Michael F. Gallmeyer
Names
| first: |
Michael |
| middle: |
F. |
| last: |
Gallmeyer |
Identifer
Contact
Affiliations
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University of Virginia
/ McIntire School of Commerce (weight: 90%)
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University of Melbourne
/ Faculty of Business and Economics
/ Department of Finance (weight: 10%)
Research profile
author of:
- Disagreement about inflation and the yield curve (RePEc:bde:wpaper:1532)
by Paul Ehling & Michael Gallmeyer & Christian Heyerdahl-Larsen & Philipp Illeditsch - Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two‐Country Dynamic Monetary Equilibrium (RePEc:bla:mathfi:v:9:y:1999:i:1:p:1-30)
by Suleyman Basak & Michael Gallmeyer - Liquidity Discovery and Asset Pricing (RePEc:cmu:gsiawp:-162320987)
by Michael Gallmeyer & Burton Hollifield & Duane Seppi - An Examination of Heterogeneous Beliefs with a Short Sale Constraint (RePEc:cmu:gsiawp:-1927784071)
by Michael Gallmeyer & Burton Hollifield - No Arbitrage and the Tax Code (RePEc:cmu:gsiawp:-27101115)
by Michael Gallmeyer & Sanjay Srivastava - Financial leverage and the leverage effect: A market and firm analysis (RePEc:cmu:gsiawp:1186169825)
by A Cevdet Aydemir & Michael Gallmeyer & Burton Hollifield - The Equilibrium Allocation of Diffusive and Jump Risks with Heterogeneous Agents (RePEc:cmu:gsiawp:1186932692)
by Stephan Dieckmann & Michael Gallmeyer - Capital Market Equilibrium with Differential Taxation (RePEc:cmu:gsiawp:260)
by Suleyman Basak & Michael Gallmeyer - Derivative Security Induced Price Manipulation (RePEc:cmu:gsiawp:415)
by Michael Gallmeyer & Duane Seppi - Beliefs and Volatility (RePEc:cmu:gsiawp:416)
by Michael Gallmeyer - Two Stock Portfolio Choice with Capital Gain Taxes and Short Sales (RePEc:cmu:gsiawp:994085549)
by Michael Gallmeyer & Ron Kaniel & Stathis Tompaidis - The Only Constant Is Change: Nonconstant Volatility and Implied Volatility Spreads (RePEc:cup:jfinqa:v:58:y:2023:i:5:p:2190-2227_11)
by Campbell, T. Colin & Gallmeyer, Michael & Petkevich, Alex - Liquidity Discovery and Asset Pricing (RePEc:ecm:nasm04:525)
by Duane Seppi & Michael Gallmeyer & Burton Hollifield - The equilibrium allocation of diffusive and jump risks with heterogeneous agents (RePEc:eee:dyncon:v:29:y:2005:i:9:p:1547-1576)
by Dieckmann, Stephan & Gallmeyer, Michael - CEO optimism and forced turnover (RePEc:eee:jfinec:v:101:y:2011:i:3:p:695-712)
by Campbell, T. Colin & Gallmeyer, Michael & Johnson, Shane A. & Rutherford, Jessica & Stanley, Brooke W. - Heuristic portfolio trading rules with capital gain taxes (RePEc:eee:jfinec:v:119:y:2016:i:3:p:611-625)
by Fischer, Marcel & Gallmeyer, Michael F. - Disagreement about inflation and the yield curve (RePEc:eee:jfinec:v:127:y:2018:i:3:p:459-484)
by Ehling, Paul & Gallmeyer, Michael & Heyerdahl-Larsen, Christian & Illeditsch, Philipp - Tax management strategies with multiple risky assets (RePEc:eee:jfinec:v:80:y:2006:i:2:p:243-291)
by Gallmeyer, Michael F. & Kaniel, Ron & Tompaidis, Stathis - Rare event risk and emerging market debt with heterogeneous beliefs (RePEc:eee:jimfin:v:33:y:2013:i:c:p:163-187)
by Dieckmann, Stephan & Gallmeyer, Michael - Taylor rules, McCallum rules and the term structure of interest rates (RePEc:eee:moneco:v:52:y:2005:i:5:p:921-950)
by Gallmeyer, Michael F. & Hollifield, Burton & Zin, Stanley E. - Credit conditions and stock return predictability (RePEc:eee:moneco:v:74:y:2015:i:c:p:117-132)
by Chava, Sudheer & Gallmeyer, Michael & Park, Heungju - Arbitrage-free bond pricing with dynamic macroeconomic models (RePEc:fip:fedlrv:y:2007:i:jul:p:305-326:n:v.89no.4)
by Michael F. Gallmeyer & Burton Hollifield & Francisco J. Palomino & Stanley E. Zin - Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two-Country Dynamic Monetary Equilibrium (RePEc:fth:pennfi:09-98)
by Süleyman Basak & Mike Gallmeyer - Capital Market Equilibrium with Differential Taxation (RePEc:fth:pennfi:12-98)
by Süleyman Basak & Mike Gallmeyer - Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two-Country Dynamic Monetary Equilibrium (RePEc:fth:pennfi:9-98)
by Süleyman Basak & Mike Gallmeyer - Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two Country Dynamic Monetary Equilibrium (RePEc:fth:pennif:98-04)
by Basak, S. & Gallmeyer, M. - Portfolio Tax Trading with Carryover Losses (RePEc:inm:ormnsc:v:64:y:2018:i:9:p:4156-4176)
by Paul Ehling & Michael Gallmeyer & Sanjay Srivastava & Stathis Tompaidis & Chunyu Yang - Taylor Rules, McCallum Rules and the Term Structure of Interest Rates (RePEc:nbr:nberwo:11276)
by Michael Gallmeyer & Burton Hollifield & Stanley E. Zin - Arbitrage-Free Bond Pricing with Dynamic Macroeconomic Models (RePEc:nbr:nberwo:13245)
by Michael F. Gallmeyer & Burton Hollifield & Francisco Palomino & Stanley E. Zin - Aggregate Tail Risk and Expected Returns (RePEc:oup:rasset:v:8:y:2018:i:1:p:36-76.)
by David A Chapman & Michael F Gallmeyer & J Spencer Martin - An Examination of Heterogeneous Beliefs with a Short-Sale Constraint in a Dynamic Economy (RePEc:oup:revfin:v:12:y:2008:i:2:p:323-364)
by Michael Gallmeyer & Burton Hollifield - Taxable and Tax-Deferred Investing with the Limited Use of Losses (RePEc:oup:revfin:v:21:y:2017:i:5:p:1847-1873.)
by Marcel Fischer & Michael Gallmeyer - Capital Market Equilibrium with Differential Taxation (RePEc:oup:revfin:v:7:y:2003:i:2:p:121-159.)
by Suleyman Basak & Michael Gallmeyer - Liquidity Discovery and Asset Pricing (RePEc:red:sed004:136a)
by Burton Hollifield & Michael Gallmeyer & Duane Seppi - Taylor Rules, McCallum Rules and the Term Structure of Interest Rates (RePEc:red:sed005:676)
by Michael F. Gallmeyer & Burton Hollifield - Financial Leverage Does Not Cause the Leverage Effect (RePEc:red:sed006:263)
by A. Cevdet Aydemir & Michael Gallmeyer & Burton Hollifield - Pricing Rare Event Risk in Emerging Markets (RePEc:red:sed006:305)
by Stephan Dieckmann & Michael Gallmeyer - Portfolio Choice with Capital Gain Taxation and the Limited Use of Losses (RePEc:red:sed008:769)
by Stathis Tompaidis & Sanjay Srivastava & Michael Gallmeyer & Paul Ehling - Beliefs about Inflation and the Term Structure of Interest Rates (RePEc:red:sed009:1223)
by Philipp Illeditsch & Michael Gallmeyer & Christian Heyerdahl-Larsen & Paul Ehling - Term Premium Dynamics and the Taylor Rule (RePEc:wsi:qjfxxx:v:07:y:2017:i:04:n:s2010139217500112)
by Michael Gallmeyer & Burton Hollifield & Francisco Palomino & Stanley Zin