Access Statistics for Michael F. Gallmeyer

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Examination of Heterogeneous Beliefs with a Short Sale Constraint 0 0 0 188 0 0 3 500
Arbitrage-Free Bond Pricing with Dynamic Macroeconomic Models 0 0 0 177 0 0 0 614
Beliefs about Inflation and the Term Structure of Interest Rates 0 0 0 0 0 1 1 78
Beliefs and Volatility 0 0 0 194 0 1 2 293
Capital Market Equilibrium with Differential Taxation 0 0 0 0 0 0 0 590
Capital Market Equilibrium with Differential Taxation 0 0 0 68 0 0 1 256
Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two Country Dynamic Monetary Equilibrium 0 0 0 0 0 1 2 1,011
Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two-Country Dynamic Monetary Equilibrium 0 0 0 1 0 0 0 225
Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two-Country Dynamic Monetary Equilibrium 0 0 0 0 1 1 1 878
Derivative Security Induced Price Manipulation 0 0 1 186 1 1 2 615
Disagreement about inflation and the yield curve 0 0 0 29 0 1 4 126
Financial Leverage Does Not Cause the Leverage Effect 0 0 0 0 0 3 4 554
Financial leverage and the leverage effect: A market and firm analysis 0 0 2 199 0 0 7 1,008
Liquidity Discovery and Asset Pricing 0 0 0 107 0 1 4 254
Liquidity Discovery and Asset Pricing 0 0 0 2 0 0 0 553
Liquidity Discovery and Asset Pricing 0 0 0 33 0 1 1 225
No Arbitrage and the Tax Code 0 0 0 29 0 0 0 94
Portfolio Choice with Capital Gain Taxation and the Limited Use of Losses 0 0 0 14 0 1 4 87
Pricing Rare Event Risk in Emerging Markets 0 0 1 45 0 0 1 190
Taylor Rules, McCallum Rules and the Term Structure of Interest Rates 0 0 0 182 0 3 3 460
Taylor Rules, McCallum Rules and the Term Structure of Interest Rates 0 0 1 314 1 7 8 994
The Equilibrium Allocation of Diffusive and Jump Risks with Heterogeneous Agents 0 0 0 51 0 0 1 136
Two Stock Portfolio Choice with Capital Gain Taxes and Short Sales 0 0 1 139 0 0 1 1,261
Total Working Papers 0 0 6 1,958 3 22 50 11,002


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Aggregate Tail Risk and Expected Returns 0 0 0 7 1 1 1 31
An Examination of Heterogeneous Beliefs with a Short-Sale Constraint in a Dynamic Economy 0 0 1 54 0 0 2 152
Arbitrage-free bond pricing with dynamic macroeconomic models 0 0 2 143 0 1 7 475
CEO optimism and forced turnover 0 1 11 659 1 6 34 1,780
Capital Market Equilibrium with Differential Taxation 0 0 0 5 0 0 0 26
Credit conditions and stock return predictability 1 1 2 47 2 3 6 154
Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two‐Country Dynamic Monetary Equilibrium 0 0 1 7 0 0 1 34
Disagreement about inflation and the yield curve 0 1 1 23 2 3 5 123
Heuristic portfolio trading rules with capital gain taxes 0 0 1 21 0 0 2 87
Portfolio Tax Trading with Carryover Losses 0 0 0 5 0 0 2 24
Rare event risk and emerging market debt with heterogeneous beliefs 0 0 0 12 0 0 0 70
Tax management strategies with multiple risky assets 0 0 0 27 0 0 2 137
Taxable and Tax-Deferred Investing with the Limited Use of Losses 0 0 0 6 0 0 1 40
Taylor rules, McCallum rules and the term structure of interest rates 0 0 0 152 0 1 5 459
Term Premium Dynamics and the Taylor Rule 0 1 1 20 0 1 2 81
The Only Constant Is Change: Nonconstant Volatility and Implied Volatility Spreads 0 0 1 7 0 0 2 17
The equilibrium allocation of diffusive and jump risks with heterogeneous agents 0 0 0 21 0 0 0 110
Total Journal Articles 1 4 21 1,216 6 16 72 3,800


Statistics updated 2025-10-06