Michael Hasler
Michael Hasler
Associate Professor, University of Texas at Dallas
Verified email at utdallas.edu - Homepage
Title
Cited by
Cited by
Year
Investor attention and stock market volatility
D Andrei, M Hasler
The review of financial studies 28 (1), 33-72, 2015
2932015
Why does return predictability concentrate in bad times?
J Cujean, M Hasler
The Journal of Finance 72 (6), 2717-2758, 2017
992017
Disaster recovery and the term structure of dividend strips
M Hasler, R Marfe
Journal of Financial Economics 122 (1), 116-134, 2016
612016
Asset pricing with disagreement and uncertainty about the length of business cycles
D Andrei, B Carlin, M Hasler
Management Science 65 (6), 2900-2923, 2019
33*2019
Dynamic attention behavior under return predictability
D Andrei, M Hasler
Management Science 66 (7), 2906-2928, 2020
25*2020
Fluctuating attention and financial contagion
M Hasler, C Ornthanalai
Journal of Monetary Economics 99, 106-123, 2018
17*2018
Asset pricing with persistence risk
D Andrei, M Hasler, A Jeanneret
The Review of Financial Studies 32 (7), 2809-2849, 2019
14*2019
Rational learning and the term structures of value and growth risk premia
M Hasler, M Khapko, R Marfè
Available at SSRN 3616087, 2020
8*2020
Should investors learn about the timing of equity risk?
M Hasler, M Khapko, R Marfe
Journal of Financial Economics 132 (3), 182-204, 2019
82019
Does the CAPM Predict Returns?
M Hasler, C Martineau
Available at SSRN 3368264, 2019
42019
The dynamics of the implied volatility surface: A story of rare economic events
M Hasler, A Jeanneret
Available at SSRN 3590242, 2020
32020
Term Structures of Equity and Interest Rates in Time-Varying Expected Growth Models
M Hasler, M Khapko
Available at SSRN 3590248, 2020
3*2020
The Time Series of CAPM-Implied Returns
M Hasler, C Martineau
Available at SSRN 3353903, 2020
3*2020
Reduced form default in a pure-exchange economy
M Hasler
Preprint, 2011
12011
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Articles 1–14