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
More filters
Journal ArticleDOI
Global Asset Allocation Shifts
TL;DR: This paper showed that global asset reallocations of U.S. fund investors obey a strong factor structure, with two factors accounting for more than 90% of the overall variation in global asset allocation.
Posted Content
Are all professional investors sophisticated
TL;DR: This article conducted a survey of 500 investors, including several measures of sophistication, three relevant groups of investors and essential control variables, and found that both professional investors and laymen do indeed show unsophisticated investment behavior on aggregate.
Journal ArticleDOI
The FOMC Risk Shift
TL;DR: In this paper, the authors identify a component of monetary policy news that is extracted from high-frequency changes in risky asset prices, which they call "risk shifts", and show that risk shifts capture the lion's share of stock price movements around FOMC announcements.
Journal ArticleDOI
Dividend Predictability around the World
TL;DR: The authors show that the apparent lack of dividend predictability in the U.S. does not uniformly extend to other countries, rather, cross-country patterns in dividend predictivity are driven by differences in firm characteristics and the extent to which dividends are smoothed.
Journal ArticleDOI
Short-term Momentum
Mamdouh Medhat,Maik Schmeling +1 more
TL;DR: In this article, the authors document a striking pattern in U.S. and international stock returns: double sorting on the previous month's return and share turnover reveals significant short-term reversal among low-turnover stocks, whereas high-turnoff stocks exhibit shortterm momentum.