Concepedia

Michael Halling

MH

Statistics

Publications

37

Citations

2.3K

H-Index

21

Active since

2000

Affiliations

TU Wien(Current)

Johannes Kepler University of Linz

University of Luxembourg

Vienna University of Economics and Business

Stockholm School of Economics

Michael Halling is an author at TU Wien specializing in finance, business, and financial economics.

Publications per year

2000–2023

37

Publications

37

Predictive regressions with time-varying coefficients

Thomas Dangl, Michael Halling · Journal of Financial Economics · 2012 · 585 citations · Full text

Social Sciences, Economics, Finance +16

Aggregate Jump and Volatility Risk in the Cross‐Section of Stock Returns

Martijn Cremers, Michael Halling, David Weinbaum · The Journal of Finance · 2014 · 297 citations · Full text

Business, Economics, Finance +17

Where Is the Market? Evidence from Cross-Listings in the United States

Michael Halling, Marco Pagano, Otto Randl et al. · Review of Financial Studies · 2007 · 156 citations

Business, Business Economics, Finance +13

Leverage dynamics over the business cycle

Michael Halling, Jin Yu, Josef Zechner · Journal of Financial Economics · 2016 · 156 citations · Full text

Business, Business Economics, Finance +13

Predictive Regressions with Time-Varying Coefficients

Thomas Dangl, Michael Halling · SSRN Electronic Journal · 2009 · 152 citations · Full text

Social Sciences, Economics, Finance +16

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