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 0 0 5 107
A Multifractal Model of Asset Returns 1 2 9 3,049 3 9 42 7,016
A Multifractal Model of Assets Returns 0 0 2 432 0 1 5 928
Corporate Investment and Asset Price Dynamics: Implications for Post-SEO Performance 0 0 0 0 0 1 8 623
Forecasting Multifractal Volatility 0 0 0 598 0 0 2 1,000
Forecasting multifractal volatility 0 0 0 4 0 0 5 83
How to Forecast Long-Run Volatility: Regime Switching and the Estimation of Multifractal Processes 0 0 1 3 1 2 6 74
Large Deviation Theory and the Distribution of Price Changes 0 0 0 0 0 1 2 113
Large Deviations and the Distribution of Price Changes 1 3 5 436 1 3 8 905
Multifractal Volatility: Theory, Estimation and Forecasting 0 0 0 0 0 0 0 22
Multifractal Volatility: Theory, Forecasting and Pricing 0 0 0 0 0 2 6 116
Multifractality in Asset Returns: Theory and Evidence 0 0 1 1 0 2 8 59
Multifractality of Deutschemark/US Dollar Exchange Rates 0 0 3 581 1 2 7 1,846
Multifractality of US Dollar/Deutsche Mark Exchange Rates 0 0 0 0 0 0 3 77
Multifrequency Jump-Diffusions: An Equilibrium Approach 0 0 0 90 0 2 3 338
Multifrequency News and Stock Returns 0 0 0 0 1 2 5 37
Multifrequency News and Stock Returns 0 0 0 58 0 0 2 278
Multifrequency jump-diffusions: An equilibrium approach 0 0 0 0 0 1 3 45
Multifrequency news and stock returns 0 0 0 0 0 1 1 58
Multivariate Stock Returns Around Extreme Events: A Reassessment of Economic Fundamentals and the 1987 Market Crash 0 0 0 164 0 0 2 418
Regime-Switching and the Estimation of Multifractal Processes 0 0 0 63 0 0 0 192
Regime-Switching and the Estimation of Multifractal Processes 0 1 1 210 1 3 5 412
Volatility Comovement: A Multifrequency Approach 0 0 0 243 0 0 1 670
Volatility Comovement: a multifrequency approach 0 0 0 2 0 0 0 58
Total Working Papers 2 6 22 5,934 8 32 129 15,475

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 1 1 7 242
Corporate Investment and Asset Price Dynamics: Implications for SEO Event Studies and Long‐Run Performance 0 0 0 150 0 0 3 434
Forecasting multifractal volatility 1 1 6 241 1 2 13 572
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 0 1 1 61
Macroeconomic Attention and Announcement Risk Premia 0 1 3 14 2 5 16 68
Monetary policy and corporate default 0 0 2 67 0 0 8 314
Multifractality In Asset Returns: Theory And Evidence 0 1 8 471 2 4 21 1,101
Multifrequency jump-diffusions: An equilibrium approach 0 0 0 26 1 3 4 190
Multifrequency news and stock returns 0 0 1 77 0 1 3 307
Reputation and Managerial Truth‐Telling as Self‐Insurance 0 0 0 7 0 0 0 52
SEO Risk Dynamics 0 0 1 24 0 0 2 100
Staying on Top of the Curve: A Cascade Model of Term Structure Dynamics 0 0 0 12 0 2 5 50
Volatility comovement: a multifrequency approach 0 2 3 134 0 3 6 331
What is beneath the surface? Option pricing with multifrequency latent states 0 0 1 10 0 2 3 91
Total Journal Articles 1 5 26 1,307 7 24 93 3,952

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 2 3 48
Total Books 0 0 0 15 2 2 3 48

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Statistics updated 2025-09-05