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 3 7 3,056 3 19 101 7,119
A Multifractal Model of Asset Returns 0 0 0 0 0 1 14 121
A Multifractal Model of Assets Returns 0 1 4 436 0 2 23 951
Corporate Investment and Asset Price Dynamics: Implications for Post-SEO Performance 0 0 0 0 1 1 18 641
Forecasting Multifractal Volatility 0 0 0 598 0 0 9 1,009
Forecasting multifractal volatility 0 0 0 4 2 2 9 92
How to Forecast Long-Run Volatility: Regime Switching and the Estimation of Multifractal Processes 0 0 0 3 0 1 11 85
Large Deviation Theory and the Distribution of Price Changes 0 0 0 0 0 1 7 121
Large Deviations and the Distribution of Price Changes 0 0 0 437 2 3 12 919
Multifractal Volatility: Theory, Estimation and Forecasting 0 0 0 0 0 0 4 26
Multifractal Volatility: Theory, Forecasting and Pricing 0 0 0 0 0 2 17 134
Multifractality in Asset Returns: Theory and Evidence 0 0 0 1 0 0 11 71
Multifractality of Deutschemark/US Dollar Exchange Rates 0 1 2 584 0 4 18 1,865
Multifractality of US Dollar/Deutsche Mark Exchange Rates 0 0 0 0 0 0 10 88
Multifrequency Jump-Diffusions: An Equilibrium Approach 0 0 0 90 0 1 9 347
Multifrequency News and Stock Returns 0 0 1 59 0 0 14 292
Multifrequency News and Stock Returns 0 0 0 0 1 1 17 54
Multifrequency jump-diffusions: An equilibrium approach 0 0 0 0 0 1 6 51
Multifrequency news and stock returns 0 0 0 0 0 1 13 71
Multivariate Stock Returns Around Extreme Events: A Reassessment of Economic Fundamentals and the 1987 Market Crash 0 0 0 164 0 0 14 432
Regime-Switching and the Estimation of Multifractal Processes 0 0 0 63 0 0 14 206
Regime-Switching and the Estimation of Multifractal Processes 0 0 2 213 2 4 24 438
Volatility Comovement: A Multifrequency Approach 0 0 0 243 1 1 17 687
Volatility Comovement: a multifrequency approach 0 0 0 2 0 0 11 69
Total Working Papers 0 5 16 5,953 12 45 403 15,889


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 3 5 87 329
Corporate Investment and Asset Price Dynamics: Implications for SEO Event Studies and Long‐Run Performance 0 0 1 151 1 4 16 450
Forecasting multifractal volatility 0 1 3 244 1 3 31 603
Horizon Effects in Average Returns: The Role of Slow Information Diffusion 0 0 1 10 1 2 10 49
Leaders, Followers, and Risk Dynamics in Industry Equilibrium 0 0 0 16 0 1 12 74
Macroeconomic Attention and Announcement Risk Premia 0 0 3 17 3 4 28 100
Monetary policy and corporate default 0 0 1 68 1 3 22 337
Multifractality In Asset Returns: Theory And Evidence 0 0 5 477 1 7 34 1,138
Multifrequency jump-diffusions: An equilibrium approach 0 0 0 26 1 2 20 210
Multifrequency news and stock returns 0 0 1 78 0 3 9 316
Reputation and Managerial Truth‐Telling as Self‐Insurance 0 0 0 7 0 0 6 58
SEO Risk Dynamics 0 0 2 26 0 0 15 115
Staying on Top of the Curve: A Cascade Model of Term Structure Dynamics 0 0 0 12 0 0 15 65
Volatility comovement: a multifrequency approach 1 1 2 136 1 3 22 354
What is beneath the surface? Option pricing with multifrequency latent states 0 0 1 11 3 4 21 112
Total Journal Articles 1 2 21 1,329 16 41 348 4,310


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Multifractal Volatility 0 0 2 17 1 1 16 65
Total Books 0 0 2 17 1 1 16 65


Statistics updated 2026-10-11