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 1 5 107
A Multifractal Model of Asset Returns 0 1 9 3,047 1 9 39 7,008
A Multifractal Model of Assets Returns 0 0 2 432 0 0 4 927
Corporate Investment and Asset Price Dynamics: Implications for Post-SEO Performance 0 0 0 0 1 2 9 623
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 0 1 7 72
Large Deviation Theory and the Distribution of Price Changes 0 0 0 0 1 2 2 113
Large Deviations and the Distribution of Price Changes 1 2 3 434 1 2 6 903
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 1 7 114
Multifractality in Asset Returns: Theory and Evidence 0 1 1 1 1 4 7 58
Multifractality of Deutschemark/US Dollar Exchange Rates 0 0 3 581 0 1 5 1,844
Multifractality of US Dollar/Deutsche Mark Exchange Rates 0 0 0 0 0 0 4 77
Multifrequency Jump-Diffusions: An Equilibrium Approach 0 0 0 90 1 2 2 337
Multifrequency News and Stock Returns 0 0 0 0 0 1 3 35
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 2 44
Multifrequency news and stock returns 0 0 0 0 0 0 0 57
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 1 1 2 210 2 2 5 411
Regime-Switching and the Estimation of Multifractal Processes 0 0 0 63 0 0 0 192
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 5 21 5,930 8 29 119 15,451

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 0 0 6 241
Corporate Investment and Asset Price Dynamics: Implications for SEO Event Studies and Long‐Run Performance 0 0 0 150 0 2 3 434
Forecasting multifractal volatility 0 1 5 240 0 2 13 570
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 0 1 60
Macroeconomic Attention and Announcement Risk Premia 0 0 2 13 0 2 13 63
Monetary policy and corporate default 0 1 4 67 0 4 11 314
Multifractality In Asset Returns: Theory And Evidence 1 2 9 471 2 7 20 1,099
Multifrequency jump-diffusions: An equilibrium approach 0 0 0 26 0 0 1 187
Multifrequency news and stock returns 0 0 1 77 0 1 2 306
Reputation and Managerial Truth‐Telling as Self‐Insurance 0 0 0 7 0 0 0 52
SEO Risk Dynamics 0 0 1 24 0 1 2 100
Staying on Top of the Curve: A Cascade Model of Term Structure Dynamics 0 0 1 12 0 2 5 48
Volatility comovement: a multifrequency approach 1 1 2 133 2 2 5 330
What is beneath the surface? Option pricing with multifrequency latent states 0 0 1 10 0 0 2 89
Total Journal Articles 2 5 27 1,304 4 23 85 3,932

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 0 0 1 46
Total Books 0 0 0 15 0 0 1 46

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Statistics updated 2025-07-04