Michael Gallmeyer
University of Virginia
H-index: 19
North America-United States
Top articles of Michael Gallmeyer
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Internet Appendix to The only constant is change: Non-constant volatility and implied volatility spreads | Available at SSRN 4384496 | T Colin Campbell Michael F Gallmeyer Alex Petkevich | 2023/3/10 |
The Only Constant Is Change: Nonconstant Volatility and Implied Volatility Spreads | Journal of Financial and Quantitative Analysis | T Colin Campbell Michael Gallmeyer Alex Petkevich | 2023/8 |
Activism, stock selection, and indexing in equilibrium | Working Paper, University of Virgina | Steven D Baker David A Chapman Michael F Gallmeyer | 2022/5/17 |
Disentangling Market Timing from Stock Picking---A Machine Learning Based Approach | Michael F. and Lu, Andrea Y., Disentangling Market Timing from Stock Picking---A Machine Learning Based Approach (November 20, 2021) | Mengchuan Kitty Wang Michael F Gallmeyer Andrea Lu | 2021/11/20 |
Household Responses to Social Security Policy Risk | Available at SSRN 3934894 | David A Chapman Michael F Gallmeyer Chunyu Yang | 2021/7/25 |
Decoding the pricing of uncertainty shocks | Available at SSRN 3678380 | Zhanhui Chen Michael F Gallmeyer Baek-Chun Kim | 2020/8/21 |
Co-Authors
