Michael F. Gallmeyer : Citation Profile


Are you Michael F. Gallmeyer?

University of Virginia (90% share)
University of Melbourne (10% share)

11

H index

13

i10 index

595

Citations

RESEARCH PRODUCTION:

15

Articles

23

Papers

RESEARCH ACTIVITY:

   25 years (1993 - 2018). See details.
   Cites by year: 23
   Journals where Michael F. Gallmeyer has often published
   Relations with other researchers
   Recent citing documents: 65.    Total self citations: 9 (1.49 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pga446
   Updated: 2024-11-04    RAS profile: 2023-10-08    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Michael F. Gallmeyer.

Is cited by:

Chernov, Mikhail (14)

Rudebusch, Glenn (11)

Uppal, Raman (9)

Renneboog, Luc (8)

Basak, Suleyman (7)

Zin, Stanley (7)

Rigobon, Roberto (6)

NAPP, Clotilde (6)

Bauer, Michael (6)

Wright, Jonathan (6)

Dumas, Bernard (6)

Cites to:

Campbell, John (13)

Singleton, Kenneth (11)

Piazzesi, Monika (11)

Zin, Stanley (9)

Cochrane, John (9)

Hollifield, Burton (9)

Ang, Andrew (8)

Duffie, Darrell (8)

Gertler, Mark (7)

Constantinides, George (7)

Abel, Andrew (7)

Main data


Where Michael F. Gallmeyer has published?


Journals with more than one article published# docs
Journal of Financial Economics4
Review of Finance3
Journal of Monetary Economics2

Working Papers Series with more than one paper published# docs
GSIA Working Papers / Carnegie Mellon University, Tepper School of Business9
NBER Working Papers / National Bureau of Economic Research, Inc2
2006 Meeting Papers / Society for Economic Dynamics2

Recent works citing Michael F. Gallmeyer (2024 and 2023)


YearTitle of citing document
2023Economic Forecasts Using Many Noises. (2023). Neuhierl, Andreas ; Liao, Yuan ; Shi, Zhentao ; Ma, Xinjie. In: Papers. RePEc:arx:papers:2312.05593.

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2024Despite Absolute Information Advantages, All Investors Incur Welfare Loss. (2024). Ye, QI ; Liang, Zongxia. In: Papers. RePEc:arx:papers:2405.08822.

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2024CEO overcaution and capital structure choices. (2024). Brooks, Chris ; Gheno, Andrea ; Rocciolo, Francesco. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:3:p:719-743.

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2023Are overconfident CEOs better able to transform innovation into firm value?—Evidence from the United States. (2023). Park, Jung Chul ; Jung, Mookwon ; Eom, Mike. In: International Finance. RePEc:bla:intfin:v:26:y:2023:i:2:p:241-258.

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2023Temporal Dynamics in Acquisition Behavior: The Effects of Activity Load on Strategic Momentum. (2023). Maula, Markku ; Laamanen, Tomi ; Deutsch, Yuval ; Keil, Thomas. In: Journal of Management Studies. RePEc:bla:jomstd:v:60:y:2023:i:1:p:38-81.

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2023CEO–CFO team optimism: Commercial real estate transactions and REIT performance. (2023). Yonder, Erkan ; Eichholtz, Piet. In: Real Estate Economics. RePEc:bla:reesec:v:51:y:2023:i:1:p:103-129.

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2023A cognitive perspective on real options investment: CEO overconfidence. (2023). Chen, Guoli ; Park, Jung Chul ; Lee, Joon Mahn. In: Strategic Management Journal. RePEc:bla:stratm:v:44:y:2023:i:4:p:1084-1110.

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2023Board diversity: Moderating effects of CEO overconfidence on firm financing decisions. (2023). Ni, Qiuxin ; Gurdgiev, Constantin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022001058.

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2023Déjà Vu: CEO overconfidence and bank mortgage lending in the post-financial crisis period. (2023). Wang, Qing Sophie ; Liu, Shiang ; Lai, Shaojie. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000539.

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2024Does overconfidence affect venture capital firms’ investment?. (2024). Kooli, Maher ; ben Amor, Salma. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635023000989.

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2023CEO marital status and dividend policy. (2023). Sobngwi, Christian K ; Ater, Brandon ; Rabarison, Monika K ; Hossain, Md Noman. In: Journal of Corporate Finance. RePEc:eee:corfin:v:78:y:2023:i:c:s0929119922001857.

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2024CEO personality traits, strategic flexibility, and firm dynamics. (2024). Park, Jung Chul ; Pantzalis, Christos ; Aabo, Tom ; Wulff, Jesper N ; Trigeorgis, Lenos. In: Journal of Corporate Finance. RePEc:eee:corfin:v:84:y:2024:i:c:s0929119923001736.

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2024CEO overconfidence, risk-taking, and firm value: Influence of incentive compensation and financial constraints. (2024). Chang, Chong-Chuo ; Tang, Hui-Wen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001572.

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2024Heterogeneous beliefs with information processing capacity constraints and asset pricing in a monetary economy. (2024). Hu, Duni ; Wang, Hailong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000688.

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2023CEO personality traits and corporate value implication of acquisitions. (2023). Park, Jung Chul ; Pantzalis, Christos ; Hanousek, Jan ; Aabo, Tom. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:86-106.

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2023Financial constraints on credit ratings and cash-flow sensitivity. (2023). Chang, Ming-Jen ; Chen, Shikuan ; Chien, Chih-Chung. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001461.

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2023Opportunism, overconfidence and irrationality: A puzzling triad. (2023). Eshraghi, Arman ; Holmes, Phil ; Amini, Shima ; Altanlar, Ali. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s105752192300159x.

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2023Institutional investors site visits, information asymmetry, and investment efficiency. (2023). Wu, Yanjun ; Li, NA ; Zhao, Lei. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001904.

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2024Risk culture in corporate innovation. (2024). Lin, Chih-Yung ; Huang, Chia-Wei ; Ho, Po-Hsin ; Yen, Ju-Fang. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s105752192300515x.

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2024Bank credit, consumption risk, and the cross-section of expected returns. (2024). Ho, JI. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000358.

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2024CEO overconfidence and the informativeness of bank stock prices. (2024). Lin, Kun-Li ; Doan, Anh-Tuan ; Le, Anh-Tuan. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001625.

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2023Profitable timing of the stock market with the senior loan officer survey. (2023). Wilson, Linus. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s154461232300106x.

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2023CEO overconfidence, lottery preference and the cross-section of stock returns. (2023). Ko, Kuan-Cheng ; Ho, Po-Hsin ; Lu, Jing. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001228.

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2024Words to use with care? CEO dispositional optimism vs overconfidence. (2024). Villacis, Eduardo D ; Nelson, Aaron ; Grove, Sergio ; Dow, Kevin E. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011571.

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2024CEO overconfidence and investor sentiment in M&A decisions. (2024). Yen, Kuang-Chieh ; Nie, Wei-Ying. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004203.

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2024The impact of the capital gains tax on the Korean derivatives market. (2024). Khemakhem, Emna ; Capelle-Blancard, Gunther. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004641.

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2024Female CEOs with a squeeze of narcissism: A perfect cocktail for corporate performance?. (2024). Ronnow, Sara Korsdal ; Aabo, Tom. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004999.

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2023CEOs’ regulatory focus and firm internationalization: The moderating effects of CEO overconfidence, narcissism and career horizon. (2023). Gilbert, David ; Bruton, Garry ; Filatotchev, Igor ; Biru, Ashenafi. In: International Business Review. RePEc:eee:iburev:v:32:y:2023:i:3:s0969593122001068.

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2023Optimal retirement savings over the life cycle: A deterministic analysis in closed form. (2023). Koch, Marlene ; Jensen, Bjarne Astrup ; Fischer, Marcel. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:112:y:2023:i:c:p:48-58.

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2023Political euphoria and corporate disclosures: An investigation of CEO partisan alignment with the president of the United States. (2023). , Yaoyi ; Masli, Adi ; Kara, Mehmet ; Arikan, Mazhar. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:75:y:2023:i:2:s0165410122000751.

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2023CEO performance impact on medical leave outcomes. (2023). Zhang, Weiwei ; Cook, Douglas O. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001759.

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2024Award-winning CEOs and corporate innovation. (2024). Veld, Chris ; Merkoulova, Yulia ; Pham, Mia Hang. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:159:y:2024:i:c:s0378426623002704.

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2024CEO overconfidence and the choice of debt issuance. (2024). Yu, Jin ; Jamil, Taher ; Ge, LI. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000190.

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2023Money supply, opinion dispersion, and stock prices. (2023). Hirota, Shinichi. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:212:y:2023:i:c:p:1286-1310.

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2023Managerial human capital and corporate R&D investment. (2023). Li, Haizheng ; Xu, Jing. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:213:y:2023:i:c:p:151-171.

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2024Are macroeconomic indices fools gold?. (2024). Nakata, Hiroyuki ; Motolese, Maurizio. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:217:y:2024:i:c:p:240-260.

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2023Do firms with specialized M&A staff make better acquisitions?. (2023). Stulz, Rene M ; Liu, XI ; Gokkaya, Sinan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:1:p:75-105.

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2023Gender differences in reward-based crowdfunding. (2023). Pursiainen, Vesa ; Lin, Tse-Chun. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:53:y:2023:i:c:s1042957322000547.

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2023CEO overconfidence: A dual-detriment to investment-price sensitivity via market negligence and reduced informed trading. (2023). Jeon, Heung-Jae. In: Journal of Contemporary Accounting and Economics. RePEc:eee:jocaae:v:19:y:2023:i:3:s1815566923000280.

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2023Does import competition from China discipline overconfident CEOs in U.S. firms?. (2023). Yeh, Chia-Wei ; Peng, Shu-Cing ; Chen, Sheng-Syan. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:277-297.

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2023Does CEO general managerial ability matter in M&A voting?. (2023). Lin, Chih-Yen ; Huang, Chia-Wei ; Chen, Sheng-Syan. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:92:y:2023:i:c:p:14-24.

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2023Business optimism and the innovation-profitability nexus: Introducing the COVID-19 adaptable capacity framework. (2023). Lim, King Yoong ; Morris, Diego. In: Research Policy. RePEc:eee:respol:v:52:y:2023:i:1:s0048733322001445.

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2023Agency costs of customer concentration. (2023). Park, Kwangwoo ; Kim, Hyun-Dong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:533-558.

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2024Managerial ability and firm value: A new perspective. (2024). Baghdadi, Ghasan A ; Eshraghi, Arman ; Atawnah, Nader ; Bhatti, Ishaq. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002593.

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2023Gone with the Vol: A Decline in Asset Return Predictability During the Great Moderation. (2023). Qian, Liang ; Palomino, Francisco ; Hsu, Alex. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:5:p:3025-3047.

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2023Managerial Duties and Managerial Biases. (2023). Zheng, Hui ; Pezone, Vincenzo ; Malmendier, Ulrike. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:6:p:3174-3201.

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2023Analysts’ Connections and M&A Outcomes. (2023). Marcet, Francisco ; Cortes, Felipe. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:7:p:4108-4133.

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2023Managerial Beliefs and Banking Behavior. (2023). Hlebik, Sviatlana ; Verga, Giovanni ; Silipo, Damiano B. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:64:y:2023:i:3:d:10.1007_s10693-023-00407-5.

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2023The impact of organizational culture on bank stability. (2023). Thi, Loan Quynh ; Vu, Kieu Trang ; Mai, Lan Thi ; Luu, Hiep Ngoc. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:2:d:10.1007_s11156-023-01155-2.

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2023Chairperson (CEO) facial structure and risky investments: evidence from Chinese acquisitions. (2023). Bi, Xiaogang ; Shi, Wen ; Yuan, Shuai ; Boateng, Agyenim. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:4:d:10.1007_s11156-023-01179-8.

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2023I believe I can fly: how target venture CEO overconfidence affects acquisition completion. (2023). Yamakawa, Yasuhiro ; Weng, David H. In: Small Business Economics. RePEc:kap:sbusec:v:61:y:2023:i:1:d:10.1007_s11187-022-00679-6.

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2023Taming Overconfident CEOs Through Stricter Financial Regulation. (2023). Kassner, Bernhard. In: Rationality and Competition Discussion Paper Series. RePEc:rco:dpaper:375.

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2023A Rational Theory for Disposition Effects. (). Xu, Jing ; Liu, Hong ; Dai, Min ; Jiang, Yipeng. In: Review of Economic Dynamics. RePEc:red:issued:20-172.

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2023Is analytical tax research alive and kicking? Insights from 2000 until 2022. (2023). Sailer, Mariana ; Niemann, Rainer. In: Journal of Business Economics. RePEc:spr:jbecon:v:93:y:2023:i:6:d:10.1007_s11573-023-01157-5.

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2023Executive confidence and myopic marketing management. (2023). Rust, Roland T ; Low, Angie ; Chung, Tuck Siong. In: Journal of the Academy of Marketing Science. RePEc:spr:joamsc:v:51:y:2023:i:5:d:10.1007_s11747-022-00909-z.

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2023Managerial overconfidence: promoter of or obstacle to organizational resilience?. (2023). Sonnenholzner, Lara ; Kunz, Jennifer. In: Review of Managerial Science. RePEc:spr:rvmgts:v:17:y:2023:i:1:d:10.1007_s11846-022-00530-y.

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2023All is not lost that is delayed: overconfidence and investment outcomes. (2023). Volkmann, Christine ; Theissen, Erik ; Schweder, Felix ; Bongard, Inga ; Betzer, Andre. In: Review of Managerial Science. RePEc:spr:rvmgts:v:17:y:2023:i:7:d:10.1007_s11846-022-00578-w.

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2023Managerial duties and managerial biases. (2023). Pezone, Vincenzo ; Malmendier, Ulrike ; Zheng, Hui. In: Other publications TiSEM. RePEc:tiu:tiutis:0a626e3a-92f0-4077-bc4c-6a242b021b15.

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2023Corporate social responsibility and the alignment of CEO and shareholders wealth: Does a strong alignment induce or restrain CSR?. (2023). Han, Seung Hun ; Mun, Seongjae ; Kim, Hyeong Joon. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:30:y:2023:i:2:p:720-741.

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Works by Michael F. Gallmeyer:


YearTitleTypeCited
2015Disagreement about inflation and the yield curve In: Working Papers.
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paper35
2018Disagreement about inflation and the yield curve.(2018) In: Journal of Financial Economics.
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This paper has nother version. Agregated cites: 35
article
Liquidity Discovery and Asset Pricing In: GSIA Working Papers.
[Citation analysis]
paper4
2004Liquidity Discovery and Asset Pricing.(2004) In: Econometric Society 2004 North American Summer Meetings.
[Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2004Liquidity Discovery and Asset Pricing.(2004) In: 2004 Meeting Papers.
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This paper has nother version. Agregated cites: 4
paper
An Examination of Heterogeneous Beliefs with a Short Sale Constraint In: GSIA Working Papers.
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paper15
No Arbitrage and the Tax Code In: GSIA Working Papers.
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paper4
1998Financial leverage and the leverage effect: A market and firm analysis In: GSIA Working Papers.
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paper1
1993The Equilibrium Allocation of Diffusive and Jump Risks with Heterogeneous Agents In: GSIA Working Papers.
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paper11
2005The equilibrium allocation of diffusive and jump risks with heterogeneous agents.(2005) In: Journal of Economic Dynamics and Control.
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This paper has nother version. Agregated cites: 11
article
Capital Market Equilibrium with Differential Taxation In: GSIA Working Papers.
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paper12
1998Capital Market Equilibrium with Differential Taxation.(1998) In: Rodney L. White Center for Financial Research Working Papers.
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This paper has nother version. Agregated cites: 12
paper
2003Capital Market Equilibrium with Differential Taxation.(2003) In: Review of Finance.
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This paper has nother version. Agregated cites: 12
article
Derivative Security Induced Price Manipulation In: GSIA Working Papers.
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paper1
Beliefs and Volatility In: GSIA Working Papers.
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paper9
2008Two Stock Portfolio Choice with Capital Gain Taxes and Short Sales In: GSIA Working Papers.
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paper0
2011CEO optimism and forced turnover In: Journal of Financial Economics.
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article232
2016Heuristic portfolio trading rules with capital gain taxes In: Journal of Financial Economics.
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article10
2006Tax management strategies with multiple risky assets In: Journal of Financial Economics.
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article19
2013Rare event risk and emerging market debt with heterogeneous beliefs In: Journal of International Money and Finance.
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article3
2005Taylor rules, McCallum rules and the term structure of interest rates In: Journal of Monetary Economics.
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article61
2005Taylor Rules, McCallum Rules and the Term Structure of Interest Rates.(2005) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 61
paper
2005Taylor Rules, McCallum Rules and the Term Structure of Interest Rates.(2005) In: 2005 Meeting Papers.
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This paper has nother version. Agregated cites: 61
paper
2015Credit conditions and stock return predictability In: Journal of Monetary Economics.
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article24
2007Arbitrage-free bond pricing with dynamic macroeconomic models In: Review.
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article48
2007Arbitrage-Free Bond Pricing with Dynamic Macroeconomic Models.(2007) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 48
paper
1998Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two Country Dynamic Monetary Equilibrium In: Rodney L. White Center for Financial Research Working Papers.
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paper10
1998Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two-Country Dynamic Monetary Equilibrium.(1998) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 10
paper
1998Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two Country Dynamic Monetary Equilibrium.(1998) In: Weiss Center Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 10
paper
2018Portfolio Tax Trading with Carryover Losses In: Management Science.
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article3
2018Aggregate Tail Risk and Expected Returns In: The Review of Asset Pricing Studies.
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article3
2008An Examination of Heterogeneous Beliefs with a Short-Sale Constraint in a Dynamic Economy In: Review of Finance.
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article54
2017Taxable and Tax-Deferred Investing with the Limited Use of Losses In: Review of Finance.
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article6
2006Financial Leverage Does Not Cause the Leverage Effect In: 2006 Meeting Papers.
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paper12
2006Pricing Rare Event Risk in Emerging Markets In: 2006 Meeting Papers.
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paper0
2008Portfolio Choice with Capital Gain Taxation and the Limited Use of Losses In: 2008 Meeting Papers.
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paper8
2009Beliefs about Inflation and the Term Structure of Interest Rates In: 2009 Meeting Papers.
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paper4
2017Term Premium Dynamics and the Taylor Rule In: Quarterly Journal of Finance (QJF).
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article6

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