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

University of Vienna

Michael Halling is an author at TU Wien specializing in engineering, software maintenance, and software engineering.

Top concepts

EngineeringSoftware TestingSoftware EngineeringSoftware MaintenanceSoftware DesignSoftware AnalysisInspectionDesignSystems EngineeringFinance

Publications per year

2000–2023

37

Publications

37

Predictive regressions with time-varying coefficients

Thomas Dangl, Michael Halling · Journal of Financial Economics · 2012 · 574 citations · Full text

Engineering, Predictive Analytics, Econometrics +6

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

Martijn Cremers, Michael Halling, David Weinbaum · The Journal of Finance · 2014 · 291 citations · Full text

Empirical Finance, Volatility Modeling, Economics +15

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 · 155 citations

Emerging Market, Economics, International Finance +15

Predictive Regressions with Time-Varying Coefficients

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

Engineering, Predictive Analytics, Econometrics +6

Leverage dynamics over the business cycle

Michael Halling, Jin Yu, Josef Zechner · Journal of Financial Economics · 2016 · 148 citations · Full text

Business Cycle Analysis, Financial Structure, Business +5

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