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 1 498
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 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 1 1 256
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 1 1 1 1,010
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 0 0 613
Disagreement about inflation and the yield curve 0 0 0 29 1 1 4 125
Financial Leverage Does Not Cause the Leverage Effect 0 0 0 0 0 0 1 550
Financial leverage and the leverage effect: A market and firm analysis 0 1 2 198 1 3 14 1,006
Liquidity Discovery and Asset Pricing 0 0 0 2 0 0 1 553
Liquidity Discovery and Asset Pricing 0 0 0 107 0 0 1 251
Liquidity Discovery and Asset Pricing 0 0 0 33 0 0 2 224
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 2 14 0 0 5 85
Pricing Rare Event Risk in Emerging Markets 0 1 1 45 0 1 1 190
Taylor Rules, McCallum Rules and the Term Structure of Interest Rates 0 0 0 182 0 0 1 457
Taylor Rules, McCallum Rules and the Term Structure of Interest Rates 0 1 2 314 0 1 3 987
The Equilibrium Allocation of Diffusive and Jump Risks with Heterogeneous Agents 0 0 0 51 1 1 1 136
Two Stock Portfolio Choice with Capital Gain Taxes and Short Sales 0 0 0 138 0 0 0 1,260
Total Working Papers 0 3 7 1,955 4 10 37 10,969


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 0 0 1 30
An Examination of Heterogeneous Beliefs with a Short-Sale Constraint in a Dynamic Economy 0 0 1 53 1 1 2 151
Arbitrage-free bond pricing with dynamic macroeconomic models 1 1 2 143 1 3 8 473
CEO optimism and forced turnover 0 3 17 655 2 8 48 1,762
Capital Market Equilibrium with Differential Taxation 0 0 0 5 0 0 0 26
Credit conditions and stock return predictability 0 0 3 46 0 0 6 150
Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two‐Country Dynamic Monetary Equilibrium 0 0 0 6 0 0 0 33
Disagreement about inflation and the yield curve 0 0 1 22 0 1 5 120
Heuristic portfolio trading rules with capital gain taxes 0 0 0 20 0 0 2 86
Portfolio Tax Trading with Carryover Losses 0 0 0 5 0 1 5 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 1 2 136
Taxable and Tax-Deferred Investing with the Limited Use of Losses 0 0 0 6 0 0 0 39
Taylor rules, McCallum rules and the term structure of interest rates 0 0 1 152 0 4 6 458
Term Premium Dynamics and the Taylor Rule 0 0 2 19 0 1 7 80
The Only Constant Is Change: Nonconstant Volatility and Implied Volatility Spreads 0 1 4 7 1 2 9 17
The equilibrium allocation of diffusive and jump risks with heterogeneous agents 0 0 0 21 0 0 0 110
Total Journal Articles 1 5 31 1,206 5 22 101 3,765


Statistics updated 2025-03-03