Michael Gallmeyer
Michael Gallmeyer
Professor of Commerce (Finance), University of Virginia
Verified email at virginia.edu - Homepage
TitleCited byYear
CEO optimism and forced turnover
TC Campbell, M Gallmeyer, SA Johnson, J Rutherford, BW Stanley
Journal of Financial Economics 101 (3), 695-712, 2011
4332011
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
1802008
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
1262005
Arbitrage-free bond pricing with dynamic macroeconomic models
MF Gallmeyer, B Hollifield, F Palomino, SE Zin
National Bureau of Economic Research, 2007
972007
Tax management strategies with multiple risky assets
MF Gallmeyer, R Kaniel, S Tompaidis
Journal of Financial Economics 80 (2), 243-291, 2006
822006
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
581999
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
542018
Capital market equilibrium with differential taxation
S Basak, M Gallmeyer
Review of Finance 7 (2), 121-159, 2003
442003
Demand discovery and asset pricing
MF Gallmeyer, DJ Seppi, B Hollifield
AFA 2005 Philadelphia Meetings, 2005
352005
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
322006
Beliefs and volatility
M Gallmeyer
Carnegie Mellon University, Tepper School of Business, 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
282005
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unpublished paper, Texas A&M University, Carnegie Mellon University, and …, 2008
26*2008
Portfolio choice with capital gain taxation and the limited use of losses
P Ehling, M Gallmeyer, S Srivastava, S Tompaidis, C Yang
McCombs Research Paper Series, 2009
242009
Entrenchment and changes in performance following CEO turnover
CL Dezso
Atlanta Competitive Advantage Conference Paper, 06-103, 2007
222007
Financial leverage and the leverage effect-a market and firm analysis
AC Aydemir, M Gallmeyer, B Hollifield
Tepper School of Business, 142, 2007
222007
Credit conditions and stock return predictability
S Chava, M Gallmeyer, H Park
Journal of Monetary Economics 74, 117-132, 2015
202015
Arbitrage and the tax code
M Gallmeyer, S Srivastava
Mathematics and Financial Economics 4 (3), 183-221, 2011
182011
Liquidity discovery and asset pricing
M Gallmeyer, B Hollifield, D Seppi
Unpublished working paper, Carnegie Mellon University, 2004
142004
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Articles 1–20