Michael Hasler
Associate Professor of Finance
Naveen Jindal School of Management (JSOM 14.318)
University of Texas at Dallas
E-mail: michael.hasler5 (at) gmail.com or michael.hasler (at) utdallas.edu
Publications
1. Dynamic Attention Behavior under Return Predictability, with Daniel Andrei
Management Science (2020)
2. Asset Pricing with Persistence Risk, with Daniel Andrei and Alexandre Jeanneret
Review of Financial Studies (2019)
3. Should Investors Learn about the Timing of Equity Risk?, with Mariana Khapko and Roberto Marfe
Journal of Financial Economics (2018)
4. Fluctuating Attention and Financial Contagion, with Chayawat Ornthanalai
Journal of Monetary Economics (2018)
5. 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
6. Why Does Return Predictability Concentrate in Bad Times?, with Julien Cujean
Journal of Finance (2017)
7. Disaster Recovery and the Term Structure of Dividend Strips, with Roberto Marfe
Journal of Financial Economics (2016)
8. 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
9. Does the CAPM Predict Returns?, with Charles Martineau
10. Explaining the Failure of the Unconditional CAPM with the Conditional CAPM, with Charles Martineau
11. Term Structures of Equity and Interest Rates in Time-Varying Expected Growth Models, with Mariana Khapko
12. The Term Structures of Value and Growth Risk Premia, with Mariana Khapko and Roberto Marfe
13. A Macro-Finance Model for Option Prices: A Story of Rare Economic Events, with Alexandre Jeanneret