Access Statistics for Adlai Julian Fisher

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Multifractal Model of Asset Returns 0 0 0 0 1 2 7 107
A Multifractal Model of Asset Returns 0 2 12 3,046 3 12 41 7,002
A Multifractal Model of Assets Returns 0 0 2 432 0 2 5 927
Corporate Investment and Asset Price Dynamics: Implications for Post-SEO Performance 0 0 0 0 0 1 8 621
Forecasting Multifractal Volatility 0 0 0 598 0 1 3 1,000
Forecasting multifractal volatility 0 0 0 4 0 2 6 83
How to Forecast Long-Run Volatility: Regime Switching and the Estimation of Multifractal Processes 0 0 2 3 1 2 10 72
Large Deviation Theory and the Distribution of Price Changes 0 0 0 0 0 0 1 111
Large Deviations and the Distribution of Price Changes 0 0 1 432 0 0 4 901
Multifractal Volatility: Theory, Estimation and Forecasting 0 0 0 0 0 0 0 22
Multifractal Volatility: Theory, Forecasting and Pricing 0 0 0 0 0 1 7 113
Multifractality in Asset Returns: Theory and Evidence 1 1 1 1 2 3 5 56
Multifractality of Deutschemark/US Dollar Exchange Rates 0 2 3 581 1 3 5 1,844
Multifractality of US Dollar/Deutsche Mark Exchange Rates 0 0 0 0 0 1 5 77
Multifrequency Jump-Diffusions: An Equilibrium Approach 0 0 0 90 1 1 2 336
Multifrequency News and Stock Returns 0 0 0 0 0 1 2 34
Multifrequency News and Stock Returns 0 0 0 58 0 2 2 278
Multifrequency jump-diffusions: An equilibrium approach 0 0 0 0 0 0 1 43
Multifrequency news and stock returns 0 0 0 0 0 0 1 57
Multivariate Stock Returns Around Extreme Events: A Reassessment of Economic Fundamentals and the 1987 Market Crash 0 0 0 164 0 1 2 418
Regime-Switching and the Estimation of Multifractal Processes 0 0 0 63 0 0 0 192
Regime-Switching and the Estimation of Multifractal Processes 0 0 1 209 0 2 3 409
Volatility Comovement: A Multifrequency Approach 0 0 0 243 0 0 1 670
Volatility Comovement: a multifrequency approach 0 0 0 2 0 0 0 58
Total Working Papers 1 5 22 5,926 9 37 121 15,431

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Conditional risk and performance evaluation: Volatility timing, overconditioning, and new estimates of momentum alphas 0 1 1 49 0 3 6 241
Corporate Investment and Asset Price Dynamics: Implications for SEO Event Studies and Long‐Run Performance 0 0 1 150 0 0 2 432
Forecasting multifractal volatility 0 1 6 239 0 3 16 568
Horizon Effects in Average Returns: The Role of Slow Information Diffusion 0 0 0 9 0 1 1 39
Leaders, Followers, and Risk Dynamics in Industry Equilibrium 0 0 0 16 0 0 1 60
Macroeconomic Attention and Announcement Risk Premia 0 0 5 13 0 1 18 61
Monetary policy and corporate default 1 1 4 67 2 2 9 312
Multifractality In Asset Returns: Theory And Evidence 0 1 7 469 2 3 16 1,094
Multifrequency jump-diffusions: An equilibrium approach 0 0 0 26 0 0 1 187
Multifrequency news and stock returns 0 0 1 77 0 0 1 305
Reputation and Managerial Truth‐Telling as Self‐Insurance 0 0 0 7 0 0 0 52
SEO Risk Dynamics 0 1 1 24 1 2 2 100
Staying on Top of the Curve: A Cascade Model of Term Structure Dynamics 0 0 1 12 1 2 5 47
Volatility comovement: a multifrequency approach 0 0 1 132 0 1 4 328
What is beneath the surface? Option pricing with multifrequency latent states 0 0 1 10 0 0 2 89
Total Journal Articles 1 5 29 1,300 6 18 84 3,915

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Multifractal Volatility 0 0 0 15 0 0 1 46
Total Books 0 0 0 15 0 0 1 46

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Statistics updated 2025-05-12