Michael Hasler

Full Professor and Chair of Finance

Director of the Master in Finance

Institute of Financial Analysis (Office 1.264)

University of Neuchâtel

E-mail: michael (dot) hasler5 (at) gmail (dot) com

michael (dot) hasler (at) unine (dot) ch

UNINE Webpage

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Publications

14. Value Premium and Equity Term Structures of Value and Growth Firms

with M. Khapko and R. Marfe

Management Science (2025)

13. Investor Learning about Monetary-Policy Transmission and the Stock Market

with D. Andrei

Journal of Financial Economics (2025)

12. Equity Return Predictability with the ICAPM

with C. Martineau

Review of Asset Pricing Studies (2024)

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

Working Papers

The Golden CAPM

with Constantin Stici

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