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 1 2 14 121
A Multifractal Model of Asset Returns 2 4 7 3,056 11 25 100 7,116
A Multifractal Model of Assets Returns 1 3 4 436 1 5 23 951
Corporate Investment and Asset Price Dynamics: Implications for Post-SEO Performance 0 0 0 0 0 0 17 640
Forecasting Multifractal Volatility 0 0 0 598 0 2 9 1,009
Forecasting multifractal volatility 0 0 0 4 0 0 7 90
How to Forecast Long-Run Volatility: Regime Switching and the Estimation of Multifractal Processes 0 0 0 3 1 1 11 85
Large Deviation Theory and the Distribution of Price Changes 0 0 0 0 1 1 8 121
Large Deviations and the Distribution of Price Changes 0 0 1 437 1 2 12 917
Multifractal Volatility: Theory, Estimation and Forecasting 0 0 0 0 0 0 4 26
Multifractal Volatility: Theory, Forecasting and Pricing 0 0 0 0 1 3 18 134
Multifractality in Asset Returns: Theory and Evidence 0 0 0 1 0 0 12 71
Multifractality of Deutschemark/US Dollar Exchange Rates 0 1 3 584 3 5 19 1,865
Multifractality of US Dollar/Deutsche Mark Exchange Rates 0 0 0 0 0 0 11 88
Multifrequency Jump-Diffusions: An Equilibrium Approach 0 0 0 90 1 2 9 347
Multifrequency News and Stock Returns 0 0 0 0 0 0 16 53
Multifrequency News and Stock Returns 0 1 1 59 0 2 14 292
Multifrequency jump-diffusions: An equilibrium approach 0 0 0 0 0 1 6 51
Multifrequency news and stock returns 0 0 0 0 1 1 13 71
Multivariate Stock Returns Around Extreme Events: A Reassessment of Economic Fundamentals and the 1987 Market Crash 0 0 0 164 0 4 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 3 213 2 5 24 436
Volatility Comovement: A Multifrequency Approach 0 0 0 243 0 0 16 686
Volatility Comovement: a multifrequency approach 0 0 0 2 0 0 11 69
Total Working Papers 3 9 19 5,953 24 61 402 15,877


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 0 2 84 326
Corporate Investment and Asset Price Dynamics: Implications for SEO Event Studies and Long‐Run Performance 0 0 1 151 1 3 15 449
Forecasting multifractal volatility 1 1 3 244 1 4 30 602
Horizon Effects in Average Returns: The Role of Slow Information Diffusion 0 0 1 10 0 1 9 48
Leaders, Followers, and Risk Dynamics in Industry Equilibrium 0 0 0 16 1 1 13 74
Macroeconomic Attention and Announcement Risk Premia 0 0 3 17 0 1 29 97
Monetary policy and corporate default 0 0 1 68 1 3 22 336
Multifractality In Asset Returns: Theory And Evidence 0 2 6 477 5 11 36 1,137
Multifrequency jump-diffusions: An equilibrium approach 0 0 0 26 0 3 19 209
Multifrequency news and stock returns 0 1 1 78 3 4 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 0 0 1 135 1 3 22 353
What is beneath the surface? Option pricing with multifrequency latent states 0 0 1 11 0 1 18 109
Total Journal Articles 1 4 21 1,328 13 37 342 4,294


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Multifractal Volatility 0 1 2 17 0 1 16 64
Total Books 0 1 2 17 0 1 16 64


Statistics updated 2026-09-10