Michael Hasler

University of Neuchatel

2, A.-L. Breguet

Neuchatel, CH-2000

Switzerland

SCHOLARLY PAPERS

15

DOWNLOADS

4,510

SSRN CITATIONS

131

CROSSREF CITATIONS

23

Scholarly Papers (15)

1.

Equity Return Predictability with the ICAPM

Review of Asset Pricing Studies
Number of pages: 90 Posted: 22 Apr 2019 Last Revised: 26 Mar 2024
Michael Hasler and Charles Martineau
University of Neuchatel and University of Toronto - Rotman School of Management and UTSC Management
Downloads 918 (48,535)
Citation 4

Abstract:

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return predictability, intertemporal capital asset pricing model, investment strategies

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 Neuchatel
Downloads 822 (56,626)
Citation 5

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

3.

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 Neuchatel and University of Toronto - Rotman School of Management and UTSC Management
Downloads 490 (109,328)
Citation 1

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Capital asset pricing model, cross-section of stock returns

4.

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 Bern - Institute for Financial Management and University of Neuchatel
Downloads 425 (129,030)
Citation 44

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

5.

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 Neuchatel and UNSW Business School
Downloads 301 (188,317)

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

6.

Can the Fed Control Inflation? Stock Market Implications

Number of pages: 45 Posted: 28 Sep 2022 Last Revised: 11 Oct 2023
Daniel Andrei and Michael Hasler
McGill University and University of Neuchatel
Downloads 261 (217,918)

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Asset Pricing, Learning, Inflation, Federal Reserve, Rate Hikes

7.

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 Neuchatel and UNSW Business School
Downloads 214 (263,954)
Citation 8

Abstract:

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persistence risk, learning, long-run risk

8.

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 Neuchatel and University of Toronto - Rotman School of Management
Downloads 212 (266,252)
Citation 3

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Asset Pricing; General Equilibrium; Learning; Attention; Contagion

9.

Value Premium and Equity Term Structures of Value and Growth Firms

Number of pages: 50 Posted: 02 Jun 2020 Last Revised: 02 May 2024
Michael Hasler, Mariana Khapko and Roberto Marfè
University of Neuchatel, University of Toronto - Finance Area and University of Turin - Collegio Carlo Alberto
Downloads 202 (278,263)
Citation 1

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Asset Pricing, Information Acquisition, Learning, Value Premium, Equity Term Structures of Value and Growth Firms

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 Neuchatel and University of Toronto - Finance Area
Downloads 170 (324,481)
Citation 1

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

11.

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 Neuchatel, University of Toronto - Finance Area and University of Turin - Collegio Carlo Alberto
Downloads 149 (362,480)
Citation 5

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

12.

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 Neuchatel
Downloads 105 (473,093)
Citation 11

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Optimal Attention, Portfolio Choice

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 Neuchatel and University of Turin - Collegio Carlo Alberto
Downloads 99 (492,637)
Citation 14

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

14.

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 Neuchatel
Downloads 93 (513,147)
Citation 6

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Learning, Uncertainty, Disagreement, Volatility, Risk Premium

15.

Model Disagreement and Economic Outlook

NBER Working Paper No. w20190
Number of pages: 39 Posted: 11 Jun 2014 Last Revised: 03 Mar 2023
Daniel Andrei, Bruce I. Carlin and Michael Hasler
McGill University, University of California, Los Angeles (UCLA) - Anderson School of Management and University of Neuchatel
Downloads 49 (720,349)

Abstract:

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