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 5 3,049 23 27 58 7,045
A Multifractal Model of Asset Returns 0 0 0 0 3 4 7 111
A Multifractal Model of Assets Returns 0 1 1 433 3 4 7 932
Corporate Investment and Asset Price Dynamics: Implications for Post-SEO Performance 0 0 0 0 4 9 14 632
Forecasting Multifractal Volatility 0 0 0 598 1 4 5 1,004
Forecasting multifractal volatility 0 0 0 4 0 4 6 87
How to Forecast Long-Run Volatility: Regime Switching and the Estimation of Multifractal Processes 0 0 0 3 4 6 10 80
Large Deviation Theory and the Distribution of Price Changes 0 0 0 0 1 3 6 117
Large Deviations and the Distribution of Price Changes 0 0 5 437 0 0 6 907
Multifractal Volatility: Theory, Estimation and Forecasting 0 0 0 0 0 2 2 24
Multifractal Volatility: Theory, Forecasting and Pricing 0 0 0 0 0 2 7 119
Multifractality in Asset Returns: Theory and Evidence 0 0 1 1 1 5 12 65
Multifractality of Deutschemark/US Dollar Exchange Rates 0 1 4 583 1 3 9 1,850
Multifractality of US Dollar/Deutsche Mark Exchange Rates 0 0 0 0 2 3 5 81
Multifrequency Jump-Diffusions: An Equilibrium Approach 0 0 0 90 2 3 6 341
Multifrequency News and Stock Returns 0 0 0 58 1 3 5 281
Multifrequency News and Stock Returns 0 0 0 0 1 4 9 41
Multifrequency jump-diffusions: An equilibrium approach 0 0 0 0 1 2 4 47
Multifrequency news and stock returns 0 0 0 0 0 4 5 62
Multivariate Stock Returns Around Extreme Events: A Reassessment of Economic Fundamentals and the 1987 Market Crash 0 0 0 164 1 3 4 421
Regime-Switching and the Estimation of Multifractal Processes 0 0 2 211 1 8 15 422
Regime-Switching and the Estimation of Multifractal Processes 0 0 0 63 2 4 4 196
Volatility Comovement: A Multifrequency Approach 0 0 0 243 1 6 6 676
Volatility Comovement: a multifrequency approach 0 0 0 2 0 1 1 59
Total Working Papers 0 2 18 5,939 53 114 213 15,600

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 19 33 37 275
Corporate Investment and Asset Price Dynamics: Implications for SEO Event Studies and Long‐Run Performance 0 1 1 151 1 5 8 439
Forecasting multifractal volatility 0 1 5 242 5 11 20 583
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 4 6 66
Macroeconomic Attention and Announcement Risk Premia 1 1 2 15 5 11 24 83
Monetary policy and corporate default 0 1 2 68 1 7 12 322
Multifractality In Asset Returns: Theory And Evidence 0 0 6 472 2 6 23 1,110
Multifrequency jump-diffusions: An equilibrium approach 0 0 0 26 1 1 5 191
Multifrequency news and stock returns 0 0 0 77 1 3 5 310
Reputation and Managerial Truth‐Telling as Self‐Insurance 0 0 0 7 2 3 3 55
SEO Risk Dynamics 0 0 1 24 1 2 4 102
Staying on Top of the Curve: A Cascade Model of Term Structure Dynamics 0 0 0 12 5 7 12 57
Volatility comovement: a multifrequency approach 0 0 3 134 1 6 13 338
What is beneath the surface? Option pricing with multifrequency latent states 0 0 1 10 1 5 8 96
Total Journal Articles 1 4 22 1,312 46 104 181 4,066

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 7 53
Total Books 0 0 0 15 1 4 7 53

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Statistics updated 2026-01-09