| Investor attention and stock market volatility D Andrei, M Hasler The review of financial studies 28 (1), 33-72, 2015 | 441 | 2015 |
| Information percolation, momentum and reversal D Andrei, J Cujean Journal of Financial Economics 123 (3), 617-645, 2017 | 132 | 2017 |
| Why did the q theory of investment start working? D Andrei, W Mann, N Moyen Journal of Financial Economics 133 (2), 251-272, 2019 | 74 | 2019 |
| The redistributive effects of monetary policy D Andrei, B Herskovic, O Ledoit Available at SSRN 2938163, 2017 | 57* | 2017 |
| Economic uncertainty and investor attention D Andrei, H Friedman, NB Ozel Journal of Financial Economics 149 (2), 179-217, 2023 | 45 | 2023 |
| The lost capital asset pricing model D Andrei, J Cujean, MI Wilson Available at SSRN 2922598, 2021 | 35 | 2021 |
| Dynamic attention behavior under return predictability D Andrei, M Hasler Management Science 66 (7), 2906-2928, 2020 | 31 | 2020 |
| 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 | 25 | 2019 |
| Asset pricing with persistence risk D Andrei, M Hasler, A Jeanneret The Review of Financial Studies 32 (7), 2809-2849, 2019 | 23 | 2019 |
| Information percolation driving volatility D Andrei Available at SSRN 2022967, 2012 | 16 | 2012 |
| Model disagreement and economic outlook D Andrei, B Carlin, M Hasler National Bureau of Economic Research, 2014 | 11 | 2014 |
| Optimal asset and attention allocation D Andrei, M Hasler Available at SSRN, 2014 | 10 | 2014 |
| The Risks of Schumpeterian Competition D Andrei, BI Carlin SSRN, 2020 | 7 | 2020 |
| Information percolation, momentum D Andrei, J Cujean and reversal. Working Paper, 2014 | 7 | 2014 |
| Asset pricing with structural uncertainty and structural disagreement D Andrei, B Carlin, M Hasler Working Paper, 2015 | 5 | 2015 |
| Model disagreement, volatility, and trading volume D Andrei, B Carlin, M Hasler Working paper 6, 13-14, 2013 | 5 | 2013 |
| The low-minus-high portfolio and the factor zoo D Andrei, J Cujean, M Fournier CEPR Discussion Paper No. DP14153, 2019 | 4 | 2019 |
| Structural uncertainty and stock market volatility D Andrei, B Carlin, M Hasler Technical report, Working Paper, University of Toronto, 2015 | 4 | 2015 |
| Global Public Signals, Heterogeneous Beliefs, and Stock Markets Comovement D Andrei, J Cujean 22nd Australasian Finance and Banking Conference, 2009 | 4 | 2009 |
| Information percolation, momentum and reversal R D Andrei, J Cujean | 3 | 2016 |
Michael HaslerAssociate Professor, University of Texas at DallasVerified email at utdallas.edu
