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 1 5 3,050 12 41 69 7,063
A Multifractal Model of Asset Returns 0 0 0 0 1 8 10 116
A Multifractal Model of Assets Returns 0 0 1 433 2 10 12 939
Corporate Investment and Asset Price Dynamics: Implications for Post-SEO Performance 0 0 0 0 2 8 16 636
Forecasting Multifractal Volatility 0 0 0 598 0 2 5 1,005
Forecasting multifractal volatility 0 0 0 4 1 2 6 89
How to Forecast Long-Run Volatility: Regime Switching and the Estimation of Multifractal Processes 0 0 0 3 1 6 11 82
Large Deviation Theory and the Distribution of Price Changes 0 0 0 0 0 3 8 119
Large Deviations and the Distribution of Price Changes 0 0 5 437 1 3 9 910
Multifractal Volatility: Theory, Estimation and Forecasting 0 0 0 0 0 0 2 24
Multifractal Volatility: Theory, Forecasting and Pricing 0 0 0 0 0 9 16 128
Multifractality in Asset Returns: Theory and Evidence 0 0 1 1 1 6 17 70
Multifractality of Deutschemark/US Dollar Exchange Rates 0 0 2 583 4 9 15 1,858
Multifractality of US Dollar/Deutsche Mark Exchange Rates 0 0 0 0 3 7 9 86
Multifrequency Jump-Diffusions: An Equilibrium Approach 0 0 0 90 0 3 7 342
Multifrequency News and Stock Returns 0 0 0 0 0 6 12 46
Multifrequency News and Stock Returns 0 0 0 58 0 5 8 285
Multifrequency jump-diffusions: An equilibrium approach 0 0 0 0 0 2 5 48
Multifrequency news and stock returns 0 0 0 0 0 3 8 65
Multivariate Stock Returns Around Extreme Events: A Reassessment of Economic Fundamentals and the 1987 Market Crash 0 0 0 164 0 7 10 427
Regime-Switching and the Estimation of Multifractal Processes 0 0 0 63 0 9 11 203
Regime-Switching and the Estimation of Multifractal Processes 1 2 4 213 3 7 21 428
Volatility Comovement: A Multifrequency Approach 0 0 0 243 3 9 14 684
Volatility Comovement: a multifrequency approach 0 0 0 2 1 6 7 65
Total Working Papers 1 3 18 5,942 35 171 308 15,718


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 5 59 76 315
Corporate Investment and Asset Price Dynamics: Implications for SEO Event Studies and Long‐Run Performance 0 0 1 151 1 3 9 441
Forecasting multifractal volatility 0 0 3 242 0 13 23 591
Horizon Effects in Average Returns: The Role of Slow Information Diffusion 0 0 0 9 0 5 6 44
Leaders, Followers, and Risk Dynamics in Industry Equilibrium 0 0 0 16 1 7 12 72
Macroeconomic Attention and Announcement Risk Premia 0 1 2 15 1 8 25 86
Monetary policy and corporate default 0 0 2 68 1 6 17 327
Multifractality In Asset Returns: Theory And Evidence 0 0 4 472 2 8 25 1,116
Multifrequency jump-diffusions: An equilibrium approach 0 0 0 26 0 11 14 201
Multifrequency news and stock returns 0 0 0 77 0 1 5 310
Reputation and Managerial Truth‐Telling as Self‐Insurance 0 0 0 7 0 4 5 57
SEO Risk Dynamics 0 0 0 24 0 6 8 107
Staying on Top of the Curve: A Cascade Model of Term Structure Dynamics 0 0 0 12 1 8 14 60
Volatility comovement: a multifrequency approach 0 0 2 134 0 6 16 343
What is beneath the surface? Option pricing with multifrequency latent states 0 0 0 10 4 7 13 102
Total Journal Articles 0 1 15 1,312 16 152 268 4,172


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Multifractal Volatility 1 1 1 16 2 5 11 57
Total Books 1 1 1 16 2 5 11 57


Statistics updated 2026-03-04