Michael Hasler

Associate Professor of Finance and Managerial Economics

Naveen Jindal School of Management (JSOM 14.318)

University of Texas at Dallas

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

michael (dot) hasler (at) utdallas (dot) edu


UT Dallas Webpage

Google Scholar


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

Management Science, Forthcoming

10. Correlated Cashflow Shocks, Asset Prices, and the Term Structure of Equity, with Mariana Khapko

Management Science, Forthcoming

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

Management Science (2022)

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

Management Science (2020)

7. Asset Pricing with Persistence Risk, with Daniel Andrei and Alexandre Jeanneret

Review of Financial Studies (2019)

6. Should Investors Learn about the Timing of Equity Risk?, with Mariana Khapko and Roberto Marfe

Journal of Financial Economics (2018)

5. Fluctuating Attention and Financial Contagion, with Chayawat Ornthanalai

Journal of Monetary Economics (2018)

4. Asset Pricing with Disagreement and Uncertainty about the Length of Business Cycles, with Daniel Andrei and Bruce Carlin

Management Science (2017)

    • WRDS Best Paper Award, NFA, Ottawa 2014

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

Journal of Finance (2017)

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

Journal of Financial Economics (2016)

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

Review of Financial Studies (2015)

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

Working Papers

The CAPM Can Predict Returns, with Charles Martineau

The Term Structures of Value and Growth Risk Premia, with Mariana Khapko and Roberto Marfe