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 0 1 13 120
A Multifractal Model of Asset Returns 1 3 6 3,054 5 25 92 7,105
A Multifractal Model of Assets Returns 0 2 3 435 1 5 22 950
Corporate Investment and Asset Price Dynamics: Implications for Post-SEO Performance 0 0 0 0 0 1 17 640
Forecasting Multifractal Volatility 0 0 0 598 0 2 9 1,009
Forecasting multifractal volatility 0 0 0 4 0 0 7 90
How to Forecast Long-Run Volatility: Regime Switching and the Estimation of Multifractal Processes 0 0 0 3 0 0 11 84
Large Deviation Theory and the Distribution of Price Changes 0 0 0 0 0 0 7 120
Large Deviations and the Distribution of Price Changes 0 0 2 437 0 2 12 916
Multifractal Volatility: Theory, Estimation and Forecasting 0 0 0 0 0 0 4 26
Multifractal Volatility: Theory, Forecasting and Pricing 0 0 0 0 1 2 17 133
Multifractality in Asset Returns: Theory and Evidence 0 0 0 1 0 0 12 71
Multifractality of Deutschemark/US Dollar Exchange Rates 1 1 3 584 1 3 17 1,862
Multifractality of US Dollar/Deutsche Mark Exchange Rates 0 0 0 0 0 0 11 88
Multifrequency Jump-Diffusions: An Equilibrium Approach 0 0 0 90 0 1 8 346
Multifrequency News and Stock Returns 0 1 1 59 0 3 14 292
Multifrequency News and Stock Returns 0 0 0 0 0 0 17 53
Multifrequency jump-diffusions: An equilibrium approach 0 0 0 0 1 1 6 51
Multifrequency news and stock returns 0 0 0 0 0 0 12 70
Multivariate Stock Returns Around Extreme Events: A Reassessment of Economic Fundamentals and the 1987 Market Crash 0 0 0 164 0 5 14 432
Regime-Switching and the Estimation of Multifractal Processes 0 0 0 63 0 1 14 206
Regime-Switching and the Estimation of Multifractal Processes 0 0 3 213 0 4 23 434
Volatility Comovement: A Multifrequency Approach 0 0 0 243 0 1 16 686
Volatility Comovement: a multifrequency approach 0 0 0 2 0 0 11 69
Total Working Papers 2 7 18 5,950 9 57 386 15,853


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 2 2 85 326
Corporate Investment and Asset Price Dynamics: Implications for SEO Event Studies and Long‐Run Performance 0 0 1 151 2 3 14 448
Forecasting multifractal volatility 0 0 3 243 1 5 30 601
Horizon Effects in Average Returns: The Role of Slow Information Diffusion 0 1 1 10 1 2 9 48
Leaders, Followers, and Risk Dynamics in Industry Equilibrium 0 0 0 16 0 1 12 73
Macroeconomic Attention and Announcement Risk Premia 0 1 3 17 1 4 31 97
Monetary policy and corporate default 0 0 1 68 1 3 21 335
Multifractality In Asset Returns: Theory And Evidence 0 4 6 477 1 9 33 1,132
Multifrequency jump-diffusions: An equilibrium approach 0 0 0 26 1 3 20 209
Multifrequency news and stock returns 0 1 1 78 0 1 6 313
Reputation and Managerial Truth‐Telling as Self‐Insurance 0 0 0 7 0 0 6 58
SEO Risk Dynamics 0 0 2 26 0 1 15 115
Staying on Top of the Curve: A Cascade Model of Term Structure Dynamics 0 0 0 12 0 2 15 65
Volatility comovement: a multifrequency approach 0 0 1 135 1 3 21 352
What is beneath the surface? Option pricing with multifrequency latent states 0 0 1 11 1 2 18 109
Total Journal Articles 0 7 21 1,327 12 41 336 4,281


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Multifractal Volatility 0 1 2 17 0 2 18 64
Total Books 0 1 2 17 0 2 18 64


Statistics updated 2026-08-07