Prof. Dr. Michael Weber
- Visiting Scholar
- michael weber∂kit edu
- Asset Pricing, Macroeconomics, International Finance, Household Finance
- Estimating the Anomaly Baserate (with A. Chinco and A. Neuhierl), forthcoming. Journal of Financial Economics.
- Signaling Safety (with R. Michaely and S. Rossi), forthcoming. Journal of Financial Economics.
- Dissecting Anomalies Nonparametrically (with A. Neuhierl and J. Freyberger), forthcoming. Review of Financial Studies.
- The Propagation of Monetary Policy Shocks in a Heterogeneous Production Economy (with E. Pasten and R. Schoenle), forthcoming. Journal of Monetary Economics.
- Monetary Policy Communication, Policy Slope, and the Stock Market (with A. Neuhierl), 2019. Journal of Monetary Economics, Vol 108, p. 140 – 155.
- Cognitive Abilities and Inflation Expectations (with F. D’Acunto, D. Hoang, and M. Paloviita), 2019. American Economic Review P&P.
- Historical Antisemitism, Ethnic Specialization, and Financial Development (with F. D’Acunto and M. Prokopczuk), 2019. Review of Economic Studies, Vol 86, p. 1170 – 1206.
- Unconventional Fiscal Policy (with F. D’Acunto and D. Hoang), 2018. American Economic Review P&P, Vol 108, p. 519 – 523.
- Flexible Prices and Leverage (with F. D’Acunto, R. Liu, and C. Pflueger), 2018. Journal of Financial Economics, Vol 129(1), p. 46 – 68.
- Cash Flow Duration and the Term Structure of Equity Returns, 2018. Journal of Financial Economics, Vol 128(3), p. 486 – 503.
- Are Sticky Prices Costly? Evidence from the Stock Market (with Y. Gorodnichenko), 2016. American Economic Review, Vol 106(1), p. 165 – 199.
- Conditional Risk Premia in Currency Markets and Other Asset Classes (with M. Lettau and M. Maggiori), 2014. Journal of Financial Economics, Vol 114(2), p. 197 – 225.
- American Option Valuation: Implied Calibration of GARCH Pricing–Models (with M. Prokopczuk), 2011. Journal of Futures Markets, Vol 31(10), p. 971 – 994.
- University of Chicago, Booth School of Business
- Associate Professor of Finance, 2018 – Present
- Assistant Professor of Finance, 2014 – 2018
- Fama Research Fellow, 2018 – Present
- William Cohen and Keenoy Faculty Scholar, 2017 – 2018
- Newbauer Family Faculty Fellow, 2014 – 2015
Other Affiliations (Selection)
- National Bureau of Economic Research
- Faculty Research Fellow: Asset Pricing, Monetary Economics, 2016 – Present
- Bureau of Labor Statistics Washington, D.C., USA
- Visiting Researcher, 2012 – Present
- European Central Bank Frankfurt, Germany
- Research Consultant, 2018 – Present
- Federal Reserve Bank of Cleveland Cleveland, USA
- Research Associate, 2019 – Present
- Karlsruhe Institute of Technology Karlsruhe, Germany
- Visiting Scholar, 2016 – Present
- University of California at Berkeley, Haas School of Business
- Ph.D., Finance, 2014
- M.Sc., Finance, 2011
- University of Mannheim, Mannheim, Germany
- Diplom Business Economics (with Distinction), 2009
- Specializations: Finance, Econometrics, Statistics