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Works (14)

Can the Fed Control Inflation? Stock Market Implications

2024 | Working paper
Contributors: Daniel Andrei; Michael Hasler
Source: Self-asserted source
Michael Hasler

Value Premium and Equity Term Structures of Value and Growth Firms

2024 | Working paper
Contributors: Michael Hasler; Mariana Khapko; Roberto Marfe
Source: Self-asserted source
Michael Hasler

Equity Return Predictability with the ICAPM

The Review of Asset Pricing Studies
2024-03-16 | Journal article
DOI: 10.1093/rapstu/raae007
Part of ISSN: 2045-9920
Part of ISSN: 2045-9939
Contributors: Michael Hasler; Charles Martineau
Source: Self-asserted source
Michael Hasler

A Macrofinance Model for Option Prices: A Story of Rare Economic Events

Management Science
2023-09 | Journal article | Author
DOI: 10.1287/mnsc.2022.4587
Part of ISSN: 0025-1909
Part of ISSN: 1526-5501
Contributors: Michael Hasler; Alexandre Jeanneret
Source: Self-asserted source
Michael Hasler

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

Management Science
2023-09 | Journal article
DOI: 10.1287/mnsc.2022.4565
Part of ISSN: 0025-1909
Part of ISSN: 1526-5501
Contributors: Michael Hasler; Mariana Khapko
Source: Self-asserted source
Michael Hasler

Explaining the Failure of the Unconditional CAPM with the Conditional CAPM

Management Science
2023-03 | Journal article
DOI: 10.1287/mnsc.2022.4381
Part of ISSN: 0025-1909
Part of ISSN: 1526-5501
Contributors: Michael Hasler; Charles Martineau
Source: Self-asserted source
Michael Hasler

Dynamic Attention Behavior Under Return Predictability

Management Science
2020-07 | Journal article | Author
DOI: 10.1287/mnsc.2019.3328
Part of ISSN: 0025-1909
Part of ISSN: 1526-5501
Contributors: Daniel Andrei; Michael Hasler
Source: Self-asserted source
Michael Hasler

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

Management Science
2019-06 | Journal article
DOI: 10.1287/mnsc.2017.2904
Part of ISSN: 0025-1909
Part of ISSN: 1526-5501
Contributors: Daniel Andrei; Bruce Carlin; Michael Hasler
Source: Self-asserted source
Michael Hasler

Should investors learn about the timing of equity risk?

Journal of Financial Economics
2019-06 | Journal article
DOI: 10.1016/j.jfineco.2018.11.011
Part of ISSN: 0304-405X
Contributors: Michael Hasler; Mariana Khapko; Roberto Marfè
Source: Self-asserted source
Michael Hasler

Fluctuating attention and financial contagion

Journal of Monetary Economics
2018-11 | Journal article
DOI: 10.1016/j.jmoneco.2018.07.002
Part of ISSN: 0304-3932
Contributors: Michael Hasler; Chayawat Ornthanalai
Source: Self-asserted source
Michael Hasler

Asset Pricing with Persistence Risk

The Review of Financial Studies
2018-11-16 | Journal article
DOI: 10.1093/rfs/hhy121
Part of ISSN: 0893-9454
Part of ISSN: 1465-7368
Contributors: Daniel Andrei; Michael Hasler; Alexandre Jeanneret
Source: Self-asserted source
Michael Hasler

Why Does Return Predictability Concentrate in Bad Times?

The Journal of Finance
2017-12 | Journal article
DOI: 10.1111/jofi.12544
Part of ISSN: 0022-1082
Part of ISSN: 1540-6261
Contributors: JULIEN CUJEAN; MICHAEL HASLER
Source: Self-asserted source
Michael Hasler

Disaster recovery and the term structure of dividend strips

Journal of Financial Economics
2016-10 | Journal article
DOI: 10.1016/j.jfineco.2015.11.002
Part of ISSN: 0304-405X
Contributors: Michael Hasler; Roberto Marfè
Source: Self-asserted source
Michael Hasler

Investor Attention and Stock Market Volatility

Review of Financial Studies
2015-01 | Journal article
DOI: 10.1093/rfs/hhu059
Part of ISSN: 0893-9454
Part of ISSN: 1465-7368
Contributors: Daniel Andrei; Michael Hasler
Source: Self-asserted source
Michael Hasler
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