15
H index
16
i10 index
1033
Citations
Goethe Universität Frankfurt am Main (99% share) | 15 H index 16 i10 index 1033 Citations RESEARCH PRODUCTION: 20 Articles 28 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Maik Schmeling. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of International Economics | 2 |
Journal of Empirical Finance | 2 |
Journal of International Money and Finance | 2 |
International Journal of Forecasting | 2 |
Journal of Finance | 2 |
European Economic Review | 2 |
Working Papers Series with more than one paper published | # docs |
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Hannover Economic Papers (HEP) / Leibniz Universitt Hannover, Wirtschaftswissenschaftliche Fakultt | 8 |
BIS Working Papers / Bank for International Settlements | 4 |
CESifo Working Paper Series / CESifo | 3 |
ZEW Discussion Papers / ZEW - Leibniz Centre for European Economic Research | 2 |
Year | Title of citing document | |
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2020 | Does Fear has Stronger Impact than Confidence on Stock Returns?The Case of Asia-Pacific Developed Markets. (2020). Ngoc, Yoshihisa Suzuki. In: Analele Stiintifice ale Universitatii Alexandru Ioan Cuza din Iasi - Stiinte Economice. RePEc:aic:journl:y:2020:v:67-2:p:157-175. Full description at Econpapers || Download paper | |
2020 | Trends, Reversion, and Critical Phenomena in Financial Markets. (2020). Schmidhuber, Christof. In: Papers. RePEc:arx:papers:2006.07847. Full description at Econpapers || Download paper | |
2020 | Volatility Depend on Market Trades and Macro Theory. (2020). Olkhov, Victor. In: Papers. RePEc:arx:papers:2008.07907. Full description at Econpapers || Download paper | |
2020 | Price, Volatility and the Second-Order Economic Theory. (2020). Olkhov, Victor. In: Papers. RePEc:arx:papers:2009.14278. Full description at Econpapers || Download paper | |
2020 | If Global or Local Investor Sentiments are Prone to Developing an Impact on Stock Returns, is there an Industry Effect?. (2020). Zhu, Tingting ; Ausloos, Marcel ; Shi, Jing. In: Papers. RePEc:arx:papers:2012.12951. Full description at Econpapers || Download paper | |
2020 | Investor Sentiment Effects on Share Price Deviations from their Intrinsic Values Based on Accounting Fundamentals. (2020). Tzavalis, Elias ; Karavias, Yiannis ; Spilioti, Stella. In: Discussion Papers. RePEc:bir:birmec:20-21. Full description at Econpapers || Download paper | |
2020 | News media analytics in finance: a survey. (2020). Hahn, Tobias ; Vanstone, Bruce ; Marty, Tom. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:2:p:1385-1434. Full description at Econpapers || Download paper | |
2020 | Option trading after the opening bell and intraday stock return predictability. (2020). Fodor, Andy ; Bergsma, Kelley ; Tayal, Jitendra ; Singal, Vijay. In: Financial Management. RePEc:bla:finmgt:v:49:y:2020:i:3:p:769-804. Full description at Econpapers || Download paper | |
2020 | Consumption Fluctuations and Expected Returns. (2020). Priestley, Richard ; Moller, Stig V ; Atanasov, Victoria. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:3:p:1677-1713. Full description at Econpapers || Download paper | |
2020 | The forwardâ€looking ability of the real exchange rate and its misalignment to forecast the economic performance and the stock market return. (2020). Tim, Douglas Kai. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:10:p:2723-2741. Full description at Econpapers || Download paper | |
2020 | From carry trades to curvy trades. (2020). Kostka, Thomas ; Gräb, Johannes ; Grab, Johannes ; Dreher, Ferdinand. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:3:p:758-780. Full description at Econpapers || Download paper | |
2020 | Informed trading in government bond markets. (2020). Czech, Robert ; Wang, Tianyu ; Lou, Dong ; Huang, Shiyang. In: Bank of England working papers. RePEc:boe:boeewp:0871. Full description at Econpapers || Download paper | |
2020 | On the Performance of Cryptocurrency Funds. (2020). Babiak, Mykola ; Bianchi, Daniele. In: CERGE-EI Working Papers. RePEc:cer:papers:wp672. Full description at Econpapers || Download paper | |
2020 | Retaining Alpha: The Effect of Trade Size and Rebalancing Frequency on FX Strategy Returns. (2020). Melvin, Michael ; Pan, Wenqiang ; Wikstrom, Petra. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8143. Full description at Econpapers || Download paper | |
2020 | Chinese Exchange Rate Policy: Lessons for Global Investors. (2020). Westermann, Frank ; Melvin, Michael . In: CESifo Working Paper Series. RePEc:ces:ceswps:_8493. Full description at Econpapers || Download paper | |
2021 | The Global Economic Impact of Politicians: Evidence from an International Survey RCT. (2021). Potrafke, Niklas ; Ruthardt, Fabian ; Grundler, Klaus ; Boumans, Dorine. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8833. Full description at Econpapers || Download paper | |
2021 | The Global Economic Impact of Politicians: Evidence from an International Survey RCT. (2021). Potrafke, Niklas ; Ruthardt, Fabian ; Grundler, Klaus ; Boumans, Dorine. In: EconPol Working Paper. RePEc:ces:econwp:_56. Full description at Econpapers || Download paper | |
2020 | MULTIPRIL, a new database on multilateral price levels and currency misalignments. (2020). Mignon, Valérie ; COUHARDE, Cécile ; Grekou, Carl. In: Working Papers. RePEc:cii:cepidt:2020-12. Full description at Econpapers || Download paper | |
2020 | Did Globalization Kill Contagion?. (2020). Szafarz, Ariane ; Oosterlinck, Kim ; Burietz, Aurore ; Briere, Marie ; Accominotti, Olivier. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14395. Full description at Econpapers || Download paper | |
2020 | Global Macro-Financial Cycles and Spillovers. (2020). Ha, Jongrim ; Kose, Ayhan ; Otrok, Christopher ; Prasad, Eswar. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14404. Full description at Econpapers || Download paper | |
2020 | The Non-U.S. Bank Demand for U.S. Dollar Assets. (2020). Adrian, Tobias ; Xie, Peichu. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14437. Full description at Econpapers || Download paper | |
2020 | Currency Futures Risk Premia and Risk Factors. (2020). Bernoth, Kerstin ; de Vries, Casper G ; Vonhagen, Jurgen ; von Hagen, Jurgen. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1866. Full description at Econpapers || Download paper | |
2020 | Foreign Exchange Intervention: A New Database. (2020). Menkhoff, Lukas ; Fratzscher, Marcel ; Schmeling, Maik ; Sarno, Lucio ; Heidland, Tobias. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1915. Full description at Econpapers || Download paper | |
2020 | Attention to the tail(s): global financial conditions and exchange rate risks. (2020). Sokol, Andrej ; Eguren-Martin, Fernando. In: Working Paper Series. RePEc:ecb:ecbwps:20202387. Full description at Econpapers || Download paper | |
2020 | Investment funds, monetary policy, and the global financial cycle. (2020). Kaufmann, Christoph. In: Working Paper Series. RePEc:ecb:ecbwps:20202489. Full description at Econpapers || Download paper | |
2020 | The global financial crisis and the capital structure of firms: Was the impact more severe among SMEs and non-listed firms?. (2020). Tressel, Thierry ; Demirguc-Kunt, Asli ; Martinez, Maria Soledad ; Demirgu-Kunt, Asli. In: Journal of Corporate Finance. RePEc:eee:corfin:v:60:y:2020:i:c:s0929119918308393. Full description at Econpapers || Download paper | |
2020 | The contribution of intraday jumps to forecasting the density of returns. (2020). Sevi, Benoit ; Ielpo, Florian ; Chorro, Christophe. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:113:y:2020:i:c:s0165188920300233. Full description at Econpapers || Download paper | |
2020 | The effects of trade size and market depth on immediate price impact in a limit order book market. (2020). Anderson, Heather ; Pham, Manh Cuong ; Lajbcygier, Paul ; Duong, Huu Nhan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:120:y:2020:i:c:s0165188920301603. Full description at Econpapers || Download paper | |
2020 | Forecasting stock market volatility: The role of technical variables. (2020). Liu, LI ; Pan, Zhiyuan. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:55-65. Full description at Econpapers || Download paper | |
2020 | A new investor sentiment indicator (ISI) based on artificial intelligence: A powerful return predictor in China. (2020). Lv, Dayong ; Zhou, Yaping ; Wang, Zilin ; Ruan, Qingsong. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:47-58. Full description at Econpapers || Download paper | |
2020 | On the cross-sectional relation between exchange rates and future fundamentals. (2020). Fatnassi, Ibrahim ; Hammami, Yacine ; Kharrat, Sabrine. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:484-501. Full description at Econpapers || Download paper | |
2020 | Are high–frequency traders informed?. (2020). Varsakelis, Christos ; Fontaine, Patrice ; Anagnostidis, Panagiotis. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:365-383. Full description at Econpapers || Download paper | |
2021 | Investor sentiment and stock price: Empirical evidence from Chinese SEOs. (2021). Yan, Chao ; Huang, Yong ; Lan, Yueqin. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:703-714. Full description at Econpapers || Download paper | |
2020 | Testing the performance of technical analysis and sentiment-TAR trading rules in the Malaysian stock market. (2020). Chong, Lee-Lee ; Tey, Eng-Xin ; Lai, Ming-Ming ; Tan, Siow-Hooi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302250. Full description at Econpapers || Download paper | |
2020 | States of psychological anchors and price behavior of Japanese yen futures. (2020). Wang, Yu-Chun ; Lu, Yang-Cheng ; Lee, Yun-Huan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302912. Full description at Econpapers || Download paper | |
2020 | The effect of domestic and foreign risks on an emerging stock market: A time series analysis. (2020). Kirikkaleli, Dervis. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302997. Full description at Econpapers || Download paper | |
2020 | Predicting stock market crises using daily stock market valuation and investor sentiment indicators. (2020). Wu, Xiang ; Liu, Yufang ; Zhou, Qingling ; Fu, Junhui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818304108. Full description at Econpapers || Download paper | |
2020 | Positional momentum and liquidity management; a bivariate rank approach. (2020). Panahidargahloo, Akram. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819302232. Full description at Econpapers || Download paper | |
2020 | Forecasting the Chinese stock market volatility with international market volatilities: The role of regime switching. (2020). Wei, YU ; Lei, Likun ; Zhang, Yaojie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819302293. Full description at Econpapers || Download paper | |
2020 | Efficient predictability of stock return volatility: The role of stock market implied volatility. (2020). He, Shaoyi ; Wen, Fenghua ; Zhou, Huiting ; Dai, Zhifeng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300711. Full description at Econpapers || Download paper | |
2020 | Volatility interdependence on foreign exchange markets: The contribution of cross-rates. (2020). Kinkyo, Takuji. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301807. Full description at Econpapers || Download paper | |
2020 | Commodity currencies and causality: Some high-frequency evidence. (2020). Ahmed, Rashad. In: Economics Letters. RePEc:eee:ecolet:v:189:y:2020:i:c:s0165176520300422. Full description at Econpapers || Download paper | |
2020 | Momentum trading in cryptocurrencies: Short-term returns and diversification benefits. (2020). Tsend-Ayush, Bayasgalan ; Kizys, Renatas ; Tzouvanas, Panagiotis. In: Economics Letters. RePEc:eee:ecolet:v:191:y:2020:i:c:s0165176519303647. Full description at Econpapers || Download paper | |
2020 | Economic indicators and stock market volatility in an emerging economy. (2020). Ryu, Doojin ; Cho, Hoon ; Chun, Dohyun. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:2:s0939362518305594. Full description at Econpapers || Download paper | |
2020 | Private and public risk sharing in the euro area. (2020). Cimadomo, Jacopo ; Ciminelli, Gabriele ; Giuliodori, Massimo ; Furtuna, Oana. In: European Economic Review. RePEc:eee:eecrev:v:121:y:2020:i:c:s0014292119302077. Full description at Econpapers || Download paper | |
2020 | Forecasting stock returns: A predictor-constrained approach. (2020). Wang, Yudong ; Pettenuzzo, Davide ; Pan, Zhiyuan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:55:y:2020:i:c:p:200-217. Full description at Econpapers || Download paper | |
2020 | Information shares in a two-tier FX market. (2020). Schreiber, Ben Z ; Piccotti, Louis R. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:19-35. Full description at Econpapers || Download paper | |
2020 | Predicting the long-term stock market volatility: A GARCH-MIDAS model with variable selection. (2020). Lee, Tae Hwy ; Su, Zhi ; Fang, Tong. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:36-49. Full description at Econpapers || Download paper | |
2020 | Cash-flow or return predictability at long horizons? The case of earnings yield. (2020). Xu, Danielle ; Maio, Paulo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:59:y:2020:i:c:p:172-192. Full description at Econpapers || Download paper | |
2020 | Time-varying persistence in real oil prices and its determinant. (2020). Wegener, Christoph ; Kruse, Robinson. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319300805. Full description at Econpapers || Download paper | |
2020 | Time series momentum and macroeconomic risk. (2020). O'Brien, John ; Hutchinson, Mark C. In: International Review of Financial Analysis. RePEc:eee:finana:v:69:y:2020:i:c:s1057521920301137. Full description at Econpapers || Download paper | |
2020 | Is herding spurious or intentional? Evidence from analyst recommendation revisions and sentiment. (2020). Holmes, Phil ; Guo, Jiaqi ; Altanlar, Ali. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301836. Full description at Econpapers || Download paper | |
2020 | Speculator activity and the cross-asset predictability of FX returns. (2020). Peltomaki, Jarkko ; Hasselgren, Anton ; Graham, Michael. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302052. Full description at Econpapers || Download paper | |
2020 | Multiple duration analyses of dynamic limit order placement strategies and aggressiveness in a low-latency market environment. (2020). LE, Thai-Ha ; Tu, Anh ; Fong, Kingsley Y ; Liu, Wai-Man. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302192. Full description at Econpapers || Download paper | |
2020 | Can international supply chain induce a return premium? Evidence from U.S. leading high-technology firms and Taiwan stock market. (2020). Zhao, Cuifang ; Zhang, Ruhui ; Tsai, Li-Chuan. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318306330. Full description at Econpapers || Download paper | |
2020 | Rare disaster risk and exchange rates: An empirical investigation of South Korean exchange rates under tension between the two Koreas. (2020). Park, Cheolbeom. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612319303903. Full description at Econpapers || Download paper | |
2020 | Institutional investor sentiment, beta, and stock returns. (2020). Wang, Wenzhao. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s1544612318303684. Full description at Econpapers || Download paper | |
2020 | Can the intermediary capital risk predict foreign exchange rates?. (2020). Yin, Libo. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s1544612319305367. Full description at Econpapers || Download paper | |
2020 | Trading from home: The impact of COVID-19 on trading volume around the world. (2020). Zhong, Angel ; Chiah, Mardy. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s1544612320315981. Full description at Econpapers || Download paper | |
2020 | Tales of tails: Jumps in currency markets. (2020). Wang, Minho ; Lee, Suzanne S. In: Journal of Financial Markets. RePEc:eee:finmar:v:48:y:2020:i:c:s138641811830243x. Full description at Econpapers || Download paper | |
2020 | Risk premium spillovers among stock markets: Evidence from higher-order moments. (2020). Aboura, Sofiane ; Finta, Marinela Adriana. In: Journal of Financial Markets. RePEc:eee:finmar:v:49:y:2020:i:c:s1386418120300021. Full description at Econpapers || Download paper | |
2020 | Retaining alpha: The effect of trade size and rebalancing frequency on FX strategy returns. (2020). Pan, Wenqiang ; Melvin, Michael ; Wikstrom, Petra. In: Journal of Financial Markets. RePEc:eee:finmar:v:51:y:2020:i:c:s1386418120300148. Full description at Econpapers || Download paper | |
2020 | Can overnight return really serve as a proxy for firm-specific investor sentiment? Cross-country evidence. (2020). Shen, Dehua ; Li, Xiao ; Meng, Yongqiang ; Xiong, Xiong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:64:y:2020:i:c:s1042443119304822. Full description at Econpapers || Download paper | |
2020 | Fundamental and behavioural determinants of stock return volatility in ASEAN-5 countries. (2020). Liu, Jia ; Nasir, Muhammad Ali ; Wu, Junjie ; Thampanya, Natthinee. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:65:y:2020:i:c:s1042443120300779. Full description at Econpapers || Download paper | |
2020 | Examining stress in Asian currencies: A perspective offered by high frequency financial market data. (2020). Treepongkaruna, Sirimon ; Matei, Marius ; Dungey, Mardi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:67:y:2020:i:c:s1042443120300846. Full description at Econpapers || Download paper | |
2020 | The impact of sentiment and attention measures on stock market volatility. (2020). Audrino, Francesco ; Ballinari, Daniele ; Sigrist, Fabio. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:334-357. Full description at Econpapers || Download paper | |
2020 | The cross-over effect of irrational sentiments in housing, commercial property, and stock markets. (2020). Füss, Roland ; Russ, Isabel Nina ; Hanle, Benjamin ; Fuss, Roland ; ROLAND FÜSS, ; Das, Prashant. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:114:y:2020:i:c:s0378426620300674. Full description at Econpapers || Download paper | |
2020 | Hedging geopolitical risk with precious metals. (2020). Smales, Lee ; Baur, Dirk G. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:117:y:2020:i:c:s037842662030090x. Full description at Econpapers || Download paper | |
2020 | Collectivism and commonality in liquidity. (2020). Samet, Anis ; Saad, Mohsen. In: Journal of Business Research. RePEc:eee:jbrese:v:116:y:2020:i:c:p:137-162. Full description at Econpapers || Download paper | |
2020 | Monetary policy and herd behavior: International evidence. (2020). Spyrou, Spyros ; Makrychoriti, Panagiota ; Krokida, Styliani-Iris. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:170:y:2020:i:c:p:386-417. Full description at Econpapers || Download paper | |
2020 | Economic momentum and currency returns. (2020). Hasseltoft, Henrik ; Dahlquist, Magnus. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:1:p:152-167. Full description at Econpapers || Download paper | |
2020 | Risky bank guarantees. (2020). Sarno, Lucio ; Mäkinen, Taneli ; Zinna, Gabriele ; Makinen, Taneli. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:2:p:490-522. Full description at Econpapers || Download paper | |
2020 | Global currency hedging with common risk factors. (2020). Riddiough, Steven J ; Opie, Wei. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:3:p:780-805. Full description at Econpapers || Download paper | |
2020 | Business cycles and currency returns. (2020). Sarno, Lucio ; Riddiough, Steven J ; Colacito, Riccardo. In: Journal of Financial Economics. RePEc:eee:jfinec:v:137:y:2020:i:3:p:659-678. Full description at Econpapers || Download paper | |
2020 | Pegxit pressure. (2020). Pina, Gonalo ; Mitchener, Kris James. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:107:y:2020:i:c:s0261560620301479. Full description at Econpapers || Download paper | |
2021 | Attractive and non-attractive currencies. (2021). Marsh, Ian W ; James, Jessica ; Dupuy, Philippe. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302096. Full description at Econpapers || Download paper | |
2021 | Why are countries’ asset portfolios exposed to nominal exchange rates?. (2021). Barrett, Philip ; Adams, Jonathan J. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302333. Full description at Econpapers || Download paper | |
2021 | Can risk explain the profitability of technical trading in currency markets?. (2021). Neely, Christopher ; Famiglietti, Matthew T ; Weller, Paul ; Ivanova, Yuliya . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302412. Full description at Econpapers || Download paper | |
2020 | A comprehensive empirical analysis of the predictive impact of the price of crude oil on aggregate equity return volatility. (2020). Nonejad, Nima. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:20:y:2020:i:c:s2405851319300868. Full description at Econpapers || Download paper | |
2020 | Understanding the impact of investor sentiment on the price formation process: A review of the conduct of American stock markets. (2020). Ahmed, Bouteska. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:22:y:2020:i:c:s1703494920300190. Full description at Econpapers || Download paper | |
2020 | Investor Sentiment and Stock Price Premium Validation with Siamese Twins from China. (2020). Ran, Jimmy ; Li, Yuan. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:57-58:y:2020:i::s1042444x2030044x. Full description at Econpapers || Download paper | |
2020 | Limit order submission risks, order choice, and tick size. (2020). Yamamoto, Ryuichi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:59:y:2020:i:c:s0927538x19302732. Full description at Econpapers || Download paper | |
2020 | Stock return predictability from a mixed model perspective. (2020). Zhu, Huan ; Dai, Zhifeng. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:60:y:2020:i:c:s0927538x1930633x. Full description at Econpapers || Download paper | |
2020 | Business sentiment and the cross-section of global equity returns. (2020). Szyszka, Adam ; Zaremba, Adam ; Zawadka, Dariusz ; Long, Huaigang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:61:y:2020:i:c:s0927538x20301554. Full description at Econpapers || Download paper | |
2020 | An anatomy of commodity futures returns in China. (2020). Zhang, Zhekai ; Xiao, Jun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x20301086. Full description at Econpapers || Download paper | |
2020 | Which is the better fourth factor in China? Reversal or turnover?. (2020). Zhang, Joyce ; Lin, Kun-Ben ; Huang, Jing-Bo ; Chen, Shu-Heng. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x2030113x. Full description at Econpapers || Download paper | |
2020 | Forecasting Chinas stock market variance. (2020). Shi, Yongdong ; Cheng, Hang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:64:y:2020:i:c:s0927538x19304950. Full description at Econpapers || Download paper | |
2020 | Do sharp movements in oil prices matter for stock markets?. (2020). Huang, Paoyu ; Day, Min-Yuh ; Wu, Manhwa ; Ni, Yensen. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:539:y:2020:i:c:s0378437119316280. Full description at Econpapers || Download paper | |
2020 | Forecasting Chinese industry return volatilities with RMB/USD exchange rate. (2020). Dong, Xiaodi ; Zhu, Huan ; Dai, Zhifeng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:539:y:2020:i:c:s0378437119316929. Full description at Econpapers || Download paper | |
2020 | The profitability of Bollinger Bands: Evidence from the constituent stocks of Taiwan 50. (2020). Yu, Shang-Ru ; Huang, Paoyu ; Day, Min-Yuh ; Ni, Yensen. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:551:y:2020:i:c:s0378437120300078. Full description at Econpapers || Download paper | |
2020 | Uncovered interest rate parity through the lens of fractal methods: Evidence from the European Union. (2020). Krištoufek, Ladislav ; Ferreira, Paulo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:553:y:2020:i:c:s0378437120300698. Full description at Econpapers || Download paper | |
2021 | Trends, reversion, and critical phenomena in financial markets. (2021). Schmidhuber, Christof. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:566:y:2021:i:c:s0378437120309407. Full description at Econpapers || Download paper | |
2020 | The sources of pricing factors underlying the cross-section of currency returns. (2020). Lin, Chien-Hsiu ; Chen, Chih-Nan. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:77:y:2020:i:c:p:250-265. Full description at Econpapers || Download paper | |
2020 | Whose trades move stock prices? Evidence from the Taiwan Stock Exchange. (2020). Lin, Zong-Wei ; Hung, Pi-Hsia ; Lien, Donald. In: International Review of Economics & Finance. RePEc:eee:reveco:v:66:y:2020:i:c:p:25-50. Full description at Econpapers || Download paper | |
2020 | Intraday sentiment and market returns. (2020). Liu, Xihua ; Gao, Bin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:48-62. Full description at Econpapers || Download paper | |
2021 | Nonlinearity in stock returns: Do risk aversion, investor sentiment and, monetary policy shocks matter?. (2021). Slim, Skander ; Boughrara, Adel ; Dahmene, Meriam. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:676-699. Full description at Econpapers || Download paper | |
2020 | Islamic and conventional portfolios optimization under investor sentiment states: Bayesian vs Markowitz portfolio analysis. (2020). Trichilli, Yousra ; Masmoudi, Afif ; Abbes, Mouna Boujelbene. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531918310547. Full description at Econpapers || Download paper | |
2020 | Stock market reactions to domestic sentiment: Panel CS-ARDL evidence. (2020). , Walid. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919303873. Full description at Econpapers || Download paper | |
2020 | Attention allocation and international stock return comovement: Evidence from the Bitcoin market. (2020). Li, Xiao ; Hu, Yitong ; Shen, Dehua. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920304992. Full description at Econpapers || Download paper | |
2020 | The Evolution of Price Discovery in an Electronic Market. (2020). Hjalmarsson, Erik ; Zikes, Filip ; Chaboud, Alain P. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-51. Full description at Econpapers || Download paper | |
2020 | The Determinants of the U.S. Consumer Sentiment: Linear and Nonlinear Models. (2020). Azoury, Nehme ; Bouri, Elie ; El Alaoui, Marwane . In: International Journal of Financial Studies. RePEc:gam:jijfss:v:8:y:2020:i:3:p:38-:d:379094. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2009 | Global Asset Pricing: Is There a Role for Long-run Consumption Risk? In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 2 |
2010 | Dividend predictability around the world In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 23 |
2014 | Dividend Predictability Around the World.(2014) In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | article | |
2010 | Macro Expectations, Aggregate Uncertainty, and Expected Term Premia In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 22 |
2013 | Macro-expectations, aggregate uncertainty, and expected term premia.(2013) In: European Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | article | |
2010 | Macro expectations, aggregate uncertainty, and expected term premia.(2010) In: ZEW Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
2010 | A Comprehensive Look at Financial Volatility Prediction by Economic Variables In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 92 |
2012 | A Comprehensive Look at Financial Volatility Prediction by Economic Variables.(2012) In: BIS Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 92 | paper | |
2012 | A comprehensive look at financial volatility prediction by economic variables.(2012) In: Journal of Applied Econometrics. [Citation analysis] This paper has another version. Agregated cites: 92 | article | |
2011 | Currency Momentum Strategies In: BIS Working Papers. [Full Text][Citation analysis] | paper | 128 |
2012 | Currency Momentum Strategies.(2012) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 128 | paper | |
2012 | Currency momentum strategies.(2012) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 128 | article | |
2012 | Currency Momentum Strategies.(2012) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 128 | paper | |
2013 | Information flows in foreign exchange markets: dissecting customer currency trades In: BIS Working Papers. [Full Text][Citation analysis] | paper | 37 |
2016 | Information Flows in Foreign Exchange Markets: Dissecting Customer Currency Trades.(2016) In: Journal of Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 37 | article | |
2015 | Global Asset Allocation Shifts In: BIS Working Papers. [Full Text][Citation analysis] | paper | 9 |
2012 | Carry Trades and Global Foreign Exchange Volatility In: Journal of Finance. [Full Text][Citation analysis] | article | 284 |
2011 | Carry Trades and Global Foreign Exchange Volatility.(2011) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 284 | paper | |
2008 | Automating Exchange Rate Target Zones: Intervention via an Electronic Limit Order Book In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
2009 | Exchange Rate Management in Emerging Markets: Intervention via an Electronic Limit Order Book In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 23 |
2009 | Exchange rate management in emerging markets: Intervention via an electronic limit order book.(2009) In: Journal of International Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | article | |
2010 | Limit-Order Submission Strategies under Asymmetric Information In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 33 |
2010 | Limit-order submission strategies under asymmetric information.(2010) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | article | |
2016 | Currency Value In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
2017 | Currency Value.(2017) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
2013 | Which Fundamentals Drive Exchange Rates? A Cross-Sectional Perspective In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 27 |
2014 | Which Fundamentals Drive Exchange Rates? A Crossâ€Sectional Perspective.(2014) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | article | |
2006 | A prospect-theoretical interpretation of momentum returns In: Economics Letters. [Full Text][Citation analysis] | article | 4 |
2006 | A Prospect-Theoretical Interpretation of Momentum Returns.(2006) In: Hannover Economic Papers (HEP). [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2011 | Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations? In: European Economic Review. [Full Text][Citation analysis] | article | 27 |
2008 | Expected Inflation, Expected Stock Returns, and Money Illusion: What can we learn from Survey Expectations?.(2008) In: SFB 649 Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | paper | |
2009 | Investor sentiment and stock returns: Some international evidence In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 192 |
2008 | Investor sentiment and stock returns: Some international evidence.(2008) In: Hannover Economic Papers (HEP). [Full Text][Citation analysis] This paper has another version. Agregated cites: 192 | paper | |
2013 | What do professional forecasters stock market expectations tell us about herding, information extraction and beauty contests? In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 1 |
2010 | Whose trades convey information? Evidence from a cross-section of traders In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 24 |
2007 | Whose trades convey information? Evidence from a cross-section of traders.(2007) In: Hannover Economic Papers (HEP). [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
2016 | Capital market integration and consumption risk sharing over the long run In: Journal of International Economics. [Full Text][Citation analysis] | article | 13 |
2007 | Institutional and individual sentiment: Smart money and noise trader risk? In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 37 |
2006 | Institutional and Individual Sentiment: Smart Money and Noise Trader Risk.(2006) In: Hannover Economic Papers (HEP). [Full Text][Citation analysis] This paper has another version. Agregated cites: 37 | paper | |
2013 | Quantifying survey expectations: What’s wrong with the probability approach? In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 16 |
2011 | Quantifying survey expectations: Whats wrong with the probability approach?.(2011) In: Hannover Economic Papers (HEP). [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
2008 | Local information in foreign exchange markets In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 16 |
2006 | Local Information in Foreign Exchange Markets.(2006) In: Hannover Economic Papers (HEP). [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
2010 | Trader see, trader do: How do (small) FX traders react to large counterparties trades? In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 7 |
2009 | Trader see, trader do: How do (small) FX traders react to large counterparties trades?.(2009) In: Hannover Economic Papers (HEP). [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2008 | Are all professional investors sophisticated? In: Hannover Economic Papers (HEP). [Full Text][Citation analysis] | paper | 2 |
2009 | Carry Trades and Global FX Volatility In: MPRA Paper. [Full Text][Citation analysis] | paper | 3 |
2009 | Higher-order beliefs among professional stock market forecasters: some first empirical tests In: ZEW Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
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