Michael Gallmeyer
Michael Gallmeyer
Professor of Commerce (Finance), University of Virginia
Verified email at virginia.edu - Homepage
Title
Cited by
Cited by
Year
CEO optimism and forced turnover
TC Campbell, M Gallmeyer, SA Johnson, J Rutherford, BW Stanley
Journal of Financial Economics 101 (3), 695-712, 2011
5242011
An examination of heterogeneous beliefs with a short-sale constraint in a dynamic economy
M Gallmeyer, B Hollifield
Review of Finance 12 (2), 323-364, 2008
1922008
Taylor rules, McCallum rules and the term structure of interest rates
MF Gallmeyer, B Hollifield, SE Zin
Journal of Monetary Economics 52 (5), 921-950, 2005
1312005
Arbitrage-free bond pricing with dynamic macroeconomic models
MF Gallmeyer, B Hollifield, F Palomino, SE Zin
National Bureau of Economic Research Working Paper Series, 2007
1042007
Tax management strategies with multiple risky assets
MF Gallmeyer, R Kaniel, S Tompaidis
Journal of Financial Economics 80 (2), 243-291, 2006
852006
Disagreement about inflation and the yield curve
P Ehling, M Gallmeyer, C Heyerdahl-Larsen, P Illeditsch
Journal of Financial Economics 127 (3), 459-484, 2018
692018
Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two‐Country Dynamic Monetary Equilibrium
S Basak, M Gallmeyer
Mathematical Finance 9 (1), 1-30, 1999
621999
Capital market equilibrium with differential taxation
S Basak, M Gallmeyer
Review of Finance 7 (2), 121-159, 2003
452003
Bank borrowing and corporate risk management
AA Lookman
Journal of Financial Intermediation 18 (4), 632-649, 2009
342009
Financial leverage does not cause the leverage effect
AC Aydemir, MF Gallmeyer, B Hollifield
AFA 2007 Chicago Meetings Paper, 2006
342006
Demand discovery and asset pricing
MF Gallmeyer, DJ Seppi, B Hollifield
AFA 2005 Philadelphia Meetings, 2005
342005
Beliefs and volatility
M Gallmeyer
GSIA Working Papers, 2000
322000
The equilibrium allocation of diffusive and jump risks with heterogeneous agents
S Dieckmann, M Gallmeyer
Journal of Economic Dynamics and Control 29 (9), 1547-1576, 2005
302005
Term premium dynamics and the Taylor rule
M Gallmeyer, B Hollifield, F Palomino, S Zin
unpublished paper, Texas A&M University, Carnegie Mellon University, and …, 2008
29*2008
Credit conditions and stock return predictability
S Chava, M Gallmeyer, H Park
Journal of Monetary Economics 74, 117-132, 2015
252015
Entrenchment and changes in performance following CEO turnover
CL Dezso
Atlanta Competitive Advantage Conference Paper, 06-103, 2007
252007
Portfolio choice with capital gain taxation and the limited use of losses
P Ehling, M Gallmeyer, S Srivastava, S Tompaidis, C Yang
Available at SSRN 1003034, 2010
242010
Financial leverage and the leverage effect-a market and firm analysis
AC Aydemir, M Gallmeyer, B Hollifield
Tepper School of Business, 142, 2007
242007
Arbitrage and the tax code
M Gallmeyer, S Srivastava
Mathematics and Financial Economics 4 (3), 183-221, 2011
202011
Credit conditions and expected stock returns
S Chava, H Park, MF Gallmeyer
Working Paper, 2010
152010
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