Maik Schmeling

Cass Business School

Research papers

Date Research papers
Mar 2013

Information Flows in Dark Markets: Dissecting Customer Currency Trades

Working Papers No 405

Other authors: Lukas Menkhoff, Lucio Sarno and Andreas Schrimpf

Mar 2012

A Comprehensive Look at Financial Volatility Prediction by Economic Variables

Working Papers No 374

Other authors: Charlotte Christiansen and Andreas Schrimpf

Dec 2011

Currency Momentum Strategies

Working Papers No 366

Other authors: Lukas Menkhoff, Lucio Sarno and Andreas Schrimpf