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 4 8 10 115
A Multifractal Model of Asset Returns 1 1 6 3,050 6 31 61 7,051
A Multifractal Model of Assets Returns 0 1 1 433 5 9 12 937
Corporate Investment and Asset Price Dynamics: Implications for Post-SEO Performance 0 0 0 0 2 11 14 634
Forecasting Multifractal Volatility 0 0 0 598 1 5 6 1,005
Forecasting multifractal volatility 0 0 0 4 1 4 7 88
How to Forecast Long-Run Volatility: Regime Switching and the Estimation of Multifractal Processes 0 0 0 3 1 6 11 81
Large Deviation Theory and the Distribution of Price Changes 0 0 0 0 2 4 8 119
Large Deviations and the Distribution of Price Changes 0 0 5 437 2 2 8 909
Multifractal Volatility: Theory, Estimation and Forecasting 0 0 0 0 0 1 2 24
Multifractal Volatility: Theory, Forecasting and Pricing 0 0 0 0 9 11 16 128
Multifractality in Asset Returns: Theory and Evidence 0 0 1 1 4 7 16 69
Multifractality of Deutschemark/US Dollar Exchange Rates 0 0 4 583 4 6 13 1,854
Multifractality of US Dollar/Deutsche Mark Exchange Rates 0 0 0 0 2 4 7 83
Multifrequency Jump-Diffusions: An Equilibrium Approach 0 0 0 90 1 4 7 342
Multifrequency News and Stock Returns 0 0 0 0 5 9 13 46
Multifrequency News and Stock Returns 0 0 0 58 4 6 9 285
Multifrequency jump-diffusions: An equilibrium approach 0 0 0 0 1 2 5 48
Multifrequency news and stock returns 0 0 0 0 3 5 8 65
Multivariate Stock Returns Around Extreme Events: A Reassessment of Economic Fundamentals and the 1987 Market Crash 0 0 0 164 6 8 10 427
Regime-Switching and the Estimation of Multifractal Processes 1 1 3 212 3 6 18 425
Regime-Switching and the Estimation of Multifractal Processes 0 0 0 63 7 10 11 203
Volatility Comovement: A Multifrequency Approach 0 0 0 243 5 10 11 681
Volatility Comovement: a multifrequency approach 0 0 0 2 5 5 6 64
Total Working Papers 2 3 20 5,941 83 174 289 15,683

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 35 68 72 310
Corporate Investment and Asset Price Dynamics: Implications for SEO Event Studies and Long‐Run Performance 0 0 1 151 1 5 8 440
Forecasting multifractal volatility 0 0 4 242 8 14 26 591
Horizon Effects in Average Returns: The Role of Slow Information Diffusion 0 0 0 9 5 5 6 44
Leaders, Followers, and Risk Dynamics in Industry Equilibrium 0 0 0 16 5 8 11 71
Macroeconomic Attention and Announcement Risk Premia 0 1 2 15 2 10 25 85
Monetary policy and corporate default 0 1 2 68 4 8 16 326
Multifractality In Asset Returns: Theory And Evidence 0 0 4 472 4 9 23 1,114
Multifrequency jump-diffusions: An equilibrium approach 0 0 0 26 10 11 14 201
Multifrequency news and stock returns 0 0 0 77 0 2 5 310
Reputation and Managerial Truth‐Telling as Self‐Insurance 0 0 0 7 2 4 5 57
SEO Risk Dynamics 0 0 1 24 5 6 9 107
Staying on Top of the Curve: A Cascade Model of Term Structure Dynamics 0 0 0 12 2 9 14 59
Volatility comovement: a multifrequency approach 0 0 2 134 5 10 16 343
What is beneath the surface? Option pricing with multifrequency latent states 0 0 0 10 2 6 9 98
Total Journal Articles 0 2 17 1,312 90 175 259 4,156

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 5 9 55
Total Books 0 0 0 15 2 5 9 55

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Statistics updated 2026-02-12