Profil

HALLING Michael

University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Department of Finance (DF)

ORCID
0000-0003-0922-3318
Main Referenced Co-authors
Zechner, Josef (7)
Yu, Jin (6)
Dangl, Thomas (4)
ABUALHAIJA, Sallam  (2)
BIANCULLI, Domenico  (2)
Main Referenced Keywords
Conceptual Modeling (1); FinTech (1); Fund Activities (1); Fund Monitoring (1); Information Extraction (1);
Main Referenced Unit & Research Centers
Interdisciplinary Centre for Security, Reliability and Trust (SnT) > SVV - Software Verification and Validation (2)
NCER-FT - FinTech National Centre of Excellence in Research (2)
Main Referenced Disciplines
Finance (22)
Computer science (4)

Publications (total 26)

The most downloaded
145 downloads
Dangl, T., & HALLING, M. (2012). Predictive regressions with time-varying coefficients. Journal of Financial Economics, 106 (1), 157–181. doi:10.1016/j.jfineco.2012.04.003 https://hdl.handle.net/10993/57249

The most cited

542 citations (OpenAlex)

Dangl, T., & HALLING, M. (2012). Predictive regressions with time-varying coefficients. Journal of Financial Economics, 106 (1), 157–181. doi:10.1016/j.jfineco.2012.04.003 https://hdl.handle.net/10993/57249

CECI, M., SANNIER, N., ABUALHAIJA, S., SHIN, D., BIANCULLI, D., & HALLING, M. (2024). Toward Automated Compliance Checking of Fund Activities Using Runtime Verification Techniques. In Proceedings of the 1st Workshop on Software Engineering Challenges in Financial Firms (FinanSE 2024), co-located with ICSE 2024 (pp. 19-20). ACM. doi:10.1145/3643665.3648045
Peer reviewed

SANNIER, N., CECI, M., ABUALHAIJA, S., BIANCULLI, D., & HALLING, M. (2024). A Model Toward Formalizing and Monitoring Compliance of Investment Funds Activities. In 2024 IEEE 32nd International Requirements Engineering Conference Workshops (REW) (pp. 272-280). IEEE. doi:10.1109/REW61692.2024.00042
Peer reviewed

HALLING, M. (2023). Stochastic Social Preferences and Corporate Investment Decisions [Paper presentation]. 8th Inclusive and Sustainable Finance Research Conference, Luxembourg, Luxembourg.

Dangl, T., HALLING, M., & Salbrechter, S. (2023). Firm-specific Climate Risk Estimated from Public News. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/59018.

Fröberg, E., & HALLING, M. (2023). Do Investors Benefit From MiFID II Unbundling? ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/59016.

Dangl, T., HALLING, M., Yu, J., & Zechner, J. (2023). Stochastic social preferences and corporate investment decisions. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/59017.

Dangl, T., HALLING, M., Yu, J., & Zechner, J. (2023). Social Preferences and Corporate Investment. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/59019.

HALLING, M. (2023). Firm-Specific Climate Risk Estimated from Public News [Paper presentation]. Annual Financial Market Liquidity Conference.

HALLING, M. (2022). Primary Corporate Bond Markets and Social Responsibility [Paper presentation]. Seminar at the Office of the Controller of the Currency in the US.

HALLING, M. (2022). Primary Corporate Bond Markets and Social Responsibility [Paper presentation]. Research Seminar at the Norwegian School of Economics in Bergen.

HALLING, M. (2022). Firm-Specific Climate Risk Estimated from Public News [Paper presentation]. 7th INCLUSIVE AND SUSTAINABLE FINANCE RESEARCH CONFERENCE.

HALLING, M., Yu, J., & Zechner, J. (2022). The dynamics of corporate debt structure. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/59015.

HALLING, M. (28 September 2021). Primary Corporate Bond Markets and Social Responsibility [Paper presentation]. 8th SAFE Asset Pricing Workshop.

HALLING, M., Cooper, M., & Yang, W. (March 2021). The Persistence of Fee Dispersion among Mutual Funds. Review of Finance, 25 (2), 365-402. doi:10.1093/rof/rfaa023
Peer Reviewed verified by ORBi

HALLING, M. (2021). Primary Corporate Bond Markets and Social Responsibility [Paper presentation]. Misum Brown Bag Seminar at the Stockholm School of Economics.

HALLING, M., Yu, J., & Zechner, J. (2021). Primary corporate bond markets and social responsibility. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/59013.

HALLING, M., Yu, J., & Zechner, J. (2020). How did COVID-19 affect firms’ access to public capital markets? Review of Corporate Finance Studies, 9 (3), 501–533. doi:10.1093/rcfs/cfaa008
Peer Reviewed verified by ORBi

Giordani, P., & HALLING, M. (2019). Valuation ratios and shape predictability in the distribution of stock returns. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/59014.

HALLING, M., Yu, J., & Zechner, J. (2016). Leverage dynamics over the business cycle. Journal of Financial Economics, 122 (1), 21–41. doi:10.1016/j.jfineco.2016.07.001
Peer Reviewed verified by ORBi

HALLING, M., Pichler, P., & Stomper, A. (2016). The politics of related lending. Journal of Financial and Quantitative Analysis, 51 (1), 333–358. doi:10.1017/S0022109016000132
Peer Reviewed verified by ORBi

Cremers, M., HALLING, M., & Weinbaum, D. (2015). Aggregate jump and volatility risk in the cross-section of stock returns. Journal of Finance, 70 (2), 577–614. doi:10.1111/jofi.12220
Peer Reviewed verified by ORBi

HALLING, M., Moulton, P., & Panayides, M. (2013). Volume dynamics and multimarket trading. Journal of Financial and Quantitative Analysis, 48 (2), 489–518. doi:10.1017/S0022109013000094
Peer Reviewed verified by ORBi

Dangl, T., & HALLING, M. (2012). Predictive regressions with time-varying coefficients. Journal of Financial Economics, 106 (1), 157–181. doi:10.1016/j.jfineco.2012.04.003
Peer Reviewed verified by ORBi

HALLING, M., Pagano, M., Randl, O., & Zechner, J. (2008). Where is the market? Evidence from cross-listings in the United States. Review of Financial Studies, 21 (2), 725–761. doi:10.1093/rfs/hhm066
Peer Reviewed verified by ORBi

Grünbacher, P., HALLING, M., Biffl, S., BIFFL, S., & Boehm, B. W. (2004). Integrating collaborative processes and quality assurance techniques: experiences from requirements negotiation. Journal of Management Information Systems, 20 (4), 10–30. doi:10.1080/07421222.2004.11045784
Peer Reviewed verified by ORBi

Biffl, S., & HALLING, M. (2003). Investigating the defect detection effectiveness and cost benefit of nominal inspection teams. IEEE Transactions on Software Engineering, 29 (5), 385–397. doi:10.1109/TSE.2003.1199069
Peer Reviewed verified by ORBi

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