Maik Schmeling
Names
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Maik |
| last: |
Schmeling |
Identifer
Contact
Affiliations
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Centre for Economic Policy Research (CEPR) (weight: 1%)
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Goethe Universität Frankfurt am Main
/ Fachbereich Wirtschaftswissenschaft
/ Abteilung Finanzen (weight: 99%)
Research profile
author of:
- Global Asset Pricing: Is There a Role for Long-run Consumption Risk? (RePEc:aah:create:2009-57)
by Jesper Rangvid & Maik Schmeling & Andreas Schrimpf - Dividend predictability around the world (RePEc:aah:create:2010-03)
by Jesper Rangvid & Maik Schmeling & Andreas Schrimpf - Macro Expectations, Aggregate Uncertainty, and Expected Term Premia (RePEc:aah:create:2010-49)
by Christian D. Dick & Maik Schmeling & Andreas Schrimpf - A Comprehensive Look at Financial Volatility Prediction by Economic Variables (RePEc:aah:create:2010-58)
by Charlotte Christiansen & Maik Schmeling & Andreas Schrimpf - Crypto carry (RePEc:bis:biswps:1087)
by Maik Schmeling & Andreas Schrimpf & Karamfil Todorov - Currency Momentum Strategies (RePEc:bis:biswps:366)
by Lukas Menkhoff & Lucio Sarno & Maik Schmeling & Andreas Schrimpf - A Comprehensive Look at Financial Volatility Prediction by Economic Variables (RePEc:bis:biswps:374)
by Charlotte Christiansen & Maik Schmeling & Andreas Schrimpf - Information flows in foreign exchange markets: dissecting customer currency trades (RePEc:bis:biswps:405)
by Lukas Mankhoff & Lucio Sarno & Maik Schmeling & Andreas Schrimpf - Global Asset Allocation Shifts (RePEc:bis:biswps:497)
by Tim A Kroencke & Maik Schmeling & Andreas Schrimpf - Monetary policy expectation errors (RePEc:bis:biswps:996)
by Maik Schmeling & Andreas Schrimpf & Sigurd A. M. Steffensen - Carry Trades and Global Foreign Exchange Volatility (RePEc:bla:jfinan:v:67:y:2012:i:2:p:681-718)
by Lukas Menkhoff & Lucio Sarno & Maik Schmeling & Andreas Schrimpf - Information Flows in Foreign Exchange Markets: Dissecting Customer Currency Trades (RePEc:bla:jfinan:v:71:y:2016:i:2:p:601-634)
by Lukas Menkhoff & Lucio Sarno & Maik Schmeling & Andreas Schrimpf - Automating Exchange Rate Target Zones: Intervention via an Electronic Limit Order Book (RePEc:ces:ceswps:_2221)
by Michael Melvin & Lukas Menkhoff & Maik Schmeling - Exchange Rate Management in Emerging Markets: Intervention via an Electronic Limit Order Book (RePEc:ces:ceswps:_2656)
by Michael Melvin & Lukas Menkhoff & Maik Schmeling - Limit-Order Submission Strategies under Asymmetric Information (RePEc:ces:ceswps:_3054)
by Lukas Menkhoff & Carol L. Osler & Maik Schmeling - Currency Value (RePEc:cpr:ceprdp:11324)
by Sarno, Lucio & Menkhoff, Lukas & Schmeling, Maik & Schrimpf, Paul - Does Central Bank Tone Move Asset Prices? (RePEc:cpr:ceprdp:13490)
by Schmeling, Maik & Wagner, Christian - The FOMC Risk Shift (RePEc:cpr:ceprdp:14037)
by Schmeling, Maik & Schrimpf, Paul & Kroencke, Tim - Short-term Momentum (RePEc:cpr:ceprdp:15857)
by Schmeling, Maik & Medhat, Mamdouh - Exchange Rates and Sovereign Risk (RePEc:cpr:ceprdp:16058)
by Sarno, Lucio & Della Corte, Pasquale & Schmeling, Maik & Wagner, Christian - Deciphering Monetary Policy Shocks (RePEc:cpr:ceprdp:17295)
by Gnan, Phillipp & Schleritzko, Maximilian & Schmeling, Maik & Wagner, Christian - Foreign exchange intervention: A new database (RePEc:cpr:ceprdp:17558)
by Fratzscher, Marcel & Heidland, Tobias & Menkhoff, Lukas & Sarno, Lucio & Schmeling, Maik - Carry Trades and Global Foreign Exchange Volatility (RePEc:cpr:ceprdp:8291)
by Menkhoff, Lukas & Sarno, Lucio & Schrimpf, Paul & Schmeling, Maik - Currency Momentum Strategies (RePEc:cpr:ceprdp:8747)
by Menkhoff, Lukas & Sarno, Lucio & Schrimpf, Paul & Schmeling, Maik - Which Fundamentals Drive Exchange Rates? A Cross-Sectional Perspective (RePEc:cpr:ceprdp:9472)
by Sarno, Lucio & Schmeling, Maik - Dividend Predictability Around the World (RePEc:cup:jfinqa:v:49:y:2014:i:5-6:p:1255-1277_00)
by Rangvid, Jesper & Schmeling, Maik & Schrimpf, Andreas - Foreign Exchange Intervention: A New Database (RePEc:diw:diwwpp:dp1915)
by Marcel Fratzscher & Tobias Heidland & Lukas Menkhoff & Lucio Sarno & Maik Schmeling - A prospect-theoretical interpretation of momentum returns (RePEc:eee:ecolet:v:93:y:2006:i:3:p:360-366)
by Menkhoff, Lukas & Schmeling, Maik - Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations? (RePEc:eee:eecrev:v:55:y:2011:i:5:p:702-719)
by Schmeling, Maik & Schrimpf, Andreas - Macro-expectations, aggregate uncertainty, and expected term premia (RePEc:eee:eecrev:v:58:y:2013:i:c:p:58-80)
by Dick, Christian D. & Schmeling, Maik & Schrimpf, Andreas - Investor sentiment and stock returns: Some international evidence (RePEc:eee:empfin:v:16:y:2009:i:3:p:394-408)
by Schmeling, Maik - What do professional forecasters' stock market expectations tell us about herding, information extraction and beauty contests? (RePEc:eee:empfin:v:20:y:2013:i:c:p:109-129)
by Rangvid, Jesper & Schmeling, Maik & Schrimpf, Andreas - Whose trades convey information? Evidence from a cross-section of traders (RePEc:eee:finmar:v:13:y:2010:i:1:p:101-128)
by Menkhoff, Lukas & Schmeling, Maik - Capital market integration and consumption risk sharing over the long run (RePEc:eee:inecon:v:103:y:2016:i:c:p:27-43)
by Rangvid, Jesper & Santa-Clara, Pedro & Schmeling, Maik - Exchange rate management in emerging markets: Intervention via an electronic limit order book (RePEc:eee:inecon:v:79:y:2009:i:1:p:54-63)
by Melvin, Michael & Menkhoff, Lukas & Schmeling, Maik - Institutional and individual sentiment: Smart money and noise trader risk? (RePEc:eee:intfor:v:23:y:2007:i:1:p:127-145)
by Schmeling, Maik - Quantifying survey expectations: What’s wrong with the probability approach? (RePEc:eee:intfor:v:29:y:2013:i:1:p:142-154)
by Breitung, Jörg & Schmeling, Maik - Limit-order submission strategies under asymmetric information (RePEc:eee:jbfina:v:34:y:2010:i:11:p:2665-2677)
by Menkhoff, Lukas & Osler, Carol L. & Schmeling, Maik - Currency momentum strategies (RePEc:eee:jfinec:v:106:y:2012:i:3:p:660-684)
by Menkhoff, Lukas & Sarno, Lucio & Schmeling, Maik & Schrimpf, Andreas - Monetary policy expectation errors (RePEc:eee:jfinec:v:146:y:2022:i:3:p:841-858)
by Schmeling, Maik & Schrimpf, Andreas & Steffensen, Sigurd A.M. - Local information in foreign exchange markets (RePEc:eee:jimfin:v:27:y:2008:i:8:p:1383-1406)
by Menkhoff, Lukas & Schmeling, Maik - Trader see, trader do: How do (small) FX traders react to large counterparties' trades? (RePEc:eee:jimfin:v:29:y:2010:i:7:p:1283-1302)
by Menkhoff, Lukas & Schmeling, Maik - The FOMC Risk Shift (RePEc:eee:moneco:v:120:y:2021:i:c:p:21-39)
by Kroencke, Tim A. & Schmeling, Maik & Schrimpf, Andreas - Local Information in Foreign Exchange Markets (RePEc:han:dpaper:dp-331)
by Menkhoff, Lukas & Schmeling, Maik - A Prospect-Theoretical Interpretation of Momentum Returns (RePEc:han:dpaper:dp-335)
by Menkhoff, Lukas & Schmeling, Maik - Institutional and Individual Sentiment: Smart Money and Noise Trader Risk (RePEc:han:dpaper:dp-337)
by Schmeling, Maik - Whose trades convey information? Evidence from a cross-section of traders (RePEc:han:dpaper:dp-357)
by Menkhoff, Lukas & Schmeling, Maik - Are all professional investors sophisticated? (RePEc:han:dpaper:dp-397)
by Menkhoff, Lukas & Schmeling, Maik & Schmidt, Ulrich - Investor sentiment and stock returns: Some international evidence (RePEc:han:dpaper:dp-407)
by Schmeling, Maik - Trader see, trader do: How do (small) FX traders react to large counterparties' trades? (RePEc:han:dpaper:dp-415)
by Menkhoff, Lukas & Schmeling, Maik - Quantifying survey expectations: What's wrong with the probability approach? (RePEc:han:dpaper:dp-485)
by Breitung, Jörg & Schmeling, Maik - Expected Inflation, Expected Stock Returns, and Money Illusion: What can we learn from Survey Expectations? (RePEc:hum:wpaper:sfb649dp2008-036)
by Maik Schmeling & Andreas Schrimpf - Exchange Rates and Sovereign Risk (RePEc:inm:ormnsc:v:68:y:2022:i:8:p:5591-5617)
by Pasquale Della Corte & Lucio Sarno & Maik Schmeling & Christian Wagner - Currency Value (RePEc:oup:rfinst:v:30:y:2017:i:2:p:416-441.)
by Lukas Menkhoff & Lucio Sarno & Maik Schmeling & Andreas Schrimpf - Short-term Momentum (RePEc:oup:rfinst:v:35:y:2022:i:3:p:1480-1526.)
by Mamdouh Medhat & Maik Schmeling - Carry Trades and Global FX Volatility (RePEc:pra:mprapa:14728)
by Menkhoff, Lukas & Sarno, Lucio & Schmeling, Maik & Schrimpf, Andreas - Currency Momentum Strategies (RePEc:rim:rimwps:09_12)
by Lukas Menkhoff & Lucio Sarno & Maik Schmeling & Andreas Schrimpf - A comprehensive look at financial volatility prediction by economic variables (RePEc:wly:japmet:v:27:y:2012:i:6:p:956-977)
by Charlotte Christiansen & Maik Schmeling & Andreas Schrimpf - Which Fundamentals Drive Exchange Rates? A Cross‐Sectional Perspective (RePEc:wly:jmoncb:v:46:y:2014:i:2-3:p:267-292)
by Lucio Sarno & Maik Schmeling - What moves markets? (RePEc:zbw:bubdps:162022)
by Kerssenfischer, Mark & Schmeling, Maik - Foreign exchange intervention: A new database (RePEc:zbw:ifwkwp:2171)
by Fratzscher, Marcel & Heidland, Tobias & Menkhoff, Lukas & Sarno, Lucio & Schmeling, Maik - What is Libra? Understanding Facebook's currency (RePEc:zbw:safepl:76)
by Schmeling, Maik - Non-performing loans - new risks and policies? NPL resolution after COVID-19: Main differences to previous crises (RePEc:zbw:safewh:84)
by Kasinger, Johannes & Krahnen, Jan Pieter & Ongena, Steven & Pelizzon, Loriana & Schmeling, Maik & Wahrenburg, Mark - The FOMC risk shift (RePEc:zbw:safewp:302)
by Kroencke, Tim-Alexander & Schmeling, Maik & Schrimpf, Andreas - Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations? (RePEc:zbw:sfb649:sfb649dp2008-036)
by Schmeling, Maik & Schrimpf, Andreas - Higher-order beliefs among professional stock market forecasters: some first empirical tests (RePEc:zbw:zewdip:09042)
by Rangvid, Jesper & Schmeling, Maik & Schrimpf, Andreas - Macro expectations, aggregate uncertainty, and expected term premia (RePEc:zbw:zewdip:10064)
by Dick, Christian D. & Schmeling, Maik & Schrimpf, Andreas