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Michael F. Gallmeyer

Global rank #7330 91%

Institution: University of Virginia

Primary Field: Finance (weighted toward more recent publications)

Homepage: https://sites.google.com/site/michaelgallmeyer/

First Publication: 2003

Most Recent: 2023

RePEc ID: pga446 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.67 0.00 0.67
Last 10 Years 0.00 1.51 2.35 0.00 5.36
All Time 0.00 3.92 6.37 0.00 14.21

Publication Statistics

Raw Publications 13
Coauthorship-Adjusted Count 10.33

Publications (13)

Year Article Journal Tier Authors
2023 The Only Constant Is Change: Nonconstant Volatility and Implied Volatility Spreads Journal of Financial and Quantitative Analysis B 3
2018 Aggregate Tail Risk and Expected Returns Review of Asset Pricing Studies B 3
2018 Disagreement about inflation and the yield curve Journal of Financial Economics A 4
2017 Taxable and Tax-Deferred Investing with the Limited Use of Losses Review of Finance B 2
2016 Heuristic portfolio trading rules with capital gain taxes Journal of Financial Economics A 2
2015 Credit conditions and stock return predictability Journal of Monetary Economics A 3
2013 Rare event risk and emerging market debt with heterogeneous beliefs Journal of International Money and Finance B 2
2011 CEO optimism and forced turnover Journal of Financial Economics A 5
2008 An Examination of Heterogeneous Beliefs with a Short-Sale Constraint in a Dynamic Economy Review of Finance B 2
2006 Tax management strategies with multiple risky assets Journal of Financial Economics A 3
2005 The equilibrium allocation of diffusive and jump risks with heterogeneous agents Journal of Economic Dynamics and Control B 2
2005 Taylor rules, McCallum rules and the term structure of interest rates Journal of Monetary Economics A 3
2003 Capital Market Equilibrium with Differential Taxation Review of Finance B 2