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

9

DOWNLOADS

1,326

SSRN CITATIONS

15

CROSSREF CITATIONS

20

Scholarly Papers (9)

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
McGill University and University of Texas at Dallas, Naveen Jindal School of Management, Department of Finance
Downloads 464 (62,313)
Citation 5

Abstract:

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

2.

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 Texas at Dallas, Naveen Jindal School of Management, Department of Finance
Downloads 275 (113,231)
Citation 10

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

3.

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 162 (187,235)
Citation 1

Abstract:

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Asset Pricing; General Equilibrium; Learning; Attention; Contagion

4.

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 HEC Montréal
Downloads 146 (204,339)
Citation 2

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persistence risk, learning, long-run risk

5.

Does the CAPM Predict Returns?

Number of pages: 47 Posted: 22 Apr 2019 Last Revised: 15 Oct 2019
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 132 (221,628)
Citation 3

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

6.

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 Texas at Dallas, Naveen Jindal School of Management, Department of Finance
Downloads 85 (300,644)

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

7.

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
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 (463,493)

Abstract:

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Learning, Uncertainty, Disagreement, Volatility, Risk Premium

8.

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
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 22 (521,510)

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9.

Does the CAPM Hold? A Time-Series Perspective

Number of pages: 46 Posted: 02 Apr 2019 Last Revised: 04 Dec 2019
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 7 (614,970)
Citation 1

Abstract:

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Capital asset pricing model, cross-section of stock returns