Faculty of Economics and Business Administration Publications Database

Author

Prof. Dr. Maik Schmeling


Department

  • Finance

Chair

  • Chair of Finance

Academic / Professional Positions

  • 05/2018 – now: Professor of Finance, Goethe University Frankfurt
  • 05/2018 – now: Research Center SAFE, Goethe University Frankfurt, House of Finance
  • 12/2016 – now: Research Fellow, Centre for Economic Policy Research (CEPR), London

Education

  • 10/2004 – 03/2008: PhD student, Leibniz University of Hanover

Research Interests

  • Investments
  • Empirical Asset Pricing
  • International Finance
  • Monetary Policy
Filter publications

Author Publications

Currency Value
Review of Financial Studies
Selected
2017 Menkhoff, Lukas
Sarno, Lucio
Schmeling, Maik
Schrimpf, Andreas
Information Flows in Foreign Exchange Markets: Dissecting Customer Currency Trades
Journal of Finance
Selected
2016 Menkhoff, Lukas
Sarno, Lucio
Schmeling, Maik
Schrimpf, Andreas
Capital Market Integration and Consumption Risk Sharing over the Long Run
Journal of International Economics
Selected
2016 Rangvid, Jesper
Santa-Clara, Pedro
Schmeling, Maik
Macro Expectations, Aggregate Uncertainty, and Expected Term Premia
European Economic Review
Selected
2014 Dick, Christian D.
Schmeling, Maik
Schrimpf, Andreas
Dividend Predictability Around the World
Journal of Financial and Quantitative Analysis
Selected
2014 Rangvid, Jesper
Schmeling, Maik
Schrimpf, Andreas
Which Fundamentals Drive Exchange Rates? A Cross‐Sectional Perspective
Journal of Money, Credit and Banking
2014 Sarno, Lucio
Schmeling, Maik
Carry Trades and Global Foreign Exchange Volatility
Journal of Finance
Selected
2012 Menkhoff, Lukas
Sarno, Lucio
Schmeling, Maik
Schrimpf, Andreas
Currency Momentum Strategies
Journal of Financial Economics
Selected
2012 Menkhoff, Lukas
Sarno, Lucio
Schmeling, Maik
Schrimpf, Andreas
A Comprehensive Look at Financial Volatility Prediction by Economic Variables
Journal of Applied Econometrics
2012 Christiansen, Charlotte
Schmeling, Maik
Schrimpf, Andreas
Expected Inflation, Expected Stock Returns, and Money Illusion: What can we learn from Survey Expectations?
European Economic Review
Selected
2011
Schmeling, Maik
Schrimpf, Andreas
Limit-order Submission Strategies under Assymetric Information
Journal of Banking and Finance
Selected
2010 Menkhoff, Lukas
Osler, Carol L.
Schmeling, Maik
Whose Trades Convey Information? Evidence from a Cross-Section of Traders
Journal of Financial Markets
2010 Menkhoff, Lukas
Schmeling, Maik
Trader See, Trader Do: How Do (Small) FX traders React to Large Counterparties' Trades?
Journal of International Money and Finance
2010 Menkhoff, Lukas
Schmeling, Maik
Exchange Rate Management in Emerging Markets: Intervention via an Electronic Limit Order Book
Journal of International Economics
Selected
2009 Melvin, Michael
Menkhoff, Lukas
Schmeling, Maik
Investor Sentiment and Stock Returns: Some International Evidence
Journal of Empirical Finance
2009
Schmeling, Maik