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Menkhoff, Lukas's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
6,486 |
Total
Citations
130 |
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1.
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Currency Momentum Strategies
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Menkhoff, Lukas
Leibniz Universitaet Hannover - Department of Economics Sarno, Lucio
City University London - Sir John Cass Business School Schmeling, Maik
City University London - Sir John Cass Business School Schrimpf, Andreas
Bank for International Settlements (BIS) - Monetary and Economic Department
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Posted:
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21 Apr 11
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Last Revised:
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20 Jan 12
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1,807
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13
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Menkhoff, Lukas
Leibniz Universitaet Hannover - Department of Economics Sarno, Lucio
City University London - Sir John Cass Business School Schmeling, Maik
City University London - Sir John Cass Business School Schrimpf, Andreas
Bank for International Settlements (BIS) - Monetary and Economic Department
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10
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13
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Carry Trades, Idiosyncratic Volatility, Limits to Arbitrage, Momentum Returns
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Menkhoff, Lukas
Leibniz Universitaet Hannover - Department of Economics Sarno, Lucio
City University London - Sir John Cass Business School Schmeling, Maik
City University London - Sir John Cass Business School Schrimpf, Andreas
Bank for International Settlements (BIS) - Monetary and Economic Department
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326
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13
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Momentum Returns, Limits to Arbitrage, Idiosyncratic Volatility, Carry Trades
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Menkhoff, Lukas
Leibniz Universitaet Hannover - Department of Economics Sarno, Lucio
City University London - Sir John Cass Business School Schmeling, Maik
City University London - Sir John Cass Business School Schrimpf, Andreas
Bank for International Settlements (BIS) - Monetary and Economic Department
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21 Apr 11
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Last Revised:
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07 Nov 11
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1,471
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13
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Momentum returns, Limits to Arbitrage, Idiosyncratic Volatility, Carry Trades
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2.
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Carry Trades and Global Foreign Exchange Volatility
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Menkhoff, Lukas
Leibniz Universitaet Hannover - Department of Economics Sarno, Lucio
City University London - Sir John Cass Business School Schmeling, Maik
City University London - Sir John Cass Business School Schrimpf, Andreas
Bank for International Settlements (BIS) - Monetary and Economic Department
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Posted:
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14 Feb 09
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Last Revised:
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28 Mar 11
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1,771
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28
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Menkhoff, Lukas
Leibniz Universitaet Hannover - Department of Economics Sarno, Lucio
City University London - Sir John Cass Business School Schmeling, Maik
City University London - Sir John Cass Business School Schrimpf, Andreas
Bank for International Settlements (BIS) - Monetary and Economic Department
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17
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28
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carry trade, forward premium puzzle, liquidity, volatility
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Menkhoff, Lukas
Leibniz Universitaet Hannover - Department of Economics Sarno, Lucio
City University London - Sir John Cass Business School Schmeling, Maik
City University London - Sir John Cass Business School Schrimpf, Andreas
Bank for International Settlements (BIS) - Monetary and Economic Department
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14 Feb 09
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Last Revised:
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02 Mar 11
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1,754
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28
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F31, G12, G15
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3.
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Lütje, Torben
University of Hannover Menkhoff, Lukas
Leibniz Universitaet Hannover - Department of Economics
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415
(32,592)
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1
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Home bias, institutional investors, local information advantage, non-fundamental information, disposition effect
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4.
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Information Flows in Dark Markets: Dissecting Customer Currency Trades
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Menkhoff, Lukas
Leibniz Universitaet Hannover - Department of Economics Sarno, Lucio
City University London - Sir John Cass Business School Schmeling, Maik
City University London - Sir John Cass Business School Schrimpf, Andreas
Bank for International Settlements (BIS) - Monetary and Economic Department
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Posted:
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20 May 12
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Last Revised:
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21 May 13
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377
(36,686)
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Menkhoff, Lukas
Leibniz Universitaet Hannover - Department of Economics Sarno, Lucio
City University London - Sir John Cass Business School Schmeling, Maik
City University London - Sir John Cass Business School Schrimpf, Andreas
Bank for International Settlements (BIS) - Monetary and Economic Department
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90
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Order Flow, Foreign Exchange Risk Premia, Heterogeneous Information, Carry Trades, Hedge Funds
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Menkhoff, Lukas
Leibniz Universitaet Hannover - Department of Economics Sarno, Lucio
City University London - Sir John Cass Business School Schmeling, Maik
City University London - Sir John Cass Business School Schrimpf, Andreas
Bank for International Settlements (BIS) - Monetary and Economic Department
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20 May 12
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Last Revised:
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05 Apr 13
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287
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Order Flow, Foreign Exchange Risk Premia, Heterogeneous Information, Carry Trades, Hedge Funds
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5.
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Osler, Carol L.
Brandeis University - International Business School Menkhoff, Lukas
Leibniz Universitaet Hannover - Department of Economics Mende, Alexander
University of Hannover
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308
(46,759)
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15
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Bid-ask spreads, foreign exchange, asymmetric information, microstructure, price discovery, interdealer, inventory, market order, limit order
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6.
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Menkhoff, Lukas
Leibniz Universitaet Hannover - Department of Economics Neuberger, Doris
University of Rostock - Faculty of Business Administration, Economics and Social Sciences Suwanaporn, Chodechai
Chulalongkorn University
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228
(65,393)
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14
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Bank lending, collateral, credit risk, relationship lending, emerging economies, Thailand
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7.
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Menkhoff, Lukas
Leibniz Universitaet Hannover - Department of Economics Schmeling, Maik
City University London - Sir John Cass Business School
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188
(79,505)
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5
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Market microstructure, informed trading, trade size, foreign exchange
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8.
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Automating Exchange Rate Target Zones: Intervention Via an Electronic Limit Order Book
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Melvin, Michael
BlackRock Menkhoff, Lukas
Leibniz Universitaet Hannover - Department of Economics Schmeling, Maik
City University London - Sir John Cass Business School
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Posted:
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19 Feb 08
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Last Revised:
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09 May 13
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172
(86,543)
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2
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Melvin, Michael
BlackRock Menkhoff, Lukas
Leibniz Universitaet Hannover - Department of Economics Schmeling, Maik
City University London - Sir John Cass Business School
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74
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2
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exchange rates, intervention, microstructure
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Melvin, Michael
BlackRock Menkhoff, Lukas
Leibniz Universitaet Hannover - Department of Economics Schmeling, Maik
City University London - Sir John Cass Business School
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98
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1
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foreign exchange, microstructure, intervention, exchange rate
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9.
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Exchange Rate Expectations of Chartists and Fundamentalists
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Dick, Christian David
Centre for European Economic Research (ZEW) Menkhoff, Lukas
Leibniz Universitaet Hannover - Department of Economics
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Posted:
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12 Apr 12
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Last Revised:
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16 Apr 13
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166
(89,394)
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Dick, Christian David
Centre for European Economic Research (ZEW) Menkhoff, Lukas
Leibniz Universitaet Hannover - Department of Economics
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72
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exchange rate formation, expectation formation, heterogeneous agent models, forecasting performance
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Dick, Christian David
Centre for European Economic Research (ZEW) Menkhoff, Lukas
Leibniz Universitaet Hannover - Department of Economics
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94
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exchange rate formation, expectation formation, heterogeneous agent models, forecasting performance
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10.
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The Use of Flow Analysis in Foreign Exchange: Explanatory Analysis
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Gehrig, Thomas
University of Vienna - Faculty of Business, Economics, and Statistics Menkhoff, Lukas
Leibniz Universitaet Hannover - Department of Economics
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Posted:
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14 Mar 02
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Last Revised:
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04 Apr 11
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139
(104,652)
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19
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Gehrig, Thomas
University of Vienna - Faculty of Business, Economics, and Statistics Menkhoff, Lukas
Leibniz Universitaet Hannover - Department of Economics
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44
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19
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Gehrig, Thomas
University of Vienna - Faculty of Business, Economics, and Statistics Menkhoff, Lukas
Leibniz Universitaet Hannover - Department of Economics
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95
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19
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Foreign exchange markets, flow trading, market microstructure
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11.
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MacDonald, Ronald
University of Strathclyde in Glasgow - Department of Economics Menkhoff, Lukas
Leibniz Universitaet Hannover - Department of Economics Rebitzky, Rafael R.
Leibniz University Hannover
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130
(110,720)
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foreign exchange market, individual exchange rate forecasts, interest rate forecasts, forecaster experience
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12.
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Menkhoff, Lukas
Leibniz Universitaet Hannover - Department of Economics Osler, Carol L.
Brandeis University - International Business School Schmeling, Maik
City University London - Sir John Cass Business School
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121
(117,373)
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5
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limit-order market, order submission, informed traders, market conditions
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13.
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High-Frequency Analysis of Foreign Exchange Interventions: What Do We Learn?
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Menkhoff, Lukas
Leibniz Universitaet Hannover - Department of Economics
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Posted:
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03 Dec 08
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Last Revised:
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08 May 13
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114
(122,984)
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Menkhoff, Lukas
Leibniz Universitaet Hannover - Department of Economics
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1
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Menkhoff, Lukas
Leibniz Universitaet Hannover - Department of Economics
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113
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foreign exchange, central bank intervention, high-frequency data, transmission channel
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14.
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The Rise of Fund Managers in Foreign Exchange: Will Fundamentals Ultimately Dominate?
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Gehrig, Thomas
University of Vienna - Faculty of Business, Economics, and Statistics Menkhoff, Lukas
Leibniz Universitaet Hannover - Department of Economics
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Posted:
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26 Jan 05
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Last Revised:
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13 May 05
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110
(126,365)
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7
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Gehrig, Thomas
University of Vienna - Faculty of Business, Economics, and Statistics Menkhoff, Lukas
Leibniz Universitaet Hannover - Department of Economics
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25
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7
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Gehrig, Thomas
University of Vienna - Faculty of Business, Economics, and Statistics Menkhoff, Lukas
Leibniz Universitaet Hannover - Department of Economics
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85
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7
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Foreign exchange, market microstructure, fund management, fundamentals
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15.
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Menkhoff, Lukas
Leibniz Universitaet Hannover - Department of Economics Schmeling, Maik
City University London - Sir John Cass Business School
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30 Mar 09
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Last Revised:
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25 Mar 10
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101
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1
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Foreign exchange microstructure, order flow, informed traders, counterparty identity
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16.
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Dick, Christian David
Centre for European Economic Research (ZEW) MacDonald, Ronald
University of Strathclyde in Glasgow - Department of Economics Menkhoff, Lukas
Leibniz Universitaet Hannover - Department of Economics
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91
(144,180)
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1
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exchange rate determination, individual expectations, macroeconomic fundamentals
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17.
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Menkhoff, Lukas
Leibniz Universitaet Hannover - Department of Economics Rebitzky, Rafael R.
Leibniz University Hannover Schröder, Michael
Centre for European Economic Research (ZEW) - International Finance and Financial Management
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90
(145,295)
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4
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exchange rate, heterogeneity, dispersion, chartists, fundamentalists
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18.
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Menkhoff, Lukas
Leibniz Universitaet Hannover - Department of Economics Neuberger, Doris
University of Rostock - Faculty of Business Administration, Economics and Social Sciences Rungruxsirivorn, Ornsiri
affiliation not provided to SSRN
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42
(215,922)
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lending, financial institutions, collateral, guarantees, relationship lending
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19.
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Do Women Manage Smaller Funds?
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Hübler, Olaf
University of Hannover Menkhoff, Lukas
Leibniz Universitaet Hannover - Department of Economics
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Posted:
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22 Feb 10
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Last Revised:
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19 Dec 10
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35
(230,999)
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Hübler, Olaf
University of Hannover Menkhoff, Lukas
Leibniz Universitaet Hannover - Department of Economics
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2
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Hübler, Olaf
University of Hannover Menkhoff, Lukas
Leibniz Universitaet Hannover - Department of Economics
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33
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asset managers, gender, qualification, segregation, attitudes
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20.
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Bonus Payments and Fund Managers’ Behavior: Transatlantic Evidence
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Gehrig, Thomas
University of Vienna - Faculty of Business, Economics, and Statistics Lütje, Torben
University of Hannover Menkhoff, Lukas
Leibniz Universitaet Hannover - Department of Economics
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Posted:
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18 Feb 09
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Last Revised:
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29 Jul 10
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24
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Gehrig, Thomas
University of Vienna - Faculty of Business, Economics, and Statistics Lütje, Torben
University of Hannover Menkhoff, Lukas
Leibniz Universitaet Hannover - Department of Economics
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0
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Fund managers, incentives, fundamental information
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Gehrig, Thomas
University of Vienna - Faculty of Business, Economics, and Statistics Lütje, Torben
University of Hannover Menkhoff, Lukas
Leibniz Universitaet Hannover - Department of Economics
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24
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fund managers, fundamental information, incentives
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21.
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Frenkel, Michael
WHU Otto Beisheim Graduate School of Management Menkhoff, Lukas
Leibniz Universitaet Hannover - Department of Economics
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22
(268,490)
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4
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22.
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Kruse, Robinson
University of Aarhus Froemmel, Michael
affiliation not provided to SSRN Menkhoff, Lukas
Leibniz Universitaet Hannover - Department of Economics Sibbertsen, Philipp
University of Hannover
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19
(278,945)
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real exchange rates, unit root test, ESTAR, Markov Switching, PPP
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23.
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Hübler, Olaf
University of Hannover Menkhoff, Lukas
Leibniz Universitaet Hannover - Department of Economics Suwanaporn, Chodechai
Chulalongkorn University
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14
(296,818)
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1
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24.
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Beckmann, Daniela
affiliation not provided to SSRN Menkhoff, Lukas
Leibniz Universitaet Hannover - Department of Economics
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2
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10
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