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 1 9 509
Arbitrage-Free Bond Pricing with Dynamic Macroeconomic Models 0 0 0 177 3 4 8 622
Beliefs about Inflation and the Term Structure of Interest Rates 0 0 0 0 3 3 7 84
Beliefs and Volatility 0 0 0 194 0 0 8 300
Capital Market Equilibrium with Differential Taxation 0 0 0 68 2 6 11 267
Capital Market Equilibrium with Differential Taxation 0 0 0 0 2 2 4 594
Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two Country Dynamic Monetary Equilibrium 0 0 0 0 2 2 13 1,023
Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two-Country Dynamic Monetary Equilibrium 0 0 0 1 0 1 3 228
Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two-Country Dynamic Monetary Equilibrium 0 0 0 0 2 2 4 881
Derivative Security Induced Price Manipulation 0 0 3 188 3 5 19 632
Disagreement about inflation and the yield curve 0 0 0 29 2 5 14 139
Financial Leverage Does Not Cause the Leverage Effect 0 0 0 0 3 5 12 563
Financial leverage and the leverage effect: A market and firm analysis 0 0 0 199 1 1 7 1,015
Liquidity Discovery and Asset Pricing 0 0 0 2 2 2 10 563
Liquidity Discovery and Asset Pricing 0 0 0 33 1 3 13 237
Liquidity Discovery and Asset Pricing 0 0 0 107 1 1 11 263
No Arbitrage and the Tax Code 0 0 0 29 0 0 1 95
Portfolio Choice with Capital Gain Taxation and the Limited Use of Losses 0 0 0 14 3 5 19 104
Pricing Rare Event Risk in Emerging Markets 0 1 1 46 1 4 14 204
Taylor Rules, McCallum Rules and the Term Structure of Interest Rates 0 0 0 314 2 7 21 1,008
Taylor Rules, McCallum Rules and the Term Structure of Interest Rates 0 0 0 182 4 4 18 475
The Equilibrium Allocation of Diffusive and Jump Risks with Heterogeneous Agents 0 0 0 51 1 1 2 138
Two Stock Portfolio Choice with Capital Gain Taxes and Short Sales 0 0 1 139 1 2 6 1,266
Total Working Papers 0 1 5 1,961 39 66 234 11,210


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 0 2 7 37
An Examination of Heterogeneous Beliefs with a Short-Sale Constraint in a Dynamic Economy 0 0 1 54 0 1 8 159
Arbitrage-free bond pricing with dynamic macroeconomic models 0 1 1 144 1 6 18 491
CEO optimism and forced turnover 3 8 14 669 6 14 45 1,813
Capital Market Equilibrium with Differential Taxation 0 0 1 6 0 4 20 46
Credit conditions and stock return predictability 0 0 1 47 1 3 10 161
Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two‐Country Dynamic Monetary Equilibrium 0 0 0 7 3 5 8 42
Disagreement about inflation and the yield curve 0 0 1 23 3 8 19 139
Heuristic portfolio trading rules with capital gain taxes 0 0 1 21 6 8 15 101
Portfolio Tax Trading with Carryover Losses 0 0 0 5 0 0 3 27
Rare event risk and emerging market debt with heterogeneous beliefs 0 0 0 12 4 6 18 88
Tax management strategies with multiple risky assets 0 0 0 27 8 9 17 153
Taxable and Tax-Deferred Investing with the Limited Use of Losses 1 2 2 8 1 2 6 45
Taylor rules, McCallum rules and the term structure of interest rates 0 0 0 152 2 5 16 474
Term Premium Dynamics and the Taylor Rule 0 0 1 20 1 4 8 88
The Only Constant Is Change: Nonconstant Volatility and Implied Volatility Spreads 0 0 1 8 0 4 8 25
The equilibrium allocation of diffusive and jump risks with heterogeneous agents 0 0 0 21 1 2 7 117
Total Journal Articles 4 11 25 1,232 37 83 233 4,006


Statistics updated 2026-05-06