Michael Hasler

University of Toronto - Rotman School of Management

105 St. George Street

Toronto, Ontario M5S 3E6 M5S1S4

Canada

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 45,910

SSRN RANKINGS

Top 45,910

in Total Papers Downloads

732

CITATIONS

2

Scholarly Papers (7)

1.

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
University of California, Los Angeles (UCLA) - Anderson School of Management and University of Toronto - Rotman School of Management
Downloads 290 (78,848)
Citation 2

Abstract:

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

2.

Fluctuating Attention to News and Financial Contagion: Theory and Evidence

Rotman School of Management Working Paper No. 2551085
Number of pages: 50 Posted: 18 Jan 2015 Last Revised: 02 Sep 2016
Michael Hasler and Chayawat Ornthanalai
University of Toronto - Rotman School of Management and University of Toronto - Rotman School of Management
Downloads 76 (190,513)

Abstract:

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Asset Pricing; General Equilibrium; Learning; Attention; Contagion

3.

Term Structure of Disagreement and Predictability Over the Business Cycle

Rotman School of Management Working Paper No. 2506673
Number of pages: 52 Posted: 19 Nov 2015
Julien Cujean and Michael Hasler
Ecole Polytechnique Fédérale de Lausanne - Ecole Polytechnique Fédérale de Lausanne and University of Toronto - Rotman School of Management
Downloads 39 (268,836)

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Asset Pricing, Learning, Term Structure of Disagreement, Business Cycle, Predictability, Times-Series Momentum, Momentum Crashes

4.

Model Disagreement and Economic Outlook

NBER Working Paper No. w20190
Number of pages: 39 Posted: 11 Jun 2014
Daniel Andrei, Bruce I. Carlin and Michael Hasler
University of California, Los Angeles (UCLA) - Anderson School of Management, University of California, Los Angeles (UCLA) - Anderson School of Management and University of Toronto - Rotman School of Management
Downloads 11 (452,502)

Abstract:

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5.

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

Number of pages: 50 Posted: 20 Sep 2017
Daniel Andrei, Bruce I. Carlin and Michael Hasler
University of California, Los Angeles (UCLA) - Anderson School of Management, University of California, Los Angeles (UCLA) - Anderson School of Management and University of Toronto - Rotman School of Management
Downloads 0 (489,183)

Abstract:

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Learning, Uncertainty, Disagreement, Volatility, Risk Premium

6.

Asset Pricing with Persistence Risk

Number of pages: 54 Posted: 07 Sep 2017 Last Revised: 14 Oct 2017
Daniel Andrei, Michael Hasler and Alexandre Jeanneret
University of California, Los Angeles (UCLA) - Anderson School of Management, University of Toronto - Rotman School of Management and HEC Montréal
Downloads 0 (396,213)

Abstract:

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persistence risk, learning, long-run risk

7.

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
University of Maryland - Robert H. Smith School of Business and University of Toronto - Rotman School of Management
Downloads 0 (187,064)

Abstract:

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