Maik Schmeling : Citation Profile

Are you Maik Schmeling?

Centre for Economic Policy Research (CEPR) (1% share)
Goethe Universität Frankfurt am Main (99% share)

17

H index

20

i10 index

1683

Citations

RESEARCH PRODUCTION:

23

Articles

40

Papers

RESEARCH ACTIVITY:

   17 years (2006 - 2023). See details.
   Cites by year: 99
   Journals where Maik Schmeling has often published
   Relations with other researchers
   Recent citing documents: 188.    Total self citations: 24 (1.41 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psc117
   Updated: 2024-11-04    RAS profile: 2023-09-08    
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Relations with other researchers

Works with:

Schrimpf, Andreas (6)

Sarno, Lucio (3)

Kroencke, Tim (3)

Fratzscher, Marcel (2)

Heidland, Tobias (2)

Menkhoff, Lukas (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Maik Schmeling.

Is cited by:

Menkhoff, Lukas (35)

Sarno, Lucio (30)

Kose, Ayhan (20)

Claveria, Oscar (18)

Sakemoto, Ryuta (17)

Ranaldo, Angelo (16)

Rime, Dagfinn (16)

Byrne, Joseph (16)

Claessens, Stijn (15)

Wang, Yudong (14)

Cenedese, Gino (12)

Cites to:

Campbell, John (58)

Bekaert, Geert (33)

Menkhoff, Lukas (32)

Sarno, Lucio (30)

Shleifer, Andrei (27)

Pedersen, Lasse (25)

Rime, Dagfinn (23)

Lyons, Richard (22)

Rogoff, Kenneth (22)

Eichenbaum, Martin (20)

Shiller, Robert (19)

Main data

Where Maik Schmeling has published?

Journals with more than one article published# docs
Journal of International Money and Finance2
Journal of International Economics2
International Journal of Forecasting2
Journal of Finance2
Journal of Financial Economics2
European Economic Review2
Journal of Empirical Finance2
The Review of Financial Studies2

Working Papers Series with more than one paper published# docs
Hannover Economic Papers (HEP) / Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät8
CEPR Discussion Papers / C.E.P.R. Discussion Papers7
BIS Working Papers / Bank for International Settlements6
CESifo Working Paper Series / CESifo3
ZEW Discussion Papers / ZEW - Leibniz Centre for European Economic Research2

Recent works citing Maik Schmeling (2024 and 2023)

YearTitle of citing document
2023An Alternative Explanation for the Fed Information Effect. (2023). Swanson, Eric T ; Bauer, Michael D. In: American Economic Review. RePEc:aea:aecrev:v:113:y:2023:i:3:p:664-700.

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2023.

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2024Volatility Depend on Market Trades and Macro Theory. (2020). Olkhov, Victor. In: Papers. RePEc:arx:papers:2008.07907.

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2023Trillion Dollar Words: A New Financial Dataset, Task & Market Analysis. (2023). Chava, Sudheer ; Paturi, Suvan ; Shah, Agam. In: Papers. RePEc:arx:papers:2305.07972.

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2023Stock Volatility Prediction Based on Transformer Model Using Mixed-Frequency Data. (2023). Liu, Yujiang ; Zhang, Xulong ; Leng, Wan ; Zhou, Lichun ; Tang, Lihua ; Jiang, Guilin ; Gui, Zhaozhong. In: Papers. RePEc:arx:papers:2309.16196.

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2023Time-Varying Risk Aversion and International Stock Returns. (2023). Guidolin, Massimo ; Cabrera, Gabriel ; Hansen, Erwin. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp23203.

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2023The foreign exchange market. (2023). Sushko, Vladyslav ; Rime, Dagfinn ; Chaboud, Alain. In: BIS Working Papers. RePEc:bis:biswps:1094.

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2023The cumulant risk premium. (2023). Todorov, Karamfil. In: BIS Working Papers. RePEc:bis:biswps:1128.

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2023Industry momentum: an exchange?traded funds approach. (2021). Earea, Dean ; Hahn, Tobias ; Vanstone, Bruce. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:4007-4024.

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2024Exchange rates and political uncertainty: the Brexit case. (2024). Moramarco, Graziano ; Manasse, Paolo ; Trigilia, Giulio. In: Economica. RePEc:bla:econom:v:91:y:2024:i:362:p:621-652.

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2023The trend premium around the world: Evidence from the stock market. (2023). Zhang, Cheng ; Liu, Pengfei ; Lin, Hai. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:317-358.

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2023Homemade international diversification under economic policy uncertainty. (2023). Zhou, YI ; Zhang, Chunqiu ; Fang, Junxiong ; Chen, Jing. In: Journal of Financial Research. RePEc:bla:jfnres:v:46:y:2023:i:1:p:31-62.

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2023Carry trades and US monetary policy. (2023). Falconio, Andrea. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:1:p:237-248.

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2023Uncertainty and realized jumps in the pound-dollar exchange rate: evidence from over one century of data. (2023). GUPTA, RANGAN ; Dimitrios, Vortelinos ; Konstantinos, Gkillas. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:27:y:2023:i:1:p:25-47:n:8.

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2023Intervening against the Fed. (2023). Yago, N ; Timmer, Y ; Rodnyansky, A. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2357.

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2024Exchange Rates and Sovereign Risk: A Nonlinear Approach Based on Local Gaussian Correlations. (2024). Legrenzi, Gabriella Deborah ; Heinlein, Reinhold. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11019.

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2023HFTs and Dealer Banks: Liquidity and Price Discovery in FX Trading. (2023). Ranaldo, Angelo ; Huang, Wenqian ; Yu, Shihao ; O'Neill, Peter. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2348.

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2023Changing patterns of risk-sharing channels in the United States and the euro area. (2023). Cimadomo, Jacopo ; Mumtaz, Haroon ; Lengyel, Andras ; Giuliodori, Massimo. In: Working Paper Series. RePEc:ecb:ecbwps:20232849.

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2024US monetary policy is more powerful in low economic growth regimes. (2024). Tornese, Tommaso ; de Santis, Roberto A. In: Working Paper Series. RePEc:ecb:ecbwps:20242919.

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2024Mutual funds and safe government bonds: do returns matter?. (2024). Graziano, Marco ; Habib, Maurizio Michael. In: Working Paper Series. RePEc:ecb:ecbwps:20242931.

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2023The impact of natural disaster risk on the return of agricultural futures. (2023). Yu, Qin ; Tse, Yiuman ; Liu, Qingfu ; Hua, Renhai. In: Journal of Asian Economics. RePEc:eee:asieco:v:87:y:2023:i:c:s1049007823000520.

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2023Unveiling the sentiment behind central bank narratives: A novel deep learning index. (2023). Radu, Tefan-Constantin ; Pochea, Maria-Miruna ; Nioi, Mihai. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000230.

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2023The relative importance of overnight sentiment versus trading-hour sentiment in volatility forecasting. (2023). Qiu, Jianying ; Wan, Xinmin ; Chu, Xiaojun. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000400.

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2024Price clustering on cryptocurrency order books at a US-based exchange. (2024). Han, Seungoh. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s221463502400008x.

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2023Stochastic resonance in the recovery of signal from agent price expectations. (2023). Bazarova, Alina ; Raseta, Marko ; Silver, Steven D. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:174:y:2023:i:c:s0960077923006197.

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2023The role of stickiness, extrapolation and past consensus forecasts in macroeconomic expectations. (2023). Lustenhouwer, Joep ; Hagenhoff, Tim. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:149:y:2023:i:c:s0165188923000441.

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2023Currency portfolio behavior in seven major Asian markets. (2023). Lin, Chinho ; Chang, Hao-Wen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:540-559.

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2023The role of uncertainty in forecasting volatility comovements across stock markets. (2023). Palomba, Giulio ; Rossi, Eduardo ; Bucci, Andrea. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001219.

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2023Flexible inflation targeting and stock market volatility: Evidence from emerging market economies. (2023). Boughrara, Adel ; Dridi, Ichrak. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002328.

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2023On the role of interest rate differentials in the dynamic asymmetry of exchange rates. (2023). Ulm, M ; Hambuckers, J. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003668.

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2023Forecasting stock return volatility in data-rich environment: A new powerful predictor. (2023). Li, Tingyu ; Zhang, Xiaotong ; Dai, Zhifeng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001802.

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2023Spillover shifts in the FX market: Implication for the behavior of a safe haven currency. (2023). Lee, Seojin ; Kim, Youngmin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:65:y:2023:i:c:s1062940823000086.

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2023Information asymmetry, sentiment interactions, and asset price. (2023). Zhang, Weiguo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000438.

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2024Multiple time scales investor sentiment impact the stock market index fluctuation: From margin trading business perspective. (2024). Song, Yingying ; Guo, Yanhong ; Chen, Xinxin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s106294082300150x.

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2024Can real-time investor sentiment help predict the high-frequency stock returns? Evidence from a mixed-frequency-rolling decomposition forecasting method. (2024). Chen, Ying ; Tang, Zhenpeng ; Cai, YI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s106294082400072x.

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2024Cross-regional connectedness of financial market: Measurement and determinants. (2024). Cao, Jie ; Wang, Xuya ; Yang, Xin ; Huang, Chuangxia ; Zhao, Lili. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000822.

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2023Do analysts anchor on public signals in forecasting the target price of disruptive technology firms?. (2023). Qu, Hong ; Park, Hyungshin ; Hong, Duanping ; Caylor, Marcus. In: Economics Letters. RePEc:eee:ecolet:v:228:y:2023:i:c:s0165176523002082.

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2024Volatility prediction comparison via robust volatility proxies: An empirical deviation perspective. (2024). Zhu, Ziwei ; An, Ran ; Wang, Weichen. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623003494.

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2023Do the carry trades respond to geopolitical risks? Evidence from BRICS countries. (2023). Yilmaz, Muhammed Hasan ; Guney, Ibrahim Ethem ; Emirmahmutoglu, Furkan ; Cepni, Oguzhan. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522000620.

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2024The economic impact of yield curve compression: Evidence from euro area forward guidance and unconventional monetary policy. (2024). Goodhead, Robert. In: European Economic Review. RePEc:eee:eecrev:v:164:y:2024:i:c:s001429212400045x.

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2023Turkey: From a thriving economic past towards a rugged future? - An empirical analysis on the Turkish financial markets. (2023). Kiohos, Apostolos ; Nikas, Christos ; Stoupos, Nikolaos. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122001091.

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2023Machine learning and the cross-section of emerging market stock returns. (2023). Kalsbach, Tobias ; Hanauer, Matthias X. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000274.

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2023Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables. (2023). Nonejad, Nima. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:91-122.

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2023Overlapping momentum portfolios. (2023). Remesal, Alvaro ; de Jesus, Miguel ; Blanco, Ivan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:1-22.

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2023Forecasting realized volatility with machine learning: Panel data perspective. (2023). Liu, Zhi ; He, Lidan ; Bai, LU ; Zhu, Haibin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:251-271.

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2023On the driving forces of real exchange rates: Is the Japanese Yen different?. (2023). Zeng, Ming ; Maio, Paulo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000907.

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2023A seesaw effect in the cryptocurrency market: Understanding the return cross predictability of cryptocurrencies. (2023). Yan, Shu ; Jia, yuecheng ; Liu, Yuzheng ; Wu, Yangru. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000956.

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2023Forecasting realized volatility with wavelet decomposition. (2023). Vivian, Andrew ; Souropanis, Ioannis. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000993.

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2024Factor momentum in the Chinese stock market. (2024). Jiang, Fuwei ; Liao, Cunfei ; Ma, Tian. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001251.

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2023Predicting energy futures high-frequency volatility using technical indicators: The role of interaction. (2023). Zhang, Yue ; Ye, Xin ; Gong, Xue. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000312.

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2023The forecast ability of a belief-based momentum indicator in full-day, daytime, and nighttime volatilities of Chinese oil futures. (2023). Huynh, Luu Duc Toan ; Li, Yan ; Liang, Hao ; Xu, Yongan. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323005625.

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2023Forecasting stock index return and volatility based on GAVMD- Carbon-BiLSTM: How important is carbon emission trading?. (2023). Lai, Yongzeng ; Lu, Min ; Ouyang, Zisheng. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006321.

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2023Do clean energy indices outperform using contrarian strategies based on contrarian trading rules?. (2023). Ni, Yensen ; Day, Min-Yuh. In: Energy. RePEc:eee:energy:v:272:y:2023:i:c:s0360544223005078.

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2023A bibliometric analysis of cultural finance. (2023). Pandey, Nitesh ; Lahmar, Oumaima ; Kumar, Satish ; Goodell, John W. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922003921.

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2023The calming effects of conflict: The impact of partisan conflict on market volatility. (2023). Fan, Zaifeng S ; Beyer, Deborah B. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004124.

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2023Factor investing and currency portfolio management. (2023). Cerrato, Mario ; Zhang, Zhekai ; Li, Danyang. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001424.

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2023Forecasting European stock volatility: The role of the UK. (2023). Gu, Chen ; Gao, Xiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002442.

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2023Does sentiment affect stock returns? A meta-analysis across survey-based measures. (2023). Badura, Ondej ; Bajzik, Josef ; Gric, Zuzana. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002892.

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2023Stock market reactions to monetary policy surprises under uncertainty. (2023). Saadon, Yossi ; Benchimol, Jonathan ; Segev, Nimrod. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002995.

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2023Predicting inflation expectations: A habit-based explanation under hedging. (2023). Owusu-Amoako, Johnson ; Dunbar, Kwamie. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003320.

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2023Less is more? New evidence from stock market volatility predictability. (2023). Guo, Qiang ; Ma, Feng ; Lu, Fei. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003356.

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2024Political risks, excess and carry trade returns in global markets. (2024). Blenman, Lloyd P ; Kesse, Kwabena. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004222.

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2024Asymmetric liquidity risk and currency returns before and during COVID-19 pandemic. (2024). Al-Faryan, Mamdouh Abdulaziz Sa ; Ur, Mobeen ; Kashif, Muhammad ; Palwishah, Rana. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004350.

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2024Financial market integration: A complex and controversial journey. (2024). Paradiso, A ; Gufler, I ; Donadelli, M. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000322.

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2024Donald Trumps tweets, political value judgment, and the Renminbi exchange rate. (2024). Frömmel, Michael ; Baidoo, Edwin ; Frommel, Michael ; Zhang, Qisi. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000917.

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2024Machine-learning stock market volatility: Predictability, drivers, and economic value. (2024). Cabrera, Gabriel ; Hansen, Erwin ; Diaz, Juan D. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002187.

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2024The impact of macroeconomic news sentiment on interest rates. (2024). Offner, Eric A ; Audrino, Francesco. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002254.

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2023Stock price reaction to ECB communication: Introductory Statements vs. Questions & Answers. (2023). Bennani, Hamza ; Dory, Wirginia ; Baranowski, Pawel. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007048.

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2023Another application of call options: Explaining the divergence between the housing market and the rental market. (2023). Tsai, I-Chun ; Lin, Che-Chun ; Lee, Hung-Wei. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s154461232300034x.

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2023Macro news effects on exchange rates: Difference between carry trade target and safe-haven currencies. (2023). Hu, Bing ; Lin, Zhitao ; Wang, Wenhao. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000533.

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2023Emotions in the crypto market: Do photos really speak?. (2023). Phan, Hoa ; Huynh, Nhan. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003173.

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2023Outward foreign direct greenfield investments and firms predicted long-term stock volatility levels and connectedness. Evidence from China. (2023). Dong, Yan ; Tian, Jinhuan ; Vagnani, Gianluca. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323008772.

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2023Forecasting Sector-Level Stock Market Volatility: The Role of World Uncertainty Index. (2023). Yu, Miao. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323009406.

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2024Climate uncertainty and green index volatility: Empirical insights from Chinese financial markets. (2024). Luo, NA ; Zhao, Huirong. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012291.

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2024Informed trading and cryptocurrencies. New evidence using tick-by-tick data. (2024). Sampath, Aravind ; Natashekara, Karthik. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323012813.

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2024Financial Reporting Complexity, Investor Sentiment, and Stock Prices. (2024). Chang, Ya-Kai ; Chung, Min-Hsi. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324000564.

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2023The open-economy ELB: Contractionary monetary easing and the trilemma. (2023). Sandri, Damiano ; Cavallino, Paolo. In: Journal of International Economics. RePEc:eee:inecon:v:140:y:2023:i:c:s0022199622001234.

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2023Heterogenous responses of stock markets to covid related news and sentiments: Evidence from the 1st year of pandemic. (2023). Wohar, Mark ; Kamal, Javed Bin. In: International Economics. RePEc:eee:inteco:v:173:y:2023:i:c:p:68-85.

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2023Discovering the drivers of stock market volatility in a data-rich world. (2023). Ryu, Doojin ; Cho, Hoon ; Chun, Dohyun. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001561.

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2023Carry and conditional value at risk trend: Capturing the short-, intermediate-, and long-term trends of left-tail risk forecasts. (2023). Hertrich, Daniel. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001822.

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2023Recency bias and the cross-section of international stock returns. (2023). Zaremba, Adam ; Cakici, Nusret. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443123000069.

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2023Deviations from covered interest parity in the emerging markets after the global financial crisis. (2023). Geyikçi, Utku ; Ozyildirim, Suheyla ; Geyiki, Utku Bora. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000331.

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2023Currency substitution in a world of looming retail CBDCs: Suggestive currency substitution-based evidence. (2023). Siklos, Pierre L ; Chen, Hongyi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123000963.

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2023Currency carry trades, risk management, and firm value: Evidence from Korean banking industry. (2023). Kim, Sungjae Francis. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s104244312300118x.

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2024Diversification with globally integrated US stocks. (2024). Conlon, Thomas ; cotter, john ; Ropotos, Ioannis. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001579.

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2024National culture and banks stock volatility. (2024). Varon, Eva ; Galil, Koresh. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123002007.

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2023Forecasting crude oil market volatility using variable selection and common factor. (2023). Wang, Yudong ; Wahab, M. I. M., ; Zhang, Yaojie. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:486-502.

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2023Global economic policy uncertainty aligned: An informative predictor for crude oil market volatility. (2023). Liang, Chao ; Wang, Yudong ; He, Mengxi ; Zhang, Yaojie. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1318-1332.

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2024Are consensus FX forecasts valuable for investors?. (2024). Rubaszek, Michał ; Beckmann, Joscha ; Kwas, Marek. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:268-284.

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2024On the role of fundamentals, private signals, and beauty contests to predict exchange rates. (2024). Pancotto, Francesca ; Raggi, Davide ; Pignataro, Giuseppe. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:687-705.

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2023Misery on Main Street, victory on Wall Street: Economic discomfort and the cross-section of global stock returns. (2023). Zaremba, Adam ; Cakici, Nusret. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000043.

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2023Currency carry trades and global funding risk. (2023). Suominen, Matti ; Nissinen, Juuso ; Filipe, Sara Ferreira. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000158.

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More than 100 citations found, this list is not complete...

Works by Maik Schmeling:

YearTitleTypeCited
2009Global Asset Pricing: Is There a Role for Long-run Consumption Risk? In: CREATES Research Papers.
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2010Dividend predictability around the world In: CREATES Research Papers.
[Full Text][Citation analysis]		paper38
2014Dividend Predictability Around the World.(2014) In: Journal of Financial and Quantitative Analysis.
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This paper has nother version. Agregated cites: 38		article
2010Macro Expectations, Aggregate Uncertainty, and Expected Term Premia In: CREATES Research Papers.
[Full Text][Citation analysis]		paper24
2013Macro-expectations, aggregate uncertainty, and expected term premia.(2013) In: European Economic Review.
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This paper has nother version. Agregated cites: 24		article
2010Macro expectations, aggregate uncertainty, and expected term premia.(2010) In: ZEW Discussion Papers.
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This paper has nother version. Agregated cites: 24		paper
2010A Comprehensive Look at Financial Volatility Prediction by Economic Variables In: CREATES Research Papers.
[Full Text][Citation analysis]		paper176
2012A Comprehensive Look at Financial Volatility Prediction by Economic Variables.(2012) In: BIS Working Papers.
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This paper has nother version. Agregated cites: 176		paper
2012A comprehensive look at financial volatility prediction by economic variables.(2012) In: Journal of Applied Econometrics.
[Citation analysis]
This paper has nother version. Agregated cites: 176		article
2023Crypto carry In: BIS Working Papers.
[Full Text][Citation analysis]		paper0
2011Currency Momentum Strategies In: BIS Working Papers.
[Full Text][Citation analysis]		paper220
2012Currency Momentum Strategies.(2012) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 220		paper
2012Currency momentum strategies.(2012) In: Journal of Financial Economics.
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This paper has nother version. Agregated cites: 220		article
2012Currency Momentum Strategies.(2012) In: Working Paper series.
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This paper has nother version. Agregated cites: 220		paper
2013Information flows in foreign exchange markets: dissecting customer currency trades In: BIS Working Papers.
[Full Text][Citation analysis]		paper67
2016Information Flows in Foreign Exchange Markets: Dissecting Customer Currency Trades.(2016) In: Journal of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 67		article
2015Global Asset Allocation Shifts In: BIS Working Papers.
[Full Text][Citation analysis]		paper17
2022Monetary policy expectation errors In: BIS Working Papers.
[Full Text][Citation analysis]		paper8
2022Monetary policy expectation errors.(2022) In: Journal of Financial Economics.
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This paper has nother version. Agregated cites: 8		article
2012Carry Trades and Global Foreign Exchange Volatility In: Journal of Finance.
[Full Text][Citation analysis]		article409
2011Carry Trades and Global Foreign Exchange Volatility.(2011) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 409		paper
2008Automating Exchange Rate Target Zones: Intervention via an Electronic Limit Order Book In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper2
2009Exchange Rate Management in Emerging Markets: Intervention via an Electronic Limit Order Book In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper28
2009Exchange 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 nother version. Agregated cites: 28		article
2010Limit-Order Submission Strategies under Asymmetric Information In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper39
2010Limit-order submission strategies under asymmetric information.(2010) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 39		article
2016Currency Value In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper6
2017Currency Value.(2017) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		article
2019Does Central Bank Tone Move Asset Prices? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper52
2019The FOMC Risk Shift In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper24
2021The FOMC Risk Shift.(2021) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		article
2021The FOMC risk shift.(2021) In: SAFE Working Paper Series.
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This paper has nother version. Agregated cites: 24		paper
2021Short-term Momentum In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper4
2022Short-term Momentum.(2022) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2013Which Fundamentals Drive Exchange Rates? A Cross-Sectional Perspective In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper1
2020Foreign Exchange Intervention: A New Database In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]		paper1
2020Foreign exchange intervention: A new database.(2020) In: Kiel Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2006A prospect-theoretical interpretation of momentum returns In: Economics Letters.
[Full Text][Citation analysis]		article7
2006A Prospect-Theoretical Interpretation of Momentum Returns.(2006) In: Hannover Economic Papers (HEP).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2011Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations? In: European Economic Review.
[Full Text][Citation analysis]		article40
.() In: .
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This paper has nother version. Agregated cites: 40		paper
2009Investor sentiment and stock returns: Some international evidence In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article312
2008Investor sentiment and stock returns: Some international evidence.(2008) In: Hannover Economic Papers (HEP).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 312		paper
2013What do professional forecasters stock market expectations tell us about herding, information extraction and beauty contests? In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article12
2010Whose trades convey information? Evidence from a cross-section of traders In: Journal of Financial Markets.
[Full Text][Citation analysis]		article30
2007Whose trades convey information? Evidence from a cross-section of traders.(2007) In: Hannover Economic Papers (HEP).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30		paper
2016Capital market integration and consumption risk sharing over the long run In: Journal of International Economics.
[Full Text][Citation analysis]		article32
2007Institutional and individual sentiment: Smart money and noise trader risk? In: International Journal of Forecasting.
[Full Text][Citation analysis]		article56
2006Institutional and Individual Sentiment: Smart Money and Noise Trader Risk.(2006) In: Hannover Economic Papers (HEP).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 56		paper
2013Quantifying survey expectations: What’s wrong with the probability approach? In: International Journal of Forecasting.
[Full Text][Citation analysis]		article18
2011Quantifying survey expectations: Whats wrong with the probability approach?.(2011) In: Hannover Economic Papers (HEP).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
2008Local information in foreign exchange markets In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article18
2006Local Information in Foreign Exchange Markets.(2006) In: Hannover Economic Papers (HEP).
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This paper has nother version. Agregated cites: 18		paper
2010Trader see, trader do: How do (small) FX traders react to large counterparties trades? In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article11
2009Trader see, trader do: How do (small) FX traders react to large counterparties trades?.(2009) In: Hannover Economic Papers (HEP).
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This paper has nother version. Agregated cites: 11		paper
2008Are all professional investors sophisticated? In: Hannover Economic Papers (HEP).
[Full Text][Citation analysis]		paper5
2008Expected Inflation, Expected Stock Returns, and Money Illusion: What can we learn from Survey Expectations? In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper2
2022Exchange Rates and Sovereign Risk In: Management Science.
[Full Text][Citation analysis]		article6
2009Carry Trades and Global FX Volatility In: MPRA Paper.
[Full Text][Citation analysis]		paper4
2022What moves markets? In: Discussion Papers.
[Full Text][Citation analysis]		paper1
2019What is Libra? Understanding Facebooks currency In: SAFE Policy Letters.
[Full Text][Citation analysis]		paper3
2021Non-performing loans - new risks and policies? NPL resolution after COVID-19: Main differences to previous crises In: SAFE White Paper Series.
[Full Text][Citation analysis]		paper2
2009Higher-order beliefs among professional stock market forecasters: some first empirical tests In: ZEW Discussion Papers.
[Full Text][Citation analysis]		paper6

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