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 1 3 6 3,053 9 32 92 7,100
A Multifractal Model of Asset Returns 0 0 0 0 1 2 13 120
A Multifractal Model of Assets Returns 2 2 3 435 3 9 22 949
Corporate Investment and Asset Price Dynamics: Implications for Post-SEO Performance 0 0 0 0 0 3 17 640
Forecasting Multifractal Volatility 0 0 0 598 2 4 9 1,009
Forecasting multifractal volatility 0 0 0 4 0 1 7 90
How to Forecast Long-Run Volatility: Regime Switching and the Estimation of Multifractal Processes 0 0 0 3 0 1 12 84
Large Deviation Theory and the Distribution of Price Changes 0 0 0 0 0 1 7 120
Large Deviations and the Distribution of Price Changes 0 0 3 437 1 4 13 916
Multifractal Volatility: Theory, Estimation and Forecasting 0 0 0 0 0 2 4 26
Multifractal Volatility: Theory, Forecasting and Pricing 0 0 0 0 1 2 18 132
Multifractality in Asset Returns: Theory and Evidence 0 0 0 1 0 1 13 71
Multifractality of Deutschemark/US Dollar Exchange Rates 0 0 2 583 1 3 17 1,861
Multifractality of US Dollar/Deutsche Mark Exchange Rates 0 0 0 0 0 2 11 88
Multifrequency Jump-Diffusions: An Equilibrium Approach 0 0 0 90 1 3 9 346
Multifrequency News and Stock Returns 0 0 0 0 0 7 18 53
Multifrequency News and Stock Returns 1 1 1 59 2 5 14 292
Multifrequency jump-diffusions: An equilibrium approach 0 0 0 0 0 2 6 50
Multifrequency news and stock returns 0 0 0 0 0 5 13 70
Multivariate Stock Returns Around Extreme Events: A Reassessment of Economic Fundamentals and the 1987 Market Crash 0 0 0 164 4 5 14 432
Regime-Switching and the Estimation of Multifractal Processes 0 0 3 213 3 4 23 434
Regime-Switching and the Estimation of Multifractal Processes 0 0 0 63 0 3 14 206
Volatility Comovement: A Multifrequency Approach 0 0 0 243 0 1 16 686
Volatility Comovement: a multifrequency approach 0 0 0 2 0 3 11 69
Total Working Papers 4 6 18 5,948 28 105 393 15,844


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 50 0 2 83 324
Corporate Investment and Asset Price Dynamics: Implications for SEO Event Studies and Long‐Run Performance 0 0 1 151 0 4 12 446
Forecasting multifractal volatility 0 1 3 243 2 8 30 600
Horizon Effects in Average Returns: The Role of Slow Information Diffusion 0 1 1 10 0 2 8 47
Leaders, Followers, and Risk Dynamics in Industry Equilibrium 0 0 0 16 0 1 13 73
Macroeconomic Attention and Announcement Risk Premia 0 1 4 17 0 7 33 96
Monetary policy and corporate default 0 0 1 68 1 6 20 334
Multifractality In Asset Returns: Theory And Evidence 2 5 6 477 5 12 32 1,131
Multifrequency jump-diffusions: An equilibrium approach 0 0 0 26 2 5 21 208
Multifrequency news and stock returns 1 1 1 78 1 2 7 313
Reputation and Managerial Truth‐Telling as Self‐Insurance 0 0 0 7 0 1 6 58
SEO Risk Dynamics 0 2 2 26 0 7 15 115
Staying on Top of the Curve: A Cascade Model of Term Structure Dynamics 0 0 0 12 0 5 17 65
Volatility comovement: a multifrequency approach 0 0 2 135 1 4 21 351
What is beneath the surface? Option pricing with multifrequency latent states 0 0 1 11 0 2 19 108
Total Journal Articles 3 12 23 1,327 12 68 337 4,269


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Multifractal Volatility 1 1 2 17 1 7 18 64
Total Books 1 1 2 17 1 7 18 64


Statistics updated 2026-07-10