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 1 1 12 3,045 4 9 39 6,994
A Multifractal Model of Asset Returns 0 0 0 0 1 2 9 106
A Multifractal Model of Assets Returns 0 0 3 432 2 2 6 927
Corporate Investment and Asset Price Dynamics: Implications for Post-SEO Performance 0 0 0 0 0 3 8 620
Forecasting Multifractal Volatility 0 0 0 598 1 1 3 1,000
Forecasting multifractal volatility 0 0 0 4 2 4 6 83
How to Forecast Long-Run Volatility: Regime Switching and the Estimation of Multifractal Processes 0 0 2 3 1 1 15 71
Large Deviation Theory and the Distribution of Price Changes 0 0 0 0 0 0 2 111
Large Deviations and the Distribution of Price Changes 0 1 1 432 0 2 4 901
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 0 7 112
Multifractality in Asset Returns: Theory and Evidence 0 0 0 0 0 0 2 53
Multifractality of Deutschemark/US Dollar Exchange Rates 2 2 4 581 2 2 7 1,843
Multifractality of US Dollar/Deutsche Mark Exchange Rates 0 0 0 0 1 1 5 77
Multifrequency Jump-Diffusions: An Equilibrium Approach 0 0 0 90 0 0 1 335
Multifrequency News and Stock Returns 0 0 0 0 1 2 3 34
Multifrequency News and Stock Returns 0 0 0 58 1 1 1 277
Multifrequency jump-diffusions: An equilibrium approach 0 0 0 0 0 0 1 43
Multifrequency news and stock returns 0 0 0 0 0 0 1 57
Multivariate Stock Returns Around Extreme Events: A Reassessment of Economic Fundamentals and the 1987 Market Crash 0 0 0 164 0 0 1 417
Regime-Switching and the Estimation of Multifractal Processes 0 0 1 209 0 0 1 407
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 3 4 23 5,924 16 30 123 15,410

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 48 1 1 5 239
Corporate Investment and Asset Price Dynamics: Implications for SEO Event Studies and Long‐Run Performance 0 0 3 150 0 1 4 432
Forecasting multifractal volatility 1 3 6 239 3 7 17 568
Horizon Effects in Average Returns: The Role of Slow Information Diffusion 0 0 0 9 0 0 0 38
Leaders, Followers, and Risk Dynamics in Industry Equilibrium 0 0 0 16 0 0 1 60
Macroeconomic Attention and Announcement Risk Premia 0 0 6 13 1 4 26 61
Monetary policy and corporate default 0 0 3 66 0 1 8 310
Multifractality In Asset Returns: Theory And Evidence 0 3 6 468 0 7 15 1,091
Multifrequency jump-diffusions: An equilibrium approach 0 0 0 26 0 1 1 187
Multifrequency news and stock returns 0 0 1 77 0 0 1 305
Reputation and Managerial Truth‐Telling as Self‐Insurance 0 0 0 7 0 0 0 52
SEO Risk Dynamics 1 1 1 24 1 1 1 99
Staying on Top of the Curve: A Cascade Model of Term Structure Dynamics 0 0 1 12 1 1 4 46
Volatility comovement: a multifrequency approach 0 1 1 132 0 2 4 327
What is beneath the surface? Option pricing with multifrequency latent states 0 1 1 10 0 1 2 89
Total Journal Articles 2 9 30 1,297 7 27 89 3,904

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 2025-03-03