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 2 6 37 7,022
A Multifractal Model of Asset Returns 0 0 0 0 1 1 4 108
A Multifractal Model of Assets Returns 1 1 1 433 1 1 4 929
Corporate Investment and Asset Price Dynamics: Implications for Post-SEO Performance 0 0 0 0 5 5 11 628
Forecasting Multifractal Volatility 0 0 0 598 3 3 4 1,003
Forecasting multifractal volatility 0 0 0 4 3 4 8 87
How to Forecast Long-Run Volatility: Regime Switching and the Estimation of Multifractal Processes 0 0 0 3 1 2 6 76
Large Deviation Theory and the Distribution of Price Changes 0 0 0 0 1 3 5 116
Large Deviations and the Distribution of Price Changes 0 1 6 437 0 2 8 907
Multifractal Volatility: Theory, Estimation and Forecasting 0 0 0 0 1 2 2 24
Multifractal Volatility: Theory, Forecasting and Pricing 0 0 0 0 2 3 7 119
Multifractality in Asset Returns: Theory and Evidence 0 0 1 1 2 5 11 64
Multifractality of Deutschemark/US Dollar Exchange Rates 0 2 4 583 1 3 8 1,849
Multifractality of US Dollar/Deutsche Mark Exchange Rates 0 0 0 0 0 2 3 79
Multifrequency Jump-Diffusions: An Equilibrium Approach 0 0 0 90 1 1 4 339
Multifrequency News and Stock Returns 0 0 0 0 3 3 8 40
Multifrequency News and Stock Returns 0 0 0 58 1 2 4 280
Multifrequency jump-diffusions: An equilibrium approach 0 0 0 0 0 1 3 46
Multifrequency news and stock returns 0 0 0 0 2 4 5 62
Multivariate Stock Returns Around Extreme Events: A Reassessment of Economic Fundamentals and the 1987 Market Crash 0 0 0 164 1 2 3 420
Regime-Switching and the Estimation of Multifractal Processes 0 0 0 63 1 2 2 194
Regime-Switching and the Estimation of Multifractal Processes 0 1 2 211 2 9 14 421
Volatility Comovement: A Multifrequency Approach 0 0 0 243 4 5 5 675
Volatility Comovement: a multifrequency approach 0 0 0 2 0 1 1 59
Total Working Papers 1 5 19 5,939 38 72 167 15,547

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 14 14 18 256
Corporate Investment and Asset Price Dynamics: Implications for SEO Event Studies and Long‐Run Performance 0 1 1 151 3 4 7 438
Forecasting multifractal volatility 0 1 6 242 1 6 17 578
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 2 4 5 65
Macroeconomic Attention and Announcement Risk Premia 0 0 1 14 3 10 21 78
Monetary policy and corporate default 1 1 2 68 3 7 12 321
Multifractality In Asset Returns: Theory And Evidence 0 1 7 472 3 7 24 1,108
Multifrequency jump-diffusions: An equilibrium approach 0 0 0 26 0 0 4 190
Multifrequency news and stock returns 0 0 0 77 1 2 4 309
Reputation and Managerial Truth‐Telling as Self‐Insurance 0 0 0 7 0 1 1 53
SEO Risk Dynamics 0 0 1 24 0 1 3 101
Staying on Top of the Curve: A Cascade Model of Term Structure Dynamics 0 0 0 12 2 2 7 52
Volatility comovement: a multifrequency approach 0 0 3 134 4 6 12 337
What is beneath the surface? Option pricing with multifrequency latent states 0 0 1 10 3 4 7 95
Total Journal Articles 1 4 23 1,311 39 68 143 4,020

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 2 4 6 52
Total Books 0 0 0 15 2 4 6 52

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Statistics updated 2025-12-06