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Maik Schmeling

Global rank #4702 94%

Institution: Centre for Economic Policy Research (CEPR)

Primary Field: Finance (weighted toward more recent publications)

Homepage: https://sites.google.com/site/maikschmeling/Home

First Publication: 2006

Most Recent: 2022

RePEc ID: psc117 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 2.35 0.00 0.00 4.69
Last 10 Years 0.00 4.02 0.00 0.00 8.04
All Time 0.00 5.70 9.72 0.00 21.62

Publication Statistics

Raw Publications 20
Coauthorship-Adjusted Count 16.49

Publications (20)

Year Article Journal Tier Authors
2022 Monetary policy expectation errors Journal of Financial Economics A 3
2022 Short-term Momentum The Review of Financial Studies A 2
2021 The FOMC Risk Shift Journal of Monetary Economics A 3
2017 Currency Value The Review of Financial Studies A 4
2016 Information Flows in Foreign Exchange Markets: Dissecting Customer Currency Trades Journal of Finance A 4
2016 Capital market integration and consumption risk sharing over the long run Journal of International Economics A 3
2014 Which Fundamentals Drive Exchange Rates? A Cross‐Sectional Perspective Journal of Money, Credit, and Banking B 2
2014 Dividend Predictability Around the World Journal of Financial and Quantitative Analysis B 3
2013 Quantifying survey expectations: What’s wrong with the probability approach? International Journal of Forecasting B 2
2013 Macro-expectations, aggregate uncertainty, and expected term premia European Economic Review B 3
2012 A comprehensive look at financial volatility prediction by economic variables Journal of Applied Econometrics B 3
2012 Carry Trades and Global Foreign Exchange Volatility Journal of Finance A 4
2012 Currency momentum strategies Journal of Financial Economics A 4
2011 Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations? European Economic Review B 2
2010 Limit-order submission strategies under asymmetric information Journal of Banking & Finance B 3
2010 Trader see, trader do: How do (small) FX traders react to large counterparties' trades? Journal of International Money and Finance B 2
2009 Exchange rate management in emerging markets: Intervention via an electronic limit order book Journal of International Economics A 3
2008 Local information in foreign exchange markets Journal of International Money and Finance B 2
2007 Institutional and individual sentiment: Smart money and noise trader risk? International Journal of Forecasting B 1
2006 A prospect-theoretical interpretation of momentum returns Economics Letters C 2