Michael Hasler

1.0k total citations · 1 hit paper
23 papers, 659 citations indexed

About

Michael Hasler is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Michael Hasler has authored 23 papers receiving a total of 659 indexed citations (citations by other indexed papers that have themselves been cited), including 22 papers in Finance, 17 papers in Economics and Econometrics and 5 papers in General Economics, Econometrics and Finance. Recurrent topics in Michael Hasler's work include Financial Markets and Investment Strategies (21 papers), Market Dynamics and Volatility (11 papers) and Complex Systems and Time Series Analysis (10 papers). Michael Hasler is often cited by papers focused on Financial Markets and Investment Strategies (21 papers), Market Dynamics and Volatility (11 papers) and Complex Systems and Time Series Analysis (10 papers). Michael Hasler collaborates with scholars based in Canada, United States and Switzerland. Michael Hasler's co-authors include Daniel Andrei, Julien Cujean, Chayawat Ornthanalai, Bruce Carlin, Alexandre Jeanneret, Charles Martineau and Mariana Khapko and has published in prestigious journals such as The Journal of Finance, Journal of Financial Economics and Management Science.

In The Last Decade

Michael Hasler

20 papers receiving 635 citations

Hit Papers

Investor Attention and St... 2014 2026 2018 2022 2014 100 200 300
What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

  1. Investor Attention and Stock Market Volatility
    2014 371 citations Daniel Andrei, Michael Hasler Review of Financial Studies profile →

Author Peers

Peers are selected by citation overlap in the author's most active subfields. citations · hero ref

Author Last Decade Papers Cites
Michael Hasler 539 471 163 110 98 23 659
Daniel Andrei 550 1.0× 489 1.0× 210 1.3× 95 0.9× 109 1.1× 21 702
Lin Tan 673 1.2× 633 1.3× 240 1.5× 51 0.5× 122 1.2× 11 830
Licheng Sun 827 1.5× 718 1.5× 151 0.9× 254 2.3× 133 1.4× 39 995
Νικόλαος Φίλιππας 364 0.7× 350 0.7× 161 1.0× 73 0.7× 72 0.7× 27 519
François‐Éric Racicot 453 0.8× 375 0.8× 120 0.7× 112 1.0× 83 0.8× 65 577
Mitchell Ratner 542 1.0× 489 1.0× 142 0.9× 169 1.5× 145 1.5× 25 685
Chi-Hsiou Daniel Hung 535 1.0× 380 0.8× 256 1.6× 68 0.6× 135 1.4× 45 686
Roman Kozhan 488 0.9× 358 0.8× 111 0.7× 88 0.8× 92 0.9× 42 584
Rohit Rahi 504 0.9× 447 0.9× 236 1.4× 75 0.7× 54 0.6× 28 646
Jan Annaert 530 1.0× 341 0.7× 246 1.5× 136 1.2× 79 0.8× 59 725

Countries citing papers authored by Michael Hasler

Since Specialization
Citations

This map shows the geographic impact of Michael Hasler's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Michael Hasler with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Michael Hasler more than expected).

Fields of papers citing papers by Michael Hasler

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Michael Hasler. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Michael Hasler. The network helps show where Michael Hasler may publish in the future.

Co-authorship network of co-authors of Michael Hasler

This figure shows the co-authorship network connecting the top 25 collaborators of Michael Hasler. A scholar is included among the top collaborators of Michael Hasler based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Michael Hasler. Michael Hasler is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Hasler, Michael & Charles Martineau. (2024). Equity Return Predictability with the ICAPM. RePEc: Research Papers in Economics. 14(3). 481–512. 2 indexed citations
2.
Hasler, Michael & Charles Martineau. (2022). Explaining the Failure of the Unconditional CAPM with the Conditional CAPM. Management Science. 69(3). 1835–1855. 7 indexed citations
3.
Hasler, Michael & Mariana Khapko. (2022). Correlated Cashflow Shocks, Asset Prices, and the Term Structure of Equity. Management Science. 69(9). 5560–5577.
4.
Andrei, Daniel & Michael Hasler. (2022). Can the Fed Control Inflation? Stock Market Implications. SSRN Electronic Journal. 2 indexed citations
5.
Hasler, Michael & Alexandre Jeanneret. (2022). A Macrofinance Model for Option Prices: A Story of Rare Economic Events. Management Science. 69(9). 5543–5559. 2 indexed citations
6.
Hasler, Michael, et al.. (2020). Rational Learning and the Term Structures of Value and Growth Risk Premia. RePEc: Research Papers in Economics. 1 indexed citations
7.
Hasler, Michael & Alexandre Jeanneret. (2020). The Dynamics of the Implied Volatility Surface: A Story of Rare Economic Events. SSRN Electronic Journal. 1 indexed citations
8.
Hasler, Michael & Charles Martineau. (2019). Does the CAPM Predict Returns?. SSRN Electronic Journal. 2 indexed citations
9.
Hasler, Michael & Charles Martineau. (2019). The CAPM Holds. SSRN Electronic Journal.
10.
Hasler, Michael, et al.. (2018). Should investors learn about the timing of equity risk?. Journal of Financial Economics. 132(3). 182–204. 7 indexed citations
11.
Cujean, Julien & Michael Hasler. (2018). Why Does Return Predictability Concentrate in Bad Times?. Bern Open Repository and Information System (University of Bern).
12.
Hasler, Michael & Chayawat Ornthanalai. (2018). Fluctuating attention and financial contagion. Journal of Monetary Economics. 99. 106–123. 20 indexed citations
13.
Andrei, Daniel, Michael Hasler, & Alexandre Jeanneret. (2018). Asset Pricing with Persistence Risk. Review of Financial Studies. 17 indexed citations
14.
Andrei, Daniel, Michael Hasler, & Alexandre Jeanneret. (2017). Asset Pricing with Persistence Risk. SSRN Electronic Journal. 1 indexed citations
15.
Andrei, Daniel, Bruce Carlin, & Michael Hasler. (2017). Asset Pricing with Disagreement and Uncertainty about the Length of Business Cycles. SSRN Electronic Journal. 3 indexed citations
16.
Cujean, Julien & Michael Hasler. (2017). Why Does Return Predictability Concentrate in Bad Times?. The Journal of Finance. 72(6). 2717–2758. 99 indexed citations
17.
Hasler, Michael, et al.. (2016). Disaster recovery and the term structure of dividend strips. Journal of Financial Economics. 122(1). 116–134. 47 indexed citations
18.
Hasler, Michael & Chayawat Ornthanalai. (2015). Fluctuating Attention and Contagion: Theory and Evidence from the U.S. Equity Market. SSRN Electronic Journal. 2 indexed citations
19.
Andrei, Daniel & Michael Hasler. (2014). Investor Attention and Stock Market Volatility. Review of Financial Studies. 28(1). 33–72. 371 indexed citations breakdown →
20.
Andrei, Daniel & Michael Hasler. (2013). Investor Attention and Stock Market Volatility. SSRN Electronic Journal. 16 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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