11
H index
13
i10 index
656
Citations
University of Virginia (90% share) | 11 H index 13 i10 index 656 Citations RESEARCH PRODUCTION: 17 Articles 23 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Journal of Financial Economics | 4 |
| Review of Finance | 3 |
| Journal of Monetary Economics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| GSIA Working Papers / Carnegie Mellon University, Tepper School of Business | 9 |
| 2006 Meeting Papers / Society for Economic Dynamics | 2 |
| NBER Working Papers / National Bureau of Economic Research, Inc | 2 |
| Year | Title of citing document |
|---|---|
| 2025 | Leading Organisational Sustainability: The Impact of CEO Optimism on Organisational Decarbonisation. (2025). Saha, Krishnendu ; Das, Bijoy Chandra. In: CAFE Working Papers. RePEc:akf:cafewp:37. Full description at Econpapers || Download paper |
| 2024 | Despite Absolute Information Advantages, All Investors Incur Welfare Loss. (2024). Liang, Zongxia ; Ye, QI. In: Papers. RePEc:arx:papers:2405.08822. Full description at Econpapers || Download paper |
| 2024 | CEO hubris and corporate carbon footprint: The role of gender diversity. (2024). Kwabi, Frank ; Fulgence, Samuel ; Adamolekun, Gbenga. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:8:p:8102-8125. Full description at Econpapers || Download paper |
| 2024 | CEO overcaution and capital structure choices. (2024). Brooks, Chris ; Rocciolo, Francesco ; Gheno, Andrea. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:3:p:719-743. Full description at Econpapers || Download paper |
| 2024 | Flood risk and corporate future orientation: Evidence from sea level rise risk. (2024). Wang, Yang ; Tsang, Albert ; Du, Qingjie. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:51:y:2024:i:1-2:p:555-594. Full description at Econpapers || Download paper |
| 2024 | The beguiling behaviour of narcissistic CEOs: Evidence from repurchase announcements. (2024). Boamah, Evans O ; Banerjee, Shantanu. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:51:y:2024:i:3-4:p:717-755. Full description at Econpapers || Download paper |
| 2024 | Interest Rate Skewness and Biased Beliefs. (2024). Chernov, Mikhail ; Bauer, Michael. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:1:p:173-217. Full description at Econpapers || Download paper |
| 2024 | Overconfident CEOs in Dire Straits: How Incumbent and Successor CEOs’ Overconfidence Affects Firm Turnaround Performance. (2024). Kowalzick, Marc ; Ahrens, Janphilipp ; Lauterbach, Jochim G ; Tang, YI. In: Journal of Management Studies. RePEc:bla:jomstd:v:61:y:2024:i:5:p:1985-2032. Full description at Econpapers || Download paper |
| 2024 | Insurers climate change risk management quality and natural disasters. (2024). Weiss, Gregor ; Scharner, Philipp ; Fritzsch, Simon ; Berrystlzle, Thomas R. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:91:y:2024:i:2:p:263-298. Full description at Econpapers || Download paper |
| 2025 | Artificial Intelligence and Corporate Investment Efficiency: Evidence from Chinese Listed Companies. (2025). Wang, Qing Sophie ; Pi, Shuwen ; Chen, Tao. In: Working Papers in Economics. RePEc:cbt:econwp:25/05. Full description at Econpapers || Download paper |
| 2025 | What board-level control mechanisms changed in banks following the 2008 financial crisis? A descriptive study. (2025). Li, Shelley Xin ; Rajgopal, Shivaram ; Srinivasan, Suraj ; Forester, Yu Ting. In: Accounting, Organizations and Society. RePEc:eee:aosoci:v:114:y:2025:i:c:s036136822500008x. Full description at Econpapers || Download paper |
| 2024 | Does overconfidence affect venture capital firms’ investment?. (2024). ben Amor, Salma ; Kooli, Maher. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635023000989. Full description at Econpapers || Download paper |
| 2025 | Lesson from stock price crash: Changes in managerial confidence and incentives. (2025). Kim, Hyeong Joon. In: The British Accounting Review. RePEc:eee:bracre:v:57:y:2025:i:3:s0890838924002798. Full description at Econpapers || Download paper |
| 2024 | CEO personality traits, strategic flexibility, and firm dynamics. (2024). Aabo, Tom ; Trigeorgis, Lenos ; Park, Jung Chul ; Wulff, Jesper N ; Pantzalis, Christos. In: Journal of Corporate Finance. RePEc:eee:corfin:v:84:y:2024:i:c:s0929119923001736. Full description at Econpapers || Download paper |
| 2024 | Independence of board leadership of acquirers and the success of mergers and acquisitions. (2024). Nguyen, Thanh D ; Lawrence, Edward R ; Upadhyay, Arun. In: Journal of Corporate Finance. RePEc:eee:corfin:v:86:y:2024:i:c:s0929119924000439. Full description at Econpapers || Download paper |
| 2025 | Corporate shutdowns in the time of Covid-19. (2025). Meschke, Felix ; Joseph, Kissan ; Bindal, Shradha. In: Journal of Corporate Finance. RePEc:eee:corfin:v:92:y:2025:i:c:s0929119925000343. Full description at Econpapers || Download paper |
| 2024 | Nominal exchange rates and heterogeneous beliefs. (2024). Lu, Lei ; Jiao, Feng ; Croitoru, Benjamin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:166:y:2024:i:c:s0165188924000964. Full description at Econpapers || Download paper |
| 2024 | CEO overconfidence, risk-taking, and firm value: Influence of incentive compensation and financial constraints. (2024). Tang, Hui-Wen ; Chang, Chong-Chuo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001572. Full description at Econpapers || Download paper |
| 2024 | Heterogeneous beliefs with information processing capacity constraints and asset pricing in a monetary economy. (2024). Wang, Hailong ; Hu, Duni. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000688. Full description at Econpapers || Download paper |
| 2025 | CEO turnover and financial policy transfer. (2025). Kim, Daniel Sungyeon ; Jang, Hanwool ; Ahn, Kwangwon ; Lee, Jaeyoon. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000221. Full description at Econpapers || Download paper |
| 2025 | The term structure of macroeconomic risks at the effective lower bound. (2025). Roussellet, Guillaume. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407623000143. Full description at Econpapers || Download paper |
| 2024 | Regulators work experience at local companies and SOEs investment efficiency: Evidence from provincial SASAC leaders. (2024). Xiao, Liang ; Gong, Guangming. In: Emerging Markets Review. RePEc:eee:ememar:v:60:y:2024:i:c:s156601412400027x. Full description at Econpapers || Download paper |
| 2024 | Risk culture in corporate innovation. (2024). Lin, Chih-Yung ; Ho, Po-Hsin ; Yen, Ju-Fang ; Huang, Chia-Wei. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s105752192300515x. Full description at Econpapers || Download paper |
| 2024 | Bank 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. Full description at Econpapers || Download paper |
| 2024 | CEO overconfidence and the informativeness of bank stock prices. (2024). Le, Anh-Tuan ; Lin, Kun-Li ; Doan, Anh-Tuan. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001625. Full description at Econpapers || Download paper |
| 2024 | Corporate culture and investment inefficiency. (2024). Guo, Chiquan ; Rabarison, Monika K ; Hossain, Md Noman. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006689. Full description at Econpapers || Download paper |
| 2025 | Which corporate leaders matter to financial markets?. (2025). Philipps, Collin S ; Ratliff, David J. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007129. Full description at Econpapers || Download paper |
| 2024 | Words to use with care? CEO dispositional optimism vs overconfidence. (2024). Grove, Sergio ; Dow, Kevin E ; Villacis, Eduardo D ; Nelson, Aaron. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011571. Full description at Econpapers || Download paper |
| 2024 | CEO overconfidence and investor sentiment in M&A decisions. (2024). Nie, Wei-Ying ; Yen, Kuang-Chieh. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004203. Full description at Econpapers || Download paper |
| 2024 | The impact of the capital gains tax on the Korean derivatives market. (2024). CAPELLE-BLANCARD, Gunther ; Khemakhem, Emna. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004641. Full description at Econpapers || Download paper |
| 2024 | Female CEOs with a squeeze of narcissism: A perfect cocktail for corporate performance?. (2024). Aabo, Tom ; Ronnow, Sara Korsdal. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004999. Full description at Econpapers || Download paper |
| 2025 | Stock option compensation mitigates stock price crash risk due to managerial overconfidence: Evidence from Korea. (2025). Lee, Juhan ; Kim, Na-Youn. In: Finance Research Letters. RePEc:eee:finlet:v:77:y:2025:i:c:s1544612325003800. Full description at Econpapers || Download paper |
| 2024 | The price effect of temporary short-selling bans: Theory and evidence. (2024). Yan, Xuemin ; Zheng, Lingling ; Tian, Haoshu. In: Journal of Financial Markets. RePEc:eee:finmar:v:69:y:2024:i:c:s1386418124000089. Full description at Econpapers || Download paper |
| 2024 | Explaining differences in CEO gender diversity across industries: Do personality traits matter?. (2024). Aabo, Tom ; Krog, Sara Husted ; Hansen, Malene ; Kynde, Katrine. In: Global Finance Journal. RePEc:eee:glofin:v:61:y:2024:i:c:s1044028324000589. Full description at Econpapers || Download paper |
| 2024 | Give me uncertainty, and I will shine: CEO narcissism and corporate performance. (2024). Hj, Katrine ; Kirch, Theodor Roe ; Aabo, Tom. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000632. Full description at Econpapers || Download paper |
| 2025 | Restraining bad news hoarding from managerial overconfidence: Evidence from the Sarbanes-Oxley Act. (2025). Kim, Hyeong Joon ; Mun, Seongjae. In: Global Finance Journal. RePEc:eee:glofin:v:65:y:2025:i:c:s1044028325000250. Full description at Econpapers || Download paper |
| 2025 | Downside belief disagreements and financial instability: Evidence from risk factor disclosures in U.S. financial institutions’ 10-K filings. (2025). Zhu, Xiaoqian ; Li, Jianping. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443125000083. Full description at Econpapers || Download paper |
| 2024 | Award-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. Full description at Econpapers || Download paper |
| 2024 | CEO overconfidence and the choice of debt issuance. (2024). Ge, Li ; Jamil, Taher ; Yu, Jin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000190. Full description at Econpapers || Download paper |
| 2025 | A new measure for differences of opinions: Institutional trade dispersion. (2025). Alldredge, Dallin M ; Caglayan, Mustafa O. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:170:y:2025:i:c:s0378426624002486. Full description at Econpapers || Download paper |
| 2025 | How much do boards learn about CEO ability in crises? Evidence from CEO turnover. (2025). Schfer, Peter. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:178:y:2025:i:c:s0378426625001335. Full description at Econpapers || Download paper |
| 2024 | Does CEO temporal myopia always lead to firm short-termism? The critical role of CEO optimism and perceived opportunity costs. (2024). Wang, Xinchun. In: Journal of Business Research. RePEc:eee:jbrese:v:180:y:2024:i:c:s0148296324002431. Full description at Econpapers || Download paper |
| 2024 | The more, the better: The influence of overconfident CEOs on their firms’ digital orientation. (2024). Strese, Steffen ; Saesen, Julie ; Hedwig, Corinna Vera. In: Journal of Business Research. RePEc:eee:jbrese:v:183:y:2024:i:c:s0148296324003138. Full description at Econpapers || Download paper |
| 2024 | Are 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. Full description at Econpapers || Download paper |
| 2025 | Beliefs and the net worth trap. (2025). Papamichalis, Theofanis ; Lee, Seungjoo ; Gopalakrishna, Goutham. In: Journal of Economic Theory. RePEc:eee:jetheo:v:227:y:2025:i:c:s0022053125000791. Full description at Econpapers || Download paper |
| 2025 | Central Bank–Driven Mispricing. (2025). Pelizzon, Loriana ; Subrahmanyam, Marti G ; Tomio, Davide. In: Journal of Financial Economics. RePEc:eee:jfinec:v:166:y:2025:i:c:s0304405x25000121. Full description at Econpapers || Download paper |
| 2024 | Heterogeneous beliefs with preference interdependence and asset pricing. (2024). Wang, Hailong ; Hu, Duni. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:1-37. Full description at Econpapers || Download paper |
| 2025 | Earnings informativeness, debt financing, and managerial characteristics. (2025). Chen, Li-Yu ; Li, Chun-Ming. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000103. Full description at Econpapers || Download paper |
| 2025 | Subordinate executives’ confidence and labor investment efficiency. (2025). Cheung, Adrian ; Khoo, Joye. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000590. Full description at Econpapers || Download paper |
| 2024 | Managerial ability and firm value: A new perspective. (2024). Atawnah, Nader ; Bhatti, Ishaq ; Baghdadi, Ghasan A ; Eshraghi, Arman. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002593. Full description at Econpapers || Download paper |
| 2025 | Contingent cash crunch: How do performance commitments affect acquirer liquidity?. (2025). Li, Donghui ; Lu, Yufei ; Wu, Kai. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003854. Full description at Econpapers || Download paper |
| 2025 | CEO turnover and innovation: Exploring the advisory role of inventor top management team members. (2025). Yoo, Seh-Hyun ; Kim, Donggyu ; Jin, Byungchae. In: Technovation. RePEc:eee:techno:v:142:y:2025:i:c:s0166497225000227. Full description at Econpapers || Download paper |
| 2024 | Country-level energy-related uncertainties and stock market returns: Insights from the U.S. and China. (2024). Zhang, Xincheng. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:204:y:2024:i:c:s0040162524002336. Full description at Econpapers || Download paper |
| 2024 | Quantitative Portfolio Management: Review and Outlook. (2024). Yew, Rand Kwong ; Senescall, Michael. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:18:p:2897-:d:1479653. Full description at Econpapers || Download paper |
| 2025 | How do acquirers bid? Evidence from serial acquisitions in China. (2025). Zhang, Linti L ; Ren, Yaru Y ; Yao, Yiwei Y ; Li, J. In: Post-Print. RePEc:hal:journl:hal-05302708. Full description at Econpapers || Download paper |
| 2024 | Constructing Optimal Portfolio Rebalancing Strategies with a Two-Stage Multiresolution-Grid Model. (2024). Wu, Mu-En ; Yang, Dong-Yuh ; Sun, You-Jia ; Chen, Bo-Jen ; Dai, Tian-Shyr. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:5:d:10.1007_s10614-024-10555-y. Full description at Econpapers || Download paper |
| 2025 | CEO bias and the degree of industry competition. (2025). Tremblay, Victor J. In: Journal of Management & Governance. RePEc:kap:jmgtgv:v:29:y:2025:i:1:d:10.1007_s10997-024-09708-w. Full description at Econpapers || Download paper |
| 2024 | CFO overconfidence and conditional accounting conservatism. (2024). Nguyen, Tam Huy ; Qiao, LU ; Adegbite, Emmanuel. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:62:y:2024:i:1:d:10.1007_s11156-023-01188-7. Full description at Econpapers || Download paper |
| 2024 | CEO confidence matters: the real effects of short sale constraints revisited. (2024). Jang, Ju Won ; Lee, Eunju. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:62:y:2024:i:2:d:10.1007_s11156-023-01215-7. Full description at Econpapers || Download paper |
| 2024 | CEO optimism and the use of credit default swaps: evidence from the US life insurance industry. (2024). Lin, Tzu-Ting ; Wen, Min-Ming ; Cheng, Jiang ; Fung, Hung-Gay. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:63:y:2024:i:1:d:10.1007_s11156-024-01254-8. Full description at Econpapers || Download paper |
| 2025 | The Influence of Internal Governance and External Legitimacy on Greenwashing: A Digitalization Perspective. (2025). Gu, Baoying ; Wang, Ruping ; Ahmed, Bilal ; Zhang, Kesen. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:27:y:2025:i:2:d:10.1007_s10668-023-04105-z. Full description at Econpapers || Download paper |
| 2025 | CEO political orientation and loan contract. (2025). Chung, Chune Young ; Choi, Chang Hwan ; Thanh, Do Thi. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00709-0. Full description at Econpapers || Download paper |
| 2025 | Importance of portfolio optimization in SRI and conventional pension funds. (2025). Alda, Mercedes. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00761-4. Full description at Econpapers || Download paper |
| 2024 | Existence of an equilibrium with limited participation. (2024). Weston, Kim. In: Finance and Stochastics. RePEc:spr:finsto:v:28:y:2024:i:2:d:10.1007_s00780-024-00530-8. Full description at Econpapers || Download paper |
| 2025 | Income disaster model with optimal consumption. (2025). Park, Seyoung. In: Economic Theory. RePEc:spr:joecth:v:80:y:2025:i:1:d:10.1007_s00199-024-01629-x. Full description at Econpapers || Download paper |
| 2025 | Trump election and minority CEO pessimism. (2025). Lin, Yupeng ; Kang, YA ; Hu, Xiaoli. In: Review of Accounting Studies. RePEc:spr:reaccs:v:30:y:2025:i:1:d:10.1007_s11142-024-09843-7. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2015 | Disagreement about inflation and the yield curve In: Working Papers. [Full Text][Citation analysis] | paper | 40 |
| 2018 | Disagreement about inflation and the yield curve.(2018) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | article | |
| 1999 | Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two‐Country Dynamic Monetary Equilibrium In: Mathematical Finance. [Full Text][Citation analysis] | article | 26 |
| 1998 | Currency 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: 26 | paper | |
| 1998 | Currency 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: 26 | paper | |
| 1998 | Currency 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: 26 | paper | |
| Liquidity Discovery and Asset Pricing In: GSIA Working Papers. [Citation analysis] | paper | 4 | |
| 2004 | Liquidity Discovery and Asset Pricing.(2004) In: Econometric Society 2004 North American Summer Meetings. [Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2004 | Liquidity Discovery and Asset Pricing.(2004) In: 2004 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| An Examination of Heterogeneous Beliefs with a Short Sale Constraint In: GSIA Working Papers. [Full Text][Citation analysis] | paper | 15 | |
| No Arbitrage and the Tax Code In: GSIA Working Papers. [Full Text][Citation analysis] | paper | 4 | |
| 1998 | Financial leverage and the leverage effect: A market and firm analysis In: GSIA Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 1993 | The Equilibrium Allocation of Diffusive and Jump Risks with Heterogeneous Agents In: GSIA Working Papers. [Full Text][Citation analysis] | paper | 11 |
| 2005 | The equilibrium allocation of diffusive and jump risks with heterogeneous agents.(2005) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
| Capital Market Equilibrium with Differential Taxation In: GSIA Working Papers. [Full Text][Citation analysis] | paper | 12 | |
| 1998 | Capital Market Equilibrium with Differential Taxation.(1998) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2003 | Capital Market Equilibrium with Differential Taxation.(2003) In: Review of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
| Derivative Security Induced Price Manipulation In: GSIA Working Papers. [Full Text][Citation analysis] | paper | 1 | |
| Beliefs and Volatility In: GSIA Working Papers. [Full Text][Citation analysis] | paper | 9 | |
| 2008 | Two Stock Portfolio Choice with Capital Gain Taxes and Short Sales In: GSIA Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | The Only Constant Is Change: Nonconstant Volatility and Implied Volatility Spreads In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 0 |
| 2011 | CEO optimism and forced turnover In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 265 |
| 2016 | Heuristic portfolio trading rules with capital gain taxes In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 11 |
| 2006 | Tax management strategies with multiple risky assets In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 20 |
| 2013 | Rare event risk and emerging market debt with heterogeneous beliefs In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 3 |
| 2005 | Taylor rules, McCallum rules and the term structure of interest rates In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 61 |
| 2005 | Taylor Rules, McCallum Rules and the Term Structure of Interest Rates.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 61 | paper | |
| 2005 | Taylor Rules, McCallum Rules and the Term Structure of Interest Rates.(2005) In: 2005 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 61 | paper | |
| 2015 | Credit conditions and stock return predictability In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 25 |
| 2007 | Arbitrage-free bond pricing with dynamic macroeconomic models In: Review. [Full Text][Citation analysis] | article | 48 |
| 2007 | Arbitrage-Free Bond Pricing with Dynamic Macroeconomic Models.(2007) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 48 | paper | |
| 2018 | Portfolio Tax Trading with Carryover Losses In: Management Science. [Full Text][Citation analysis] | article | 3 |
| 2018 | Aggregate Tail Risk and Expected Returns In: The Review of Asset Pricing Studies. [Full Text][Citation analysis] | article | 3 |
| 2008 | An Examination of Heterogeneous Beliefs with a Short-Sale Constraint in a Dynamic Economy In: Review of Finance. [Full Text][Citation analysis] | article | 58 |
| 2017 | Taxable and Tax-Deferred Investing with the Limited Use of Losses In: Review of Finance. [Full Text][Citation analysis] | article | 6 |
| 2006 | Financial Leverage Does Not Cause the Leverage Effect In: 2006 Meeting Papers. [Citation analysis] | paper | 12 |
| 2006 | Pricing Rare Event Risk in Emerging Markets In: 2006 Meeting Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Portfolio Choice with Capital Gain Taxation and the Limited Use of Losses In: 2008 Meeting Papers. [Full Text][Citation analysis] | paper | 8 |
| 2009 | Beliefs about Inflation and the Term Structure of Interest Rates In: 2009 Meeting Papers. [Citation analysis] | paper | 4 |
| 2017 | Term Premium Dynamics and the Taylor Rule In: Quarterly Journal of Finance (QJF). [Full Text][Citation analysis] | article | 6 |
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