Maik Schmeling
Title
Cited by
Cited by
Year
Carry trades and global foreign exchange volatility
L Menkhoff, L Sarno, M Schmeling, A Schrimpf
The Journal of Finance 67 (2), 681-718, 2012
7732012
Investor sentiment and stock returns: some international evidence
M Schmeling
Journal of Empirical Finance 16 (3), 394-408, 2009
6762009
Currency momentum strategies
L Menkhoff, L Sarno, M Schmeling, A Schrimpf
Journal of Financial Economics 106 (3), 660-684, 2012
4462012
A comprehensive look at financial volatility prediction by economic variables
C Christiansen, M Schmeling, A Schrimpf
Journal of Applied Econometrics 27 (6), 956-977, 2012
1632012
Institutional and individual sentiment: Smart money and noise trader risk?
M Schmeling
International Journal of Forecasting 23 (1), 127-145, 2007
1632007
Dividend predictability around the world
J Rangvid, M Schmeling, A Schrimpf
CREATES Research Papers, 2010
96*2010
Currency value
L Menkhoff, L Sarno, M Schmeling, A Schrimpf
The Review of Financial Studies 30 (2), 416-441, 2017
94*2017
Limit-order submission strategies under asymmetric information
L Menkhoff, CL Osler, M Schmeling
Journal of Banking & Finance 34 (11), 2665-2677, 2010
872010
Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations?
M Schmeling, A Schrimpf
European Economic Review 55 (5), 702-719, 2011
802011
Information Flows in Foreign Exchange Markets: Dissecting Customer Currency Trades
L MENKHOFF, L SARNO, M SCHMELING, A SCHRIMPF
The Journal of Finance 71 (2), 601-634, 2016
79*2016
Whose trades convey information? Evidence from a cross-section of traders
L Menkhoff, M Schmeling
Journal of Financial Markets 13 (1), 101-128, 2010
692010
Exchange Rates and Sovereign Risk
P Della Corte, L Sarno, M Schmeling, C Wagner
Available at SSRN 2354935, 2015
68*2015
Which Fundamentals Drive Exchange Rates? A Cross‐Sectional Perspective
L Sarno, M Schmeling
Journal of Money, Credit and Banking 46 (2-3), 267-292, 2014
552014
Does central bank tone move asset prices?
M Schmeling, C Wagner
502017
Exchange Rate Management in Emerging Markets: Intervention via an Electronic Limit Order Book
M Melvin, L Menkhoff, M Schmeling
Journal of International Economics 79 (1), 54-63, 2009
422009
Survey Expectations of Returns and Asset Pricing Puzzles
RSJ Koijen, M Schmeling, EB Vrugt
Available at SSRN 2513701, 2014
402014
Macro-expectations, aggregate uncertainty, and expected term premia
CD Dick, M Schmeling, A Schrimpf
European Economic Review 58, 58-80, 2013
382013
Quantifying survey expectations: What's wrong with the probability approach?
J Breitung, M Schmeling
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der …, 2011
382011
Capital market integration and consumption risk sharing over the long run
J Rangvid, P Santa-Clara, M Schmeling
Journal of International Economics 103, 27-43, 2016
332016
Local information in foreign exchange markets
L Menkhoff, M Schmeling
Journal of International Money and Finance 27 (8), 1383-1406, 2008
332008
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Articles 1–20