2

Aggregate Tail Risk and Expected Returns

Chapman, David A, Gallmeyer, Michael F, Martin, J Spencer
Journal:
Review of Asset Pricing Studies
Year:
2018
Language:
english
File:
PDF, 1.21 MB
english, 2018
3

Taxable and Tax-Deferred Investing with the Limited Use of Losses

Fischer, Marcel, Gallmeyer, Michael
Journal:
Review of Finance
Year:
2016
Language:
english
File:
PDF, 380 KB
english, 2016
6

Heuristic portfolio trading rules with capital gain taxes

Fischer, Marcel, Gallmeyer, Michael F.
Journal:
Journal of Financial Economics
Year:
2016
Language:
english
File:
PDF, 598 KB
english, 2016
7

Arbitrage and the tax code

Michael Gallmeyer, Sanjay Srivastava
Journal:
Mathematics and Financial Economics
Year:
2011
Language:
english
File:
PDF, 343 KB
english, 2011
8

Portfolio Tax Trading with Carryover Losses

Ehling, Paul, Gallmeyer, Michael, Srivastava, Sanjay, Tompaidis, Stathis, Yang, Chunyu
Journal:
Management Science
Year:
2017
Language:
english
File:
PDF, 841 KB
english, 2017
10

Credit conditions and stock return predictability

Chava, Sudheer, Gallmeyer, Michael, Park, Heungju
Journal:
Journal of Monetary Economics
Year:
2015
Language:
english
File:
PDF, 917 KB
english, 2015
12

Tax management strategies with multiple risky assets

Michael F. Gallmeyer, Ron Kaniel, Stathis Tompaidis
Journal:
Journal of Financial Economics
Year:
2006
Language:
english
File:
PDF, 697 KB
english, 2006
14

Term Premium Dynamics and the Taylor Rule

Gallmeyer, Michael, Hollifield, Burton, Palomino, Francisco, Zin, Stanley
Journal:
The Quarterly Journal of Finance
Year:
2017
Language:
english
File:
PDF, 418 KB
english, 2017
15

Tax Management Strategies with Multiple Risky Assets

Gallmeyer, Michael F., Kaniel, Ron, Tompaidis, Stathis
Journal:
SSRN Electronic Journal
Year:
2002
Language:
english
File:
PDF, 642 KB
english, 2002
16

Credit Conditions and Expected Stock Returns

Chava, Sudheer, Park, Heungju, Gallmeyer, Michael F.
Journal:
SSRN Electronic Journal
Year:
2010
Language:
english
File:
PDF, 500 KB
english, 2010
18

Taxable and Tax-Deferred Investing with the Limited Use of Losses

Fischer, Marcel, Gallmeyer, Michael F.
Journal:
SSRN Electronic Journal
Year:
2013
Language:
english
File:
PDF, 475 KB
english, 2013
21

Financial Leverage Does Not Cause the Leverage Effect

Aydemir, Abdullah C., Gallmeyer, Michael F., Hollifield, Burton
Journal:
SSRN Electronic Journal
Year:
2006
Language:
english
File:
PDF, 566 KB
english, 2006
22

Heuristic Portfolio Trading Rules with Capital Gain Taxes

Gallmeyer, Michael F., Fischer (born Marekwica), Marcel
Journal:
SSRN Electronic Journal
Year:
2012
Language:
english
File:
PDF, 398 KB
english, 2012
23

Arbitrage and the Tax Code

Gallmeyer, Michael F., Srivastava, Sanjay
Journal:
SSRN Electronic Journal
Year:
2003
Language:
english
File:
PDF, 288 KB
english, 2003
24

Capital Market Equilibrium with Differential Taxation

Basak, Suleyman, Gallmeyer, Michael F.
Journal:
SSRN Electronic Journal
Year:
1998
Language:
english
File:
PDF, 367 KB
english, 1998
26

Rare Event Risk and Emerging Market Debt with Heterogeneous Beliefs

Dieckmann, Stephan, Gallmeyer, Michael F.
Journal:
SSRN Electronic Journal
Year:
2009
Language:
english
File:
PDF, 431 KB
english, 2009