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

CV

UT Dallas Webpage

Google Scholar

Publications

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

Management Science (2019)

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

Review of Financial Studies (2018)

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. Does the CAPM Hold? A New Perspective, with Charles Martineau

11. The Shape of the Term Structures, with Mariana Khapko

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

13. The Dynamics of the Implied Volatility Surface: Reconciling Macro Finance and Option Pricing, with Alexandre Jeanneret