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

1,553

SSRN CITATIONS

24

CROSSREF CITATIONS

21

Scholarly Papers (14)

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 494 (60,755)
Citation 7

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 292 (111,696)
Citation 14

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

3.

Does the CAPM Predict Returns?

Number of pages: 49 Posted: 22 Apr 2019 Last Revised: 20 May 2020
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 211 (154,861)
Citation 3

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

4.

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 164 (194,188)
Citation 2

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Asset Pricing; General Equilibrium; Learning; Attention; Contagion

5.

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 152 (207,116)
Citation 4

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persistence risk, learning, long-run risk

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 and University of Texas at Dallas, Naveen Jindal School of Management, Department of Finance
Downloads 86 (311,909)

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

7.

The Time Series of CAPM-Implied Returns

Number of pages: 43 Posted: 02 Apr 2019 Last Revised: 16 Apr 2020
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 85 (314,254)
Citation 1

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Capital asset pricing model, cross-section of stock returns

8.

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 36 (469,996)
Citation 2

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Learning, Uncertainty, Disagreement, Volatility, Risk Premium

9.

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 23 (538,049)

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10.

Should investors learn about the timing of equity risk?

Journal of Financial Economics (JFE)
Number of pages: 68
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 4

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

11.

Term Structures of Equity and Interest Rates in Time-Varying Expected Growth Models

Number of pages: 39
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 4

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Term Structures, Dividend Strips, Risk Premium, Volatility, Bond Yields

12.

Disaster recovery and the term structure of dividend strips

Journal of Financial Economics (JFE)
Number of pages: 60
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 1

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

13.

The Dynamics of the Implied Volatility Surface: A Story of Rare Economic Events

Number of pages: 56
Michael Hasler and Alexandre Jeanneret
University of Texas at Dallas, Naveen Jindal School of Management, Department of Finance and HEC Montréal
Downloads 1

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

14.

Dynamic Attention Behavior under Return Predictability

Management Science
Number of pages: 47
Daniel Andrei and Michael Hasler
McGill University and University of Texas at Dallas, Naveen Jindal School of Management, Department of Finance
Downloads 0

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Optimal Attention, Portfolio Choice