citations (2)
  5. Trader see, trader do: How do (small) FX traders react to large counterparties' trades?
    Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät Downloads
    See also Journal Article in Journal of International Money and Finance (2010)

2008

  1. Are all professional investors sophisticated?
    Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät Downloads
    See also Journal Article in German Economic Review (2010)
  2. Automating Exchange Rate Target Zones: Intervention via an Electronic Limit Order Book
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (2)
  3. Expected Inflation, Expected Stock Returns, and Money Illusion: What can we learn from Survey Expectations?
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads
    See also Journal Article in European Economic Review (2011)
  4. Investor sentiment and stock returns: Some international evidence
    Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät Downloads View citations (1)
    See also Journal Article in Journal of Empirical Finance (2009)

2007

  1. Whose trades convey information? Evidence from a cross-section of traders
    Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät Downloads
    See also Journal Article in Journal of Financial Markets (2010)

2006

  1. A Prospect-Theoretical Interpretation of Momentum Returns
    Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät Downloads View citations (4)
    See also Journal Article in Economics Letters (2006)
  2. Institutional and Individual Sentiment: Smart Money and Noise Trader Risk
    Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät Downloads View citations (3)
    See also Journal Article in International Journal of Forecasting (2007)
  3. Local Information in Foreign Exchange Markets
    Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät Downloads
    See also Journal Article in Journal of International Money and Finance (2008)

Journal Articles

2017

  1. Currency Value
    Review of Financial Studies, 2017, 30, (2), 416-441 Downloads View citations (6)
    See also Working Paper (2016)

2016

  1. Capital market integration and consumption risk sharing over the long run
    Journal of International Economics, 2016, 103, (C), 27-43 Downloads View citations (9)
  2. Information Flows in Foreign Exchange Markets: Dissecting Customer Currency Trades
    Journal of Finance, 2016, 71, (2), 601-634 Downloads View citations (18)
    See also Working Paper (2013)

2014

  1. Dividend Predictability Around the World
    Journal of Financial and Quantitative Analysis, 2014, 49, (5-6), 1255-1277 Downloads View citations (19)
    See also Working Paper (2010)
  2. Which Fundamentals Drive Exchange Rates? A Cross‐Sectional Perspective
    Journal of Money, Credit and Banking, 2014, 46, (2-3), 267-292 Downloads View citations (17)
    See also Working Paper (2013)

2013

  1. Macro-expectations, aggregate uncertainty, and expected term premia
    European Economic Review, 2013, 58, (C), 58-80 Downloads View citations (16)
    See also Working Paper (2010)
  2. Quantifying survey expectations: What’s wrong with the probability approach?
    International Journal of Forecasting, 2013, 29, (1), 142-154 Downloads View citations (15)
    See also Working Paper (2011)
  3. What do professional forecasters' stock market expectations tell us about herding, information extraction and beauty contests?
    Journal of Empirical Finance, 2013, 20, (C), 109-129 Downloads View citations (1)

2012

  1. A comprehensive look at financial volatility prediction by economic variables
    Journal of Applied Econometrics, 2012, 27, (6), 956-977 View citations (54)
    See also Working Paper (2012)
  2. Carry Trades and Global Foreign Exchange Volatility
    Journal of Finance, 2012, 67, (2), 681-718 Downloads View citations (211)
    See also Working Paper (2011)
  3. Currency momentum strategies
    Journal of Financial Economics, 2012, 106, (3), 660-684 Downloads View citations (74)
    See also Working Paper (2012)

2011

  1. Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations?
    European Economic Review, 2011, 55, (5), 702-719 Downloads View citations (26)
    See also Working Paper (2008)

2010

  1. Are All Professional Investors Sophisticated?
    German Economic Review, 2010, 11, 418-440 Downloads View citations (2)
    See also Working Paper (2008)
  2. Limit-order submission strategies under asymmetric information
    Journal of Banking & Finance, 2010, 34, (11), 2665-2677 Downloads View citations (24)
    See also Working Paper (2010)
  3. Trader see, trader do: How do (small) FX traders react to large counterparties' trades?
    Journal of International Money and Finance, 2010, 29, (7), 1283-1302 Downloads View citations (7)
    See also Working Paper (2009)
  4. Whose trades convey information? Evidence from a cross-section of traders
    Journal of Financial Markets, 2010, 13, (1), 101-128 Downloads View citations (22)
    See also Working Paper (2007)

2009

  1. Exchange rate management in emerging markets: Intervention via an electronic limit order book
    Journal of International Economics, 2009, 79, (1), 54-63 Downloads View citations (17)
    See also Working Paper (2009)
  2. Investor sentiment and stock returns: Some international evidence
    Journal of Empirical Finance, 2009, 16, (3), 394-408 Downloads View citations (144)
    See also Working Paper (2008)

2008

  1. Local information in foreign exchange markets
    Journal of International Money and Finance, 2008, 27, (8), 1383-1406 Downloads View citations (22)
    See also Working Paper (2006)

2007

  1. Institutional and individual sentiment: Smart money and noise trader risk?
    International Journal of Forecasting, 2007, 23, (1), 127-145 Downloads View citations (29)
    See also Working Paper (2006)

2006

  1. A prospect-theoretical interpretation of momentum returns
    Economics Letters, 2006, 93, (3), 360-366 Downloads View citations (4)
    See also Working Paper (2006)
 
Page updated 2019-10-17