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 1 497
Arbitrage-Free Bond Pricing with Dynamic Macroeconomic Models 0 0 0 177 0 0 3 614
Beliefs about Inflation and the Term Structure of Interest Rates 0 0 0 0 0 0 0 77
Beliefs and Volatility 0 0 0 194 0 0 0 291
Capital Market Equilibrium with Differential Taxation 0 0 0 68 0 0 0 255
Capital Market Equilibrium with Differential Taxation 0 0 0 0 0 0 0 590
Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two Country Dynamic Monetary Equilibrium 0 0 0 0 0 0 0 1,009
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 0 0 0 877
Derivative Security Induced Price Manipulation 0 0 0 185 0 1 2 613
Disagreement about inflation and the yield curve 0 0 0 29 0 1 3 122
Financial Leverage Does Not Cause the Leverage Effect 0 0 0 0 1 2 5 550
Financial leverage and the leverage effect: A market and firm analysis 1 2 3 197 2 3 10 994
Liquidity Discovery and Asset Pricing 0 0 0 107 0 0 0 250
Liquidity Discovery and Asset Pricing 0 0 0 33 0 0 0 222
Liquidity Discovery and Asset Pricing 0 0 0 2 0 0 2 552
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 1 1 13 0 1 3 81
Pricing Rare Event Risk in Emerging Markets 0 0 0 44 0 0 0 189
Taylor Rules, McCallum Rules and the Term Structure of Interest Rates 0 0 0 312 0 0 3 984
Taylor Rules, McCallum Rules and the Term Structure of Interest Rates 0 0 0 182 0 0 2 456
The Equilibrium Allocation of Diffusive and Jump Risks with Heterogeneous Agents 0 0 0 51 0 0 0 135
Two Stock Portfolio Choice with Capital Gain Taxes and Short Sales 0 0 0 138 0 0 0 1,260
Total Working Papers 1 3 4 1,950 3 8 34 10,937


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 4 30
An Examination of Heterogeneous Beliefs with a Short-Sale Constraint in a Dynamic Economy 1 1 2 53 1 1 2 150
Arbitrage-free bond pricing with dynamic macroeconomic models 0 0 0 141 1 1 6 466
CEO optimism and forced turnover 0 7 21 643 6 25 71 1,731
Capital Market Equilibrium with Differential Taxation 0 0 0 5 0 0 1 26
Credit conditions and stock return predictability 0 3 4 45 1 5 11 147
Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two‐Country Dynamic Monetary Equilibrium 0 0 0 6 0 0 1 33
Disagreement about inflation and the yield curve 0 0 2 21 1 2 8 117
Heuristic portfolio trading rules with capital gain taxes 0 0 1 20 0 0 3 84
Portfolio Tax Trading with Carryover Losses 0 0 1 5 0 1 4 20
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 1 134
Taxable and Tax-Deferred Investing with the Limited Use of Losses 0 0 0 6 0 0 1 39
Taylor rules, McCallum rules and the term structure of interest rates 0 2 2 152 0 2 6 453
Term Premium Dynamics and the Taylor Rule 1 2 3 18 3 5 6 76
The Only Constant Is Change: Nonconstant Volatility and Implied Volatility Spreads 0 2 5 5 2 7 14 14
The equilibrium allocation of diffusive and jump risks with heterogeneous agents 0 0 0 21 0 0 1 110
Total Journal Articles 2 17 41 1,187 16 50 140 3,700


Statistics updated 2024-05-04