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 4 12 119
A Multifractal Model of Asset Returns 1 1 5 3,051 12 29 78 7,080
A Multifractal Model of Assets Returns 0 0 1 433 5 8 18 945
Corporate Investment and Asset Price Dynamics: Implications for Post-SEO Performance 0 0 0 0 2 5 18 639
Forecasting Multifractal Volatility 0 0 0 598 2 2 7 1,007
Forecasting multifractal volatility 0 0 0 4 1 2 7 90
How to Forecast Long-Run Volatility: Regime Switching and the Estimation of Multifractal Processes 0 0 0 3 1 3 12 84
Large Deviation Theory and the Distribution of Price Changes 0 0 0 0 1 1 9 120
Large Deviations and the Distribution of Price Changes 0 0 5 437 2 5 13 914
Multifractal Volatility: Theory, Estimation and Forecasting 0 0 0 0 2 2 4 26
Multifractal Volatility: Theory, Forecasting and Pricing 0 0 0 0 1 3 18 131
Multifractality in Asset Returns: Theory and Evidence 0 0 0 1 1 2 15 71
Multifractality of Deutschemark/US Dollar Exchange Rates 0 0 2 583 1 5 15 1,859
Multifractality of US Dollar/Deutsche Mark Exchange Rates 0 0 0 0 2 5 11 88
Multifrequency Jump-Diffusions: An Equilibrium Approach 0 0 0 90 2 3 9 345
Multifrequency News and Stock Returns 0 0 0 0 7 7 19 53
Multifrequency News and Stock Returns 0 0 0 58 2 4 11 289
Multifrequency jump-diffusions: An equilibrium approach 0 0 0 0 2 2 7 50
Multifrequency news and stock returns 0 0 0 0 5 5 13 70
Multivariate Stock Returns Around Extreme Events: A Reassessment of Economic Fundamentals and the 1987 Market Crash 0 0 0 164 0 0 9 427
Regime-Switching and the Estimation of Multifractal Processes 0 1 4 213 0 5 21 430
Regime-Switching and the Estimation of Multifractal Processes 0 0 0 63 2 2 13 205
Volatility Comovement: A Multifrequency Approach 0 0 0 243 0 4 15 685
Volatility Comovement: a multifrequency approach 0 0 0 2 3 5 11 69
Total Working Papers 1 2 17 5,943 57 113 365 15,796

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 1 1 1 50 2 14 83 324
Corporate Investment and Asset Price Dynamics: Implications for SEO Event Studies and Long‐Run Performance 0 0 1 151 3 5 13 445
Forecasting multifractal volatility 1 1 4 243 4 5 28 596
Horizon Effects in Average Returns: The Role of Slow Information Diffusion 0 0 0 9 1 2 7 46
Leaders, Followers, and Risk Dynamics in Industry Equilibrium 0 0 0 16 0 1 12 72
Macroeconomic Attention and Announcement Risk Premia 0 1 3 16 4 8 32 93
Monetary policy and corporate default 0 0 1 68 4 6 20 332
Multifractality In Asset Returns: Theory And Evidence 1 1 4 473 4 9 29 1,123
Multifrequency jump-diffusions: An equilibrium approach 0 0 0 26 3 5 19 206
Multifrequency news and stock returns 0 0 0 77 1 2 7 312
Reputation and Managerial Truth‐Telling as Self‐Insurance 0 0 0 7 1 1 6 58
SEO Risk Dynamics 2 2 2 26 6 7 14 114
Staying on Top of the Curve: A Cascade Model of Term Structure Dynamics 0 0 0 12 3 4 16 63
Volatility comovement: a multifrequency approach 0 1 3 135 2 6 21 349
What is beneath the surface? Option pricing with multifrequency latent states 0 1 1 11 1 9 18 107
Total Journal Articles 5 8 20 1,320 39 84 325 4,240

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Multifractal Volatility 0 1 1 16 5 7 16 62
Total Books 0 1 1 16 5 7 16 62

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Statistics updated 2026-05-06