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Michael Hasler
Michael Hasler
Full Professor, Chair of Finance, University of Neuchatel
Verified email at unine.ch - 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
5342015
Why does return predictability concentrate in bad times?
J Cujean, M Hasler
The Journal of Finance 72 (6), 2717-2758, 2017
1662017
Disaster recovery and the term structure of dividend strips
M Hasler, R Marfe
Journal of Financial Economics 122 (1), 116-134, 2016
1002016
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
57*2019
Dynamic attention behavior under return predictability
D Andrei, M Hasler
Management Science 66 (7), 2906-2928, 2020
52*2020
Fluctuating attention and financial contagion
M Hasler, C Ornthanalai
Journal of Monetary Economics 99, 106-123, 2018
37*2018
Asset pricing with persistence risk
D Andrei, M Hasler, A Jeanneret
The Review of Financial Studies 32 (7), 2809-2849, 2019
252019
Should investors learn about the timing of equity risk?
M Hasler, M Khapko, R Marfe
Journal of Financial Economics 132 (3), 182-204, 2019
162019
The term structures of value and growth risk premia
M Hasler, M Khapko, R Marfè
Available at SSRN 3616087, 2020
12*2020
Equity Return Predictability with the ICAPM
M Hasler, C Martineau
Avaiable at SSRN: https://papers. ssrn. com/sol3/papers. cfm, 2021
11*2021
Explaining the Failure of the Unconditional CAPM with the Conditional CAPM
M Hasler, C Martineau
Available at SSRN 3353903, 2021
9*2021
A Macrofinance Model for Option Prices: A Story of Rare Economic Events
M Hasler, A Jeanneret
Management Science 69 (9), 5543-5559, 2023
6*2023
Correlated Cashflow Shocks, Asset Prices, and the Term Structure of Equity
M Hasler, M Khapko
Available at SSRN 3590248, 2020
3*2020
Reduced form default in a pure-exchange economy
M Hasler
Preprint, 2011
12011
Can the Fed Control Inflation? Stock Market Implications
D Andrei, M Hasler
Stock Market Implications (September 21, 2022), 2022
2022
Formal Name (French) SFI Formal Name (English) SFI Group ID U12064
F Baldi Lanfranchi, O Bashchenko, JA Blatt, V Bogousslavsky, ...
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