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 3 12 119
A Multifractal Model of Asset Returns 1 2 5 3,052 11 28 84 7,091
A Multifractal Model of Assets Returns 0 0 1 433 1 7 19 946
Corporate Investment and Asset Price Dynamics: Implications for Post-SEO Performance 0 0 0 0 1 4 18 640
Forecasting Multifractal Volatility 0 0 0 598 0 2 7 1,007
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 2 12 84
Large Deviation Theory and the Distribution of Price Changes 0 0 0 0 0 1 8 120
Large Deviations and the Distribution of Price Changes 0 0 4 437 1 5 13 915
Multifractal Volatility: Theory, Estimation and Forecasting 0 0 0 0 0 2 4 26
Multifractal Volatility: Theory, Forecasting and Pricing 0 0 0 0 0 3 17 131
Multifractality in Asset Returns: Theory and Evidence 0 0 0 1 0 1 14 71
Multifractality of Deutschemark/US Dollar Exchange Rates 0 0 2 583 1 2 16 1,860
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 0 3 9 345
Multifrequency News and Stock Returns 0 0 0 58 1 5 12 290
Multifrequency News and Stock Returns 0 0 0 0 0 7 18 53
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 1 1 10 428
Regime-Switching and the Estimation of Multifractal Processes 0 0 4 213 1 3 22 431
Regime-Switching and the Estimation of Multifractal Processes 0 0 0 63 1 3 14 206
Volatility Comovement: A Multifrequency Approach 0 0 0 243 1 2 16 686
Volatility Comovement: a multifrequency approach 0 0 0 2 0 4 11 69
Total Working Papers 1 2 16 5,944 20 98 373 15,816


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 9 83 324
Corporate Investment and Asset Price Dynamics: Implications for SEO Event Studies and Long‐Run Performance 0 0 1 151 1 5 12 446
Forecasting multifractal volatility 0 1 3 243 2 7 28 598
Horizon Effects in Average Returns: The Role of Slow Information Diffusion 1 1 1 10 1 3 8 47
Leaders, Followers, and Risk Dynamics in Industry Equilibrium 0 0 0 16 1 1 13 73
Macroeconomic Attention and Announcement Risk Premia 1 2 4 17 3 10 33 96
Monetary policy and corporate default 0 0 1 68 1 6 19 333
Multifractality In Asset Returns: Theory And Evidence 2 3 5 475 3 10 29 1,126
Multifrequency jump-diffusions: An equilibrium approach 0 0 0 26 0 5 19 206
Multifrequency news and stock returns 0 0 0 77 0 2 6 312
Reputation and Managerial Truth‐Telling as Self‐Insurance 0 0 0 7 0 1 6 58
SEO Risk Dynamics 0 2 2 26 1 8 15 115
Staying on Top of the Curve: A Cascade Model of Term Structure Dynamics 0 0 0 12 2 5 17 65
Volatility comovement: a multifrequency approach 0 1 3 135 1 7 22 350
What is beneath the surface? Option pricing with multifrequency latent states 0 1 1 11 1 6 19 108
Total Journal Articles 4 12 22 1,324 17 85 329 4,257


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Multifractal Volatility 0 0 1 16 1 6 17 63
Total Books 0 0 1 16 1 6 17 63


Statistics updated 2026-06-04