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 4 7 10 508
Arbitrage-Free Bond Pricing with Dynamic Macroeconomic Models 0 0 0 177 3 4 4 618
Beliefs about Inflation and the Term Structure of Interest Rates 0 0 0 0 0 2 4 81
Beliefs and Volatility 0 0 0 194 2 7 9 300
Capital Market Equilibrium with Differential Taxation 0 0 0 0 1 2 2 592
Capital Market Equilibrium with Differential Taxation 0 0 0 68 1 4 5 261
Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two Country Dynamic Monetary Equilibrium 0 0 0 0 4 10 12 1,021
Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two-Country Dynamic Monetary Equilibrium 0 0 0 0 0 1 2 879
Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two-Country Dynamic Monetary Equilibrium 0 0 0 1 1 2 2 227
Derivative Security Induced Price Manipulation 0 1 3 188 5 10 14 627
Disagreement about inflation and the yield curve 0 0 0 29 2 8 10 134
Financial Leverage Does Not Cause the Leverage Effect 0 0 0 0 1 3 8 558
Financial leverage and the leverage effect: A market and firm analysis 0 0 1 199 2 6 9 1,014
Liquidity Discovery and Asset Pricing 0 0 0 2 2 7 8 561
Liquidity Discovery and Asset Pricing 0 0 0 107 3 8 11 262
Liquidity Discovery and Asset Pricing 0 0 0 33 5 9 10 234
No Arbitrage and the Tax Code 0 0 0 29 1 1 1 95
Portfolio Choice with Capital Gain Taxation and the Limited Use of Losses 0 0 0 14 6 11 14 99
Pricing Rare Event Risk in Emerging Markets 0 0 0 45 9 9 10 200
Taylor Rules, McCallum Rules and the Term Structure of Interest Rates 0 0 0 182 4 10 14 471
Taylor Rules, McCallum Rules and the Term Structure of Interest Rates 0 0 0 314 3 6 14 1,001
The Equilibrium Allocation of Diffusive and Jump Risks with Heterogeneous Agents 0 0 0 51 1 1 2 137
Two Stock Portfolio Choice with Capital Gain Taxes and Short Sales 0 0 1 139 1 3 4 1,264
Total Working Papers 0 1 5 1,960 61 131 179 11,144


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 1 8 3 3 5 35
An Examination of Heterogeneous Beliefs with a Short-Sale Constraint in a Dynamic Economy 0 0 1 54 2 6 8 158
Arbitrage-free bond pricing with dynamic macroeconomic models 0 0 1 143 5 9 13 485
CEO optimism and forced turnover 1 1 6 661 7 15 39 1,799
Capital Market Equilibrium with Differential Taxation 1 1 1 6 7 12 16 42
Credit conditions and stock return predictability 0 0 1 47 3 3 8 158
Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two‐Country Dynamic Monetary Equilibrium 0 0 1 7 2 3 4 37
Disagreement about inflation and the yield curve 0 0 1 23 4 6 11 131
Heuristic portfolio trading rules with capital gain taxes 0 0 1 21 1 6 7 93
Portfolio Tax Trading with Carryover Losses 0 0 0 5 0 2 3 27
Rare event risk and emerging market debt with heterogeneous beliefs 0 0 0 12 5 10 12 82
Tax management strategies with multiple risky assets 0 0 0 27 2 6 8 144
Taxable and Tax-Deferred Investing with the Limited Use of Losses 0 0 0 6 2 2 4 43
Taylor rules, McCallum rules and the term structure of interest rates 0 0 0 152 4 7 11 469
Term Premium Dynamics and the Taylor Rule 0 0 1 20 2 3 4 84
The Only Constant Is Change: Nonconstant Volatility and Implied Volatility Spreads 0 0 1 8 2 3 5 21
The equilibrium allocation of diffusive and jump risks with heterogeneous agents 0 0 0 21 2 5 5 115
Total Journal Articles 2 2 16 1,221 53 101 163 3,923


Statistics updated 2026-02-12