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 2 7 3,056 6 20 105 7,125
A Multifractal Model of Asset Returns 0 0 0 0 3 4 17 124
A Multifractal Model of Assets Returns 1 2 5 437 2 3 25 953
Corporate Investment and Asset Price Dynamics: Implications for Post-SEO Performance 0 0 0 0 1 2 19 642
Forecasting Multifractal Volatility 0 0 0 598 2 2 11 1,011
Forecasting multifractal volatility 0 0 0 4 3 5 11 95
How to Forecast Long-Run Volatility: Regime Switching and the Estimation of Multifractal Processes 0 0 0 3 4 5 14 89
Large Deviation Theory and the Distribution of Price Changes 0 0 0 0 2 3 8 123
Large Deviations and the Distribution of Price Changes 0 0 0 437 3 6 15 922
Multifractal Volatility: Theory, Estimation and Forecasting 0 0 0 0 2 2 5 28
Multifractal Volatility: Theory, Forecasting and Pricing 0 0 0 0 0 1 17 134
Multifractality in Asset Returns: Theory and Evidence 0 0 0 1 3 3 12 74
Multifractality of Deutschemark/US Dollar Exchange Rates 0 0 1 584 2 5 19 1,867
Multifractality of US Dollar/Deutsche Mark Exchange Rates 0 0 0 0 1 1 10 89
Multifrequency Jump-Diffusions: An Equilibrium Approach 0 0 0 90 1 2 10 348
Multifrequency News and Stock Returns 1 1 2 60 3 3 16 295
Multifrequency News and Stock Returns 0 0 0 0 2 3 19 56
Multifrequency jump-diffusions: An equilibrium approach 0 0 0 0 1 1 6 52
Multifrequency news and stock returns 0 0 0 0 0 1 11 71
Multivariate Stock Returns Around Extreme Events: A Reassessment of Economic Fundamentals and the 1987 Market Crash 0 0 0 164 2 2 15 434
Regime-Switching and the Estimation of Multifractal Processes 0 0 2 213 2 6 21 440
Regime-Switching and the Estimation of Multifractal Processes 0 0 0 63 0 0 13 206
Volatility Comovement: A Multifrequency Approach 0 0 0 243 2 3 18 689
Volatility Comovement: a multifrequency approach 0 0 0 2 2 2 12 71
Total Working Papers 2 5 17 5,955 49 85 429 15,938


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 0 1 50 1 4 88 330
Corporate Investment and Asset Price Dynamics: Implications for SEO Event Studies and Long‐Run Performance 0 0 0 151 3 5 18 453
Forecasting multifractal volatility 0 1 2 244 2 4 28 605
Horizon Effects in Average Returns: The Role of Slow Information Diffusion 0 0 1 10 3 4 13 52
Leaders, Followers, and Risk Dynamics in Industry Equilibrium 0 0 0 16 2 3 13 76
Macroeconomic Attention and Announcement Risk Premia 1 1 4 18 8 11 33 108
Monetary policy and corporate default 0 0 1 68 1 3 20 338
Multifractality In Asset Returns: Theory And Evidence 0 0 5 477 8 14 41 1,146
Multifrequency jump-diffusions: An equilibrium approach 0 0 0 26 1 2 21 211
Multifrequency news and stock returns 0 0 1 78 5 8 13 321
Reputation and Managerial Truth‐Telling as Self‐Insurance 0 0 0 7 1 1 6 59
SEO Risk Dynamics 0 0 2 26 4 4 18 119
Staying on Top of the Curve: A Cascade Model of Term Structure Dynamics 0 0 0 12 1 1 16 66
Volatility comovement: a multifrequency approach 0 1 2 136 2 4 23 356
What is beneath the surface? Option pricing with multifrequency latent states 0 0 1 11 2 5 22 114
Total Journal Articles 1 3 20 1,330 44 73 373 4,354


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Multifractal Volatility 0 0 2 17 3 4 18 68
Total Books 0 0 2 17 3 4 18 68


Statistics updated 2026-11-12