Michael Hasler

Publications

12. Equity Return Predictability with the ICAPM, with C. Martineau

        Review of Asset Pricing Studies (2024)

11. Correlated Cashflow Shocks, Asset Prices, and the Term Structure of Equity, with M. Khapko

Management Science (2023)

10. A Macro-Finance Model for Option Prices: A Story of Rare Economic Events, with A. Jeanneret

Management Science (2023)

• Internet Appendix

9. Explaining the Failure of the Unconditional CAPM with the Conditional CAPM, with C. Martineau

Management Science (2023)

8. Dynamic Attention Behavior under Return Predictability, with D. Andrei

Management Science (2020)

7. Should Investors Learn about the Timing of Equity Risk?, with M. Khapko and R. Marfe

Journal of Financial Economics (2019)

6. Asset Pricing with Disagreement and Uncertainty about the Length of Business Cycles, with D. Andrei and B. Carlin

Management Science (2019)

• • WRDS Best Paper Award, NFA, Ottawa 2014

5. Asset Pricing with Persistence Risk, with D. Andrei and A. Jeanneret

Review of Financial Studies (2019)

4. Fluctuating Attention and Financial Contagion, with C. Ornthanalai

Journal of Monetary Economics (2018)

3. Why Does Return Predictability Concentrate in Bad Times?, with J. Cujean

Journal of Finance (2017) 

2. Disaster Recovery and the Term Structure of Dividend Strips, with R. Marfe

Journal of Financial Economics (2016)

1. Investor Attention and Stock Market Volatility, with D. Andrei

Review of Financial Studies (2015)

• • SIX Swiss Exchange Best Paper Award, SGF Conference, Zurich 2013