Investor attention and stock market volatility D Andrei, M Hasler The review of financial studies 28 (1), 33-72, 2015 | 551 | 2015 |
Why does return predictability concentrate in bad times? J Cujean, M Hasler The Journal of Finance 72 (6), 2717-2758, 2017 | 177 | 2017 |
Disaster recovery and the term structure of dividend strips M Hasler, R Marfe Journal of Financial Economics 122 (1), 116-134, 2016 | 103 | 2016 |
Asset pricing with disagreement and uncertainty about the length of business cycles D Andrei, B Carlin, M Hasler Management Science 65 (6), 2900-2923, 2019 | 61* | 2019 |
Dynamic attention behavior under return predictability D Andrei, M Hasler Management Science 66 (7), 2906-2928, 2020 | 56* | 2020 |
Fluctuating attention and financial contagion M Hasler, C Ornthanalai Journal of Monetary Economics 99, 106-123, 2018 | 37* | 2018 |
Asset pricing with persistence risk D Andrei, M Hasler, A Jeanneret The Review of Financial Studies 32 (7), 2809-2849, 2019 | 27 | 2019 |
Should investors learn about the timing of equity risk? M Hasler, M Khapko, R Marfe Journal of Financial Economics 132 (3), 182-204, 2019 | 18 | 2019 |
Equity Return Predictability with the ICAPM M Hasler, C Martineau Avaiable at SSRN: https://papers. ssrn. com/sol3/papers. cfm, 2021 | 12* | 2021 |
The term structures of value and growth risk premia M Hasler, M Khapko, R Marfè Available at SSRN 3616087, 2020 | 12* | 2020 |
Explaining the Failure of the Unconditional CAPM with the Conditional CAPM M Hasler, C Martineau Available at SSRN 3353903, 2021 | 9* | 2021 |
A Macrofinance Model for Option Prices: A Story of Rare Economic Events M Hasler, A Jeanneret Management Science 69 (9), 5543-5559, 2023 | 7* | 2023 |
Correlated Cashflow Shocks, Asset Prices, and the Term Structure of Equity M Hasler, M Khapko Available at SSRN 3590248, 2020 | 3* | 2020 |
Reduced form default in a pure-exchange economy M Hasler Preprint, 2011 | 1 | 2011 |
Can the Fed Control Inflation? Stock Market Implications D Andrei, M Hasler Stock Market Implications (September 21, 2022), 2022 | | 2022 |
Formal Name (French) SFI Formal Name (English) SFI Group ID U12064 F Baldi Lanfranchi, O Bashchenko, JA Blatt, V Bogousslavsky, ... | | |