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Michael Gallmeyer
Michael Gallmeyer
Consumer Bankers Association Professor of Commerce (Finance), University of Virginia
Verified email at virginia.edu - Homepage
Title
Cited by
Cited by
Year
CEO optimism and forced turnover
TC Campbell, M Gallmeyer, SA Johnson, J Rutherford, BW Stanley
Journal of Financial Economics 101 (3), 695-712, 2011
9652011
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
2202008
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
1462005
Arbitrage-free bond pricing with dynamic macroeconomic models
M Gallmeyer, B Hollifield, F Palomino, SE Zin
National Bureau of Economic Research, 2007
1182007
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
1172018
Tax management strategies with multiple risky assets
MF Gallmeyer, R Kaniel, S Tompaidis
Journal of Financial Economics 80 (2), 243-291, 2006
1012006
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
711999
Credit conditions and stock return predictability
S Chava, M Gallmeyer, H Park
Journal of Monetary Economics 74, 117-132, 2015
492015
Financial leverage does not cause the leverage effect
AC Aydemir, MF Gallmeyer, B Hollifield
AFA 2007 Chicago Meetings Paper, 2006
462006
Demand discovery and asset pricing
MF Gallmeyer, DJ Seppi, B Hollifield
AFA 2005 Philadelphia Meetings, 2005
392005
Capital market equilibrium with differential taxation
S Basak, M Gallmeyer
Review of Finance 7 (2), 121-159, 2003
392003
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unpublished paper, Texas A&M University, Carnegie Mellon University, and …, 2008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
352000
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
322005
Heuristic portfolio trading rules with capital gain taxes
M Fischer, MF Gallmeyer
Journal of Financial Economics 119 (3), 611-625, 2016
302016
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
292010
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
292007
Arbitrage and the tax code
M Gallmeyer, S Srivastava
Mathematics and Financial Economics 4, 183-221, 2011
202011
Taxable and tax-deferred investing with the limited use of losses
M Fischer, M Gallmeyer
Review of Finance 21 (5), 1847-1873, 2017
192017
Credit conditions and expected stock returns
S Chava, H Park, MF Gallmeyer
Working Paper, 2010
172010
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