Investor sentiment and stock returns: some international evidence M Schmeling Journal of Empirical Finance 16 (3), 394-408, 2009 | 1140 | 2009 |
Carry trades and global foreign exchange volatility L Menkhoff, L Sarno, M Schmeling, A Schrimpf The Journal of Finance 67 (2), 681-718, 2012 | 1105 | 2012 |
Currency momentum strategies L Menkhoff, L Sarno, M Schmeling, A Schrimpf Journal of Financial Economics 106 (3), 660-684, 2012 | 705 | 2012 |
A comprehensive look at financial volatility prediction by economic variables C Christiansen, M Schmeling, A Schrimpf Journal of Applied Econometrics 27 (6), 956-977, 2012 | 315 | 2012 |
Institutional and individual sentiment: Smart money and noise trader risk? M Schmeling International Journal of Forecasting 23 (1), 127-145, 2007 | 242 | 2007 |
Currency value L Menkhoff, L Sarno, M Schmeling, A Schrimpf The Review of Financial Studies 30 (2), 416-441, 2017 | 185* | 2017 |
Does central bank tone move asset prices? M Schmeling, C Wagner | 148 | 2017 |
Exchange Rates and Sovereign Risk P Della Corte, L Sarno, M Schmeling, C Wagner Available at SSRN 2354935, 2015 | 144* | 2015 |
Information Flows in Foreign Exchange Markets: Dissecting Customer Currency Trades L MENKHOFF, L SARNO, M SCHMELING, A SCHRIMPF The Journal of Finance 71 (2), 601-634, 2016 | 141* | 2016 |
Dividend predictability around the world J Rangvid, M Schmeling, A Schrimpf CREATES Research Papers, 2010 | 132* | 2010 |
Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations? M Schmeling, A Schrimpf European Economic Review 55 (5), 702-719, 2011 | 101 | 2011 |
Limit-order submission strategies under asymmetric information L Menkhoff, CL Osler, M Schmeling Journal of Banking & Finance 34 (11), 2665-2677, 2010 | 101 | 2010 |
Which Fundamentals Drive Exchange Rates? A Cross‐Sectional Perspective L Sarno, M Schmeling Journal of Money, Credit and Banking 46 (2-3), 267-292, 2014 | 89 | 2014 |
Whose trades convey information? Evidence from a cross-section of traders L Menkhoff, M Schmeling Journal of Financial Markets 13 (1), 101-128, 2010 | 79 | 2010 |
Capital market integration and consumption risk sharing over the long run J Rangvid, P Santa-Clara, M Schmeling Journal of International Economics 103, 27-43, 2016 | 69 | 2016 |
The FOMC risk shift TA Kroencke, M Schmeling, A Schrimpf Available at SSRN 3072912, 2018 | 67 | 2018 |
Macro-expectations, aggregate uncertainty, and expected term premia CD Dick, M Schmeling, A Schrimpf European Economic Review 58, 58-80, 2013 | 61 | 2013 |
Survey Expectations of Returns and Asset Pricing Puzzles RSJ Koijen, M Schmeling, EB Vrugt Available at SSRN 2513701, 2014 | 53 | 2014 |
Quantifying survey expectations: What's wrong with the probability approach? J Breitung, M Schmeling Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der …, 2011 | 52 | 2011 |
Exchange Rate Management in Emerging Markets: Intervention via an Electronic Limit Order Book M Melvin, L Menkhoff, M Schmeling Journal of International Economics 79 (1), 54-63, 2009 | 48 | 2009 |