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Adlai J. Fisher · Study
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Author
Adlai J. Fisher
16 works
· latest 2022
· 1 institutions
cluster: provisional
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16
Citations
2,905
Works here
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Most cited in this library
Corporate Investment and Asset Price Dynamics: Implications for the Cross‐section of Returns
2004 · 778 citations
Multifractality in Asset Returns: Theory and Evidence
2002 · 384 citations
Corporate Investment and Asset Price Dynamics: Implications for SEO Event Studies and Long‐Run Performance
2006 · 375 citations
Forecasting multifractal volatility
2001 · 284 citations
Conditional risk and performance evaluation: Volatility timing, overconditioning, and new estimates of momentum alphas
2011 · 144 citations
Works
16 shown
Macroeconomic Attention and Announcement Risk Premia
Review of Financial Studies
·
2022
·
3 authors
·
Open access
139
citations
Horizon Effects in Average Returns: The Role of Slow Information Diffusion
Review of Financial Studies
·
2016
·
4 authors
·
Open access
59
citations
Leaders, Followers, and Risk Dynamics in Industry Equilibrium
Journal of Financial and Quantitative Analysis
·
2014
·
4 authors
·
Open access
55
citations
Leverage and the Limits of Arbitrage Pricing: Implications for Dividend Strips and the Term Structure of Equity Risk Premia
SSRN Electronic Journal
·
2012
·
3 authors
·
preprint
·
Open access
53
citations
Conditional risk and performance evaluation: Volatility timing, overconditioning, and new estimates of momentum alphas
Journal of Financial Economics
·
2011
·
4 authors
·
Open access
144
citations
A Multifractal Model of Asset Returns
RePEc: Research Papers in Economics
·
2011
·
3 authors
·
preprint
143
citations
Monetary policy and corporate default
Journal of Monetary Economics
·
2011
·
3 authors
77
citations
SEO Risk Dynamics
Review of Financial Studies
·
2010
·
3 authors
90
citations
Multifractal Volatility: Theory, Forecasting and Pricing
HAL
·
2008
·
2 authors
·
book
143
citations
Corporate Investment and Asset Price Dynamics: Implications for SEO Event Studies and Long‐Run Performance
The Journal of Finance
·
2006
·
3 authors
·
Open access
375
citations
Volatility comovement: a multifrequency approach
Journal of Econometrics
·
2005
·
3 authors
110
citations
Corporate Investment and Asset Price Dynamics: Implications for the Cross‐section of Returns
The Journal of Finance
·
2004
·
3 authors
·
Open access
778
citations
Volatility Comovement: A Multifrequency Approach
SSRN Electronic Journal
·
2004
·
3 authors
·
preprint
·
Open access
31
citations
Regime-Switching and the Estimation of Multifractal Processes
SSRN Electronic Journal
·
2003
·
2 authors
·
preprint
·
Open access
40
citations
Multifractality in Asset Returns: Theory and Evidence
The Review of Economics and Statistics
·
2002
·
2 authors
384
citations
Forecasting multifractal volatility
Journal of Econometrics
·
2001
·
2 authors
·
Open access
284
citations