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 1 6 3,049 2 7 37 7,020
A Multifractal Model of Asset Returns 0 0 0 0 0 0 4 107
A Multifractal Model of Assets Returns 0 0 1 432 0 0 4 928
Corporate Investment and Asset Price Dynamics: Implications for Post-SEO Performance 0 0 0 0 0 0 7 623
Forecasting Multifractal Volatility 0 0 0 598 0 0 2 1,000
Forecasting multifractal volatility 0 0 0 4 1 1 6 84
How to Forecast Long-Run Volatility: Regime Switching and the Estimation of Multifractal Processes 0 0 0 3 1 2 5 75
Large Deviation Theory and the Distribution of Price Changes 0 0 0 0 1 2 4 115
Large Deviations and the Distribution of Price Changes 0 2 6 437 0 3 8 907
Multifractal Volatility: Theory, Estimation and Forecasting 0 0 0 0 1 1 1 23
Multifractal Volatility: Theory, Forecasting and Pricing 0 0 0 0 0 1 5 117
Multifractality in Asset Returns: Theory and Evidence 0 0 1 1 2 3 9 62
Multifractality of Deutschemark/US Dollar Exchange Rates 1 2 5 583 1 3 8 1,848
Multifractality of US Dollar/Deutsche Mark Exchange Rates 0 0 0 0 1 2 4 79
Multifrequency Jump-Diffusions: An Equilibrium Approach 0 0 0 90 0 0 3 338
Multifrequency News and Stock Returns 0 0 0 0 0 1 5 37
Multifrequency News and Stock Returns 0 0 0 58 1 1 3 279
Multifrequency jump-diffusions: An equilibrium approach 0 0 0 0 1 1 4 46
Multifrequency news and stock returns 0 0 0 0 2 2 3 60
Multivariate Stock Returns Around Extreme Events: A Reassessment of Economic Fundamentals and the 1987 Market Crash 0 0 0 164 1 1 3 419
Regime-Switching and the Estimation of Multifractal Processes 0 1 2 211 5 8 12 419
Regime-Switching and the Estimation of Multifractal Processes 0 0 0 63 1 1 1 193
Volatility Comovement: A Multifrequency Approach 0 0 0 243 1 1 1 671
Volatility Comovement: a multifrequency approach 0 0 0 2 1 1 1 59
Total Working Papers 1 6 21 5,938 23 42 140 15,509

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 49 0 1 6 242
Corporate Investment and Asset Price Dynamics: Implications for SEO Event Studies and Long‐Run Performance 1 1 1 151 1 1 4 435
Forecasting multifractal volatility 1 2 7 242 5 6 18 577
Horizon Effects in Average Returns: The Role of Slow Information Diffusion 0 0 0 9 0 0 1 39
Leaders, Followers, and Risk Dynamics in Industry Equilibrium 0 0 0 16 1 2 3 63
Macroeconomic Attention and Announcement Risk Premia 0 0 1 14 3 9 18 75
Monetary policy and corporate default 0 0 1 67 3 4 11 318
Multifractality In Asset Returns: Theory And Evidence 0 1 7 472 1 6 22 1,105
Multifrequency jump-diffusions: An equilibrium approach 0 0 0 26 0 1 4 190
Multifrequency news and stock returns 0 0 0 77 1 1 3 308
Reputation and Managerial Truth‐Telling as Self‐Insurance 0 0 0 7 1 1 1 53
SEO Risk Dynamics 0 0 1 24 1 1 3 101
Staying on Top of the Curve: A Cascade Model of Term Structure Dynamics 0 0 0 12 0 0 5 50
Volatility comovement: a multifrequency approach 0 0 3 134 1 2 8 333
What is beneath the surface? Option pricing with multifrequency latent states 0 0 1 10 1 1 4 92
Total Journal Articles 2 4 23 1,310 19 36 111 3,981

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Multifractal Volatility 0 0 0 15 1 4 4 50
Total Books 0 0 0 15 1 4 4 50

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Statistics updated 2025-11-08