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 2 7 12 118
A Multifractal Model of Asset Returns 0 1 4 3,050 5 23 69 7,068
A Multifractal Model of Assets Returns 0 0 1 433 1 8 13 940
Corporate Investment and Asset Price Dynamics: Implications for Post-SEO Performance 0 0 0 0 1 5 16 637
Forecasting Multifractal Volatility 0 0 0 598 0 1 5 1,005
Forecasting multifractal volatility 0 0 0 4 0 2 6 89
How to Forecast Long-Run Volatility: Regime Switching and the Estimation of Multifractal Processes 0 0 0 3 1 3 12 83
Large Deviation Theory and the Distribution of Price Changes 0 0 0 0 0 2 8 119
Large Deviations and the Distribution of Price Changes 0 0 5 437 2 5 11 912
Multifractal Volatility: Theory, Estimation and Forecasting 0 0 0 0 0 0 2 24
Multifractal Volatility: Theory, Forecasting and Pricing 0 0 0 0 2 11 17 130
Multifractality in Asset Returns: Theory and Evidence 0 0 1 1 0 5 16 70
Multifractality of Deutschemark/US Dollar Exchange Rates 0 0 2 583 0 8 15 1,858
Multifractality of US Dollar/Deutsche Mark Exchange Rates 0 0 0 0 0 5 9 86
Multifrequency Jump-Diffusions: An Equilibrium Approach 0 0 0 90 1 2 8 343
Multifrequency News and Stock Returns 0 0 0 0 0 5 12 46
Multifrequency News and Stock Returns 0 0 0 58 2 6 9 287
Multifrequency jump-diffusions: An equilibrium approach 0 0 0 0 0 1 5 48
Multifrequency news and stock returns 0 0 0 0 0 3 8 65
Multivariate Stock Returns Around Extreme Events: A Reassessment of Economic Fundamentals and the 1987 Market Crash 0 0 0 164 0 6 9 427
Regime-Switching and the Estimation of Multifractal Processes 0 2 4 213 2 8 21 430
Regime-Switching and the Estimation of Multifractal Processes 0 0 0 63 0 7 11 203
Volatility Comovement: A Multifrequency Approach 0 0 0 243 1 9 15 685
Volatility Comovement: a multifrequency approach 0 0 0 2 1 7 8 66
Total Working Papers 0 3 17 5,942 21 139 317 15,739


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 0 49 7 47 81 322
Corporate Investment and Asset Price Dynamics: Implications for SEO Event Studies and Long‐Run Performance 0 0 1 151 1 3 10 442
Forecasting multifractal volatility 0 0 3 242 1 9 24 592
Horizon Effects in Average Returns: The Role of Slow Information Diffusion 0 0 0 9 1 6 6 45
Leaders, Followers, and Risk Dynamics in Industry Equilibrium 0 0 0 16 0 6 12 72
Macroeconomic Attention and Announcement Risk Premia 1 1 3 16 3 6 28 89
Monetary policy and corporate default 0 0 2 68 1 6 18 328
Multifractality In Asset Returns: Theory And Evidence 0 0 3 472 3 9 27 1,119
Multifrequency jump-diffusions: An equilibrium approach 0 0 0 26 2 12 16 203
Multifrequency news and stock returns 0 0 0 77 1 1 6 311
Reputation and Managerial Truth‐Telling as Self‐Insurance 0 0 0 7 0 2 5 57
SEO Risk Dynamics 0 0 0 24 1 6 9 108
Staying on Top of the Curve: A Cascade Model of Term Structure Dynamics 0 0 0 12 0 3 14 60
Volatility comovement: a multifrequency approach 1 1 3 135 4 9 19 347
What is beneath the surface? Option pricing with multifrequency latent states 1 1 1 11 4 10 17 106
Total Journal Articles 3 3 16 1,315 29 135 292 4,201


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 0 4 11 57
Total Books 0 1 1 16 0 4 11 57


Statistics updated 2026-04-09