Michael Hasler

University of Texas at Dallas, Naveen Jindal School of Management, Department of Finance

800 West Campbell

Richarson, TX 75080

United States

SCHOLARLY PAPERS

14

DOWNLOADS

3,011

SSRN CITATIONS

60

CROSSREF CITATIONS

23

Scholarly Papers (14)

1.

The CAPM Can Predict Returns

Number of pages: 50 Posted: 22 Apr 2019 Last Revised: 30 Nov 2021
Michael Hasler and Charles Martineau
University of Texas at Dallas, Naveen Jindal School of Management, Department of Finance and University of Toronto - Rotman School of Management and UTSC Management
Downloads 691 (51,776)
Citation 4

Abstract:

Loading...

capital asset pricing model, predictability, cross-section of stock returns

2.

Investor Attention and Stock Market Volatility

The Review of Financial Studies, 2015
Number of pages: 49 Posted: 05 Oct 2013 Last Revised: 16 Sep 2017
Daniel Andrei and Michael Hasler
McGill University and University of Texas at Dallas, Naveen Jindal School of Management, Department of Finance
Downloads 631 (58,201)
Citation 5

Abstract:

Loading...

Asset Pricing, General Equilibrium, Learning, Attention, Uncertainty, Volatility, Risk Premia

3.

Why Does Return Predictability Concentrate in Bad Times?

Journal of Finance, Forthcoming, Rotman School of Management Working Paper No. 2994327
Number of pages: 118 Posted: 29 Jun 2017
Julien Cujean and Michael Hasler
Institute for Financial Management and University of Texas at Dallas, Naveen Jindal School of Management, Department of Finance
Downloads 352 (117,060)
Citation 23

Abstract:

Loading...

Equilibrium Asset Pricing, Learning, Disagreement, Business Cycle, Predictability, Times Series Momentum, Momentum Crashes

4.

Explaining the Failure of the Unconditional CAPM with the Conditional CAPM

Management Science, forthcoming
Number of pages: 66 Posted: 02 Apr 2019 Last Revised: 29 Nov 2021
Michael Hasler and Charles Martineau
University of Texas at Dallas, Naveen Jindal School of Management, Department of Finance and University of Toronto - Rotman School of Management and UTSC Management
Downloads 333 (124,374)
Citation 1

Abstract:

Loading...

Capital asset pricing model, cross-section of stock returns

5.

Fluctuating Attention and Financial Contagion

Journal of Monetary Economics, Forthcoming, Rotman School of Management Working Paper No. 2551085
Number of pages: 55 Posted: 18 Jan 2015 Last Revised: 30 Jul 2018
Michael Hasler and Chayawat Ornthanalai
University of Texas at Dallas, Naveen Jindal School of Management, Department of Finance and University of Toronto - Rotman School of Management
Downloads 183 (223,036)
Citation 3

Abstract:

Loading...

Asset Pricing; General Equilibrium; Learning; Attention; Contagion

6.

Asset Pricing with Persistence Risk

Review of Financial Studies, Forthcoming
Number of pages: 61 Posted: 07 Sep 2017 Last Revised: 21 Nov 2018
Daniel Andrei, Michael Hasler and Alexandre Jeanneret
McGill University, University of Texas at Dallas, Naveen Jindal School of Management, Department of Finance and UNSW Business School
Downloads 166 (242,220)
Citation 8

Abstract:

Loading...

persistence risk, learning, long-run risk

7.

The Term Structures of Value and Growth Risk Premia

Number of pages: 50 Posted: 02 Jun 2020 Last Revised: 14 Jan 2021
Michael Hasler, Mariana Khapko and Roberto Marfè
University of Texas at Dallas, Naveen Jindal School of Management, Department of Finance, University of Toronto - Finance Area and University of Turin - Collegio Carlo Alberto
Downloads 131 (292,526)
Citation 1

Abstract:

Loading...

Asset Pricing, Information Acquisition, Term Structures, Risk Premia, Value and Growth Firms

8.

A Macro-Finance Model for Option Prices: A Story of Rare Economic Events

Management Science, Forthcoming
Number of pages: 83 Posted: 02 Jun 2020 Last Revised: 21 Mar 2022
Michael Hasler and Alexandre Jeanneret
University of Texas at Dallas, Naveen Jindal School of Management, Department of Finance and UNSW Business School
Downloads 126 (301,366)

Abstract:

Loading...

Macro Finance, Business Cycle, Implied Volatility, Rare Disasters, Recoveries, Booms

9.

Should Investors Learn About the Timing of Equity Risk?

Journal of Financial Economics (JFE), 2020
Number of pages: 68 Posted: 02 Jun 2020
Michael Hasler, Mariana Khapko and Roberto Marfè
University of Texas at Dallas, Naveen Jindal School of Management, Department of Finance, University of Toronto - Finance Area and University of Turin - Collegio Carlo Alberto
Downloads 102 (349,177)
Citation 1

Abstract:

Loading...

portfolio choice, learning, short-term risks, long-term risks

10.

Correlated Cashflow Shocks, Asset Prices, and the Term Structure of Equity

Management Science, Forthcoming
Number of pages: 39 Posted: 02 Jun 2020 Last Revised: 09 Mar 2022
Michael Hasler and Mariana Khapko
University of Texas at Dallas, Naveen Jindal School of Management, Department of Finance and University of Toronto - Finance Area
Downloads 99 (356,064)
Citation 1

Abstract:

Loading...

Correlated Cashflow Shocks, Equity Term Structure, Dividend Strips, Risk Premium, Volatility

11.

Dynamic Attention Behavior under Return Predictability

Management Science, 2020
Number of pages: 47 Posted: 02 Jun 2020
Daniel Andrei and Michael Hasler
McGill University and University of Texas at Dallas, Naveen Jindal School of Management, Department of Finance
Downloads 59 (475,847)
Citation 1

Abstract:

Loading...

Optimal Attention, Portfolio Choice

12.

Asset Pricing with Disagreement and Uncertainty about the Length of Business Cycles

Management Science
Number of pages: 50 Posted: 20 Sep 2017 Last Revised: 07 Aug 2020
Daniel Andrei, Bruce I. Carlin and Michael Hasler
McGill University, University of California, Los Angeles (UCLA) - Anderson School of Management and University of Texas at Dallas, Naveen Jindal School of Management, Department of Finance
Downloads 53 (499,644)
Citation 6

Abstract:

Loading...

Learning, Uncertainty, Disagreement, Volatility, Risk Premium

13.

Disaster Recovery and the Term Structure of Dividend Strips

Journal of Financial Economics (JFE), 2020
Number of pages: 60 Posted: 02 Jun 2020
Michael Hasler and Roberto Marfè
University of Texas at Dallas, Naveen Jindal School of Management, Department of Finance and University of Turin - Collegio Carlo Alberto
Downloads 52 (503,842)
Citation 14

Abstract:

Loading...

Recovery, Rare disasters, Term structures of equity, Dividend strips, Asset pricing puzzles

14.

Model Disagreement and Economic Outlook

NBER Working Paper No. w20190
Number of pages: 39 Posted: 11 Jun 2014 Last Revised: 03 Mar 2022
Daniel Andrei, Bruce I. Carlin and Michael Hasler
McGill University, University of California, Los Angeles (UCLA) - Anderson School of Management and University of Texas at Dallas, Naveen Jindal School of Management, Department of Finance
Downloads 33 (596,611)

Abstract:

Loading...