Michael Halling joined SSE in the summer of 2012 after spending five years at the University of Utah. His research ranges from empirical asset pricing to corporate finance and has been published in the top journals in finance.
Keywords: empirical asset pricing and corporate finance
PhD in Computer Science, 2002, Vienna University of Technology, Austria
PhD in Finance, 2006, University of Vienna, Austria
Areas of special interest:
My current research focuses on equity returns (volatility risk, crash risk, short and long-run return predictability), mutual funds (fee setting, performance evaluation, competition among funds) and empirical corporate finance (leverage dynamics, value of cash, corporate life-cycles).
I hold a PhD in computer science. Before doing my PhD in finance, I developed software for financial institutions to measure market risk of financial assets.
Halling M., Pagano M., Randl O., Zechner J., 2008, “Where is the Market? Evidence from Cross-Listings in the U.S.”, Review of Financial Studies, 21 (2), pp. 725-761.
Dangl, T., Halling, M., 2012, Predictive Regressions with Time-Varying Coefficients, Journal of Financial Economics, 106 (1), pp. 157-181.
Cremers, M., Halling, M., Weinbaum, D., 2013, Aggregate Jump and Volatility Risk in the Cross-Section of Stock Returns, The Journal of Finance, forthcoming.