CEO optimism and forced turnover TC Campbell, M Gallmeyer, SA Johnson, J Rutherford, BW Stanley Journal of Financial Economics 101 (3), 695-712, 2011 | 965 | 2011 |
An examination of heterogeneous beliefs with a short-sale constraint in a dynamic economy M Gallmeyer, B Hollifield Review of Finance 12 (2), 323-364, 2008 | 220 | 2008 |
Taylor rules, McCallum rules and the term structure of interest rates MF Gallmeyer, B Hollifield, SE Zin Journal of Monetary Economics 52 (5), 921-950, 2005 | 146 | 2005 |
Arbitrage-free bond pricing with dynamic macroeconomic models M Gallmeyer, B Hollifield, F Palomino, SE Zin National Bureau of Economic Research, 2007 | 118 | 2007 |
Disagreement about inflation and the yield curve P Ehling, M Gallmeyer, C Heyerdahl-Larsen, P Illeditsch Journal of Financial Economics 127 (3), 459-484, 2018 | 117 | 2018 |
Tax management strategies with multiple risky assets MF Gallmeyer, R Kaniel, S Tompaidis Journal of Financial Economics 80 (2), 243-291, 2006 | 101 | 2006 |
Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two‐Country Dynamic Monetary Equilibrium S Basak, M Gallmeyer Mathematical Finance 9 (1), 1-30, 1999 | 71 | 1999 |
Credit conditions and stock return predictability S Chava, M Gallmeyer, H Park Journal of Monetary Economics 74, 117-132, 2015 | 49 | 2015 |
Financial leverage does not cause the leverage effect AC Aydemir, MF Gallmeyer, B Hollifield AFA 2007 Chicago Meetings Paper, 2006 | 46 | 2006 |
Demand discovery and asset pricing MF Gallmeyer, DJ Seppi, B Hollifield AFA 2005 Philadelphia Meetings, 2005 | 39 | 2005 |
Capital market equilibrium with differential taxation S Basak, M Gallmeyer Review of Finance 7 (2), 121-159, 2003 | 39 | 2003 |
Term premium dynamics and the Taylor rule M Gallmeyer, B Hollifield, F Palomino, S Zin unpublished paper, Texas A&M University, Carnegie Mellon University, and …, 2008 | 36* | 2008 |
Beliefs and volatility M Gallmeyer GSIA Working Papers, 2000 | 35 | 2000 |
The equilibrium allocation of diffusive and jump risks with heterogeneous agents S Dieckmann, M Gallmeyer Journal of Economic Dynamics and Control 29 (9), 1547-1576, 2005 | 32 | 2005 |
Heuristic portfolio trading rules with capital gain taxes M Fischer, MF Gallmeyer Journal of Financial Economics 119 (3), 611-625, 2016 | 30 | 2016 |
Portfolio choice with capital gain taxation and the limited use of losses P Ehling, M Gallmeyer, S Srivastava, S Tompaidis, C Yang Available at SSRN 1003034, 2010 | 29 | 2010 |
Financial leverage and the leverage effect-a market and firm analysis AC Aydemir, M Gallmeyer, B Hollifield Tepper School of Business 142, 119-128, 2007 | 29 | 2007 |
Arbitrage and the tax code M Gallmeyer, S Srivastava Mathematics and Financial Economics 4, 183-221, 2011 | 20 | 2011 |
Taxable and tax-deferred investing with the limited use of losses M Fischer, M Gallmeyer Review of Finance 21 (5), 1847-1873, 2017 | 19 | 2017 |
Credit conditions and expected stock returns S Chava, H Park, MF Gallmeyer Working Paper, 2010 | 17 | 2010 |