Michael Hasler

Full Professor

Chair of 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


CV

UNINE Webpage                     

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Publications

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

        Review of Asset Pricing Studies, Forthcoming

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

Management Science (2022)

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

Management Science (2022)

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)

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)

Working Papers

Can the Fed Control Inflation? Stock Market Implications, with Daniel Andrei

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

Permanent Working Papers

Rational Learning and Term Structures, with Mariana Khapko and Roberto Marfe