Michael Hasler

 
Michael Hasler

Assistant Professor
Finance
IC
376
(416) 208-4861

Biography: 

I am an Assistant Professor of finance at the University of Toronto since July 2013. My research investigates how information acquisition, disagreement among investors, and learning mechanisms impact investors’ trading strategies and asset prices. I have published in the Journal of Financial Economics, the Journal of Finance, and the Review of Financial Studies.

Research Interests: 

Equilibrium Asset Pricing, Portfolio Selection, Information and Learning, and Differences of Beliefs  

Awards and Grants: 

2016 IFSID Research Grant, $30,000
2015 Connaught New Researcher Award, $10,000, University of Toronto
2014   WRDS Best Paper Award; "Model Disagreement and Economic Outlook'', NFA, Ottawa, Canada
2013   SIX Best Paper Award; "Investor Attention and Stock Market Volatility'', SGF Conference, Zurich, Switzerland
2012   Best Teaching-Assistant Award, Master of Financial Engineering; Swiss Finance Institute @ EPFL
2011   Best Teaching-Assistant Award, Master of Financial Engineering; Swiss Finance Institute @ EPFL

 

Publications: 

Why Does Return Predictability Concentrate in Bad Times?; Julien Cujean and Michael Hasler; Forthcoming, Journal of Finance; 2017

Disaster Recovery and the Term Structure of Dividend Strips; Michael Hasler and Roberto Marfe, Journal of Financial Economics; 2016

Investor Attention and Stock Market Volatility; Daniel Andrei and Michael Hasler; Review of Financial Studies; 2015

Education: 

10/2008 - 06/2013 PhD in Finance, Swiss Finance Institute at Ecole Polytechnique Federale de Lausanne, Switzerland
 
11/2011 - 02/2012 Visiting Scholar, Princeton University, Bendheim Center for Finance, USA
 
10/2006 - 10/2008 M.Sc. in Finance, University of Lausanne, HEC, Switzerland
 
10/2003 - 10/2006 B.Sc. in Mathematics, University of Neuchatel, Switzerland

 

CV/Resume: