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The only constant is change : nonconstant volatility and implied volatility spreads
Campbell, T. Colin; Gallmeyer, Michael F.; Petkevich, Alex - In: Journal of financial and quantitative analysis : JFQA 58 (2023) 5, pp. 2190-2227
Persistent link: https://www.econbiz.de/10014365179
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Dissecting the bond profitability premium
Campbell, T. Colin; Chichernea, Doina C.; Petkevich, Alex - In: Journal of financial markets 27 (2016), pp. 102-131
Persistent link: https://www.econbiz.de/10011722223
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CEO optimism and forced turnover
Campbell, T. Colin; Gallmeyer, Michael; Johnson, Shane A.; … - In: Journal of Financial Economics 101 (2011) 3, pp. 695-712
We show theoretically that optimism can lead a risk-averse Chief Executive Officer (CEO) to choose the first-best investment level that maximizes shareholder value. Optimism below (above) the interior optimum leads the CEO to underinvest (overinvest). Hence, if boards of directors act in the...
Persistent link: https://www.econbiz.de/10009249879
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Disagreement about inflation and the yield curve
Ehling, Paul; Gallmeyer, Michael F.; Heyerdahl-Larsen, … - In: Journal of financial economics 127 (2018) 3, pp. 459-484
Persistent link: https://www.econbiz.de/10011968936
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Portfolio tax trading with carryover losses
Ehling, Paul; Gallmeyer, Michael F.; Srivastava, Sanjay; … - In: Management science : journal of the Institute for … 64 (2018) 9, pp. 4156-4176
Persistent link: https://www.econbiz.de/10011921497
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Aggregate tail risk and expected returns
Chapman, David A.; Gallmeyer, Michael F.; Martin, J. Spencer - In: Review of asset pricing studies 8 (2018) 1, pp. 36-76
Persistent link: https://www.econbiz.de/10012001536
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Term premium dynamics and the Taylor rule
Gallmeyer, Michael F.; Hollifield, Burton; Palomino, … - In: The quarterly journal of finance 7 (2017) 4, pp. 1-39
Persistent link: https://www.econbiz.de/10011774152
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Heuristic portfolio trading rules with capital gain taxes
Fischer, Marcel; Gallmeyer, Michael F. - In: Journal of financial economics 119 (2016) 3, pp. 611-625
Persistent link: https://www.econbiz.de/10011589979
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Taxable and rax-deferred investing with the limited use of losses
Fischer, Marcel; Gallmeyer, Michael F. - In: Review of finance : journal of the European Finance … 21 (2017) 5, pp. 1847-1873
Persistent link: https://www.econbiz.de/10011804661
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Managerial confidence and initial public offerings
Boulton, Thomas J.; Campbell, T. Colin - In: The journal of corporate finance : contracting, … 37 (2016), pp. 375-392
Persistent link: https://www.econbiz.de/10011478679