M
Maik Schmeling
Researcher at Goethe University Frankfurt
Publications - 78
Citations - 4897
Maik Schmeling is an academic researcher from Goethe University Frankfurt. The author has contributed to research in topics: Volatility (finance) & Currency. The author has an hindex of 30, co-authored 77 publications receiving 4301 citations. Previous affiliations of Maik Schmeling include University of London & City University London.
Papers
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Investor sentiment and stock returns: Some international evidence
TL;DR: The authors examined consumer confidence as a proxy for individual investor sentiment and found that when sentiment is high, future stock returns tend to be lower and vice versa, and employed a cross-sectional perspective and provided evidence that the impact of sentiment on stock returns is higher for countries which have less market integrity and which are culturally more prone to herd-like behavior and overreaction.
Posted Content
Carry Trades and Global Foreign Exchange Volatility
Lukas Menkhoff,Lukas Menkhoff,Lucio Sarno,Lucio Sarno,Maik Schmeling,Maik Schmeling,Andreas Schrimpf +6 more
TL;DR: The authors investigated the relation between global foreign exchange (FX) volatility risk and the cross-section of excess returns arising from popular strategies that borrow in low-interest rate currencies and invest in high interest rate currencies, so-called carry trades.
Journal ArticleDOI
Carry Trades and Global Foreign Exchange Volatility
TL;DR: This article investigated the relation between global foreign exchange (FX) volatility risk and the cross-section of excess returns arising from popular strategies that borrow in low-interest rate currencies and invest in high interest rate currencies, so-called ''carry trades''.
Journal ArticleDOI
Currency Momentum Strategies
Lukas Menkhoff,Lukas Menkhoff,Lucio Sarno,Lucio Sarno,Maik Schmeling,Maik Schmeling,Andreas Schrimpf +6 more
TL;DR: In this paper, the authors provide a broad empirical investigation of momentum strategies in the foreign exchange market and find a significant cross-sectional spread in excess returns of up to 10% p.a. between past winner and loser currencies.
Journal ArticleDOI
Currency Momentum Strategies
TL;DR: In this article, the authors provide a broad empirical investigation of momentum strategies in the foreign exchange market and find a significant cross-sectional spread in excess returns of up to 10% per annum (p.a.) between past winner and loser currencies.