Adlai Julian Fisher
Names
| first: |
Adlai |
| middle: |
Julian |
| last: |
Fisher |
Identifer
Contact
Affiliations
-
University of British Columbia
/ Sauder School of Business
/ Finance Division
Research profile
author of:
- Reputation and Managerial Truth‐Telling as Self‐Insurance (RePEc:bla:jemstr:v:17:y:2008:i:2:p:489-540)
by Adlai Fisher & Robert Heinkel - Corporate Investment and Asset Price Dynamics: Implications for SEO Event Studies and Long‐Run Performance (RePEc:bla:jfinan:v:61:y:2006:i:3:p:1009-1034)
by Murray Carlson & Adlai Fisher & Ron Giammarino - Leaders, Followers, and Risk Dynamics in Industry Equilibrium (RePEc:cup:jfinqa:v:49:y:2014:i:02:p:321-349_00)
by Carlson, Murray & Dockner, Engelbert J. & Fisher, Adlai & Giammarino, Ron - Staying on Top of the Curve: A Cascade Model of Term Structure Dynamics (RePEc:cup:jfinqa:v:53:y:2018:i:02:p:937-963_00)
by Calvet, Laurent E. & Fisher, Adlai J. & Wu, Liuren - A Multifractal Model of Asset Returns (RePEc:cwl:cwldpp:1164)
by Benoit Mandelbrot & Adlai Fisher & Laurent Calvet - Large Deviations and the Distribution of Price Changes (RePEc:cwl:cwldpp:1165)
by Laurent Calvet & Adlai Fisher & Benoit Mandelbrot - Multifractality of Deutschemark/US Dollar Exchange Rates (RePEc:cwl:cwldpp:1166)
by Adlai Fisher & Laurent Calvet & Benoit Mandelbrot - Forecasting multifractal volatility (RePEc:eee:econom:v:105:y:2001:i:1:p:27-58)
by Calvet, Laurent & Fisher, Adlai - Volatility comovement: a multifrequency approach (RePEc:eee:econom:v:131:y:2006:i:1-2:p:179-215)
by Calvet, Laurent E. & Fisher, Adlai J. & Thompson, Samuel B. - What is beneath the surface? Option pricing with multifrequency latent states (RePEc:eee:econom:v:187:y:2015:i:2:p:498-511)
by Calvet, Laurent E. & Fearnley, Marcus & Fisher, Adlai J. & Leippold, Markus - Conditional risk and performance evaluation: Volatility timing, overconditioning, and new estimates of momentum alphas (RePEc:eee:jfinec:v:102:y:2011:i:2:p:363-389)
by Boguth, Oliver & Carlson, Murray & Fisher, Adlai & Simutin, Mikhail - Multifrequency news and stock returns (RePEc:eee:jfinec:v:86:y:2007:i:1:p:178-212)
by Calvet, Laurent E. & Fisher, Adlai J. - Multifrequency jump-diffusions: An equilibrium approach (RePEc:eee:mateco:v:44:y:2008:i:2:p:207-226)
by Calvet, Laurent E. & Fisher, Adlai J. - Monetary policy and corporate default (RePEc:eee:moneco:v:58:y:2011:i:5:p:480-494)
by Bhamra, Harjoat S. & Fisher, Adlai J. & Kuehn, Lars-Alexander - Multifractal Volatility (RePEc:eee:monogr:9780121500139)
by Calvet, Laurent E. & Fisher, Adlai J. - Regime-Switching and the Estimation of Multifractal Processes (RePEc:fth:harver:1999)
by Laurent Calvet & Adlai Fisher - Forecasting Multifractal Volatility (RePEc:fth:nystfi:99-017)
by Laurent Calvet & Adlai Fisher - Multivariate Stock Returns Around Extreme Events: A Reassessment of Economic Fundamentals and the 1987 Market Crash (RePEc:fth:nystfi:99-071)
by Adlai Fisher - A Multifractal Model of Assets Returns (RePEc:fth:nystfi:99-072)
by Laurent Calvet & Adlai Fisher & Benoit Mandelbrot - Volatility Comovement: a multifrequency approach (RePEc:hal:journl:hal-00459667)
by Laurent-Emmanuel Calvet & Adlai J. Fisher & Samuel B. Thompson - Multifrequency news and stock returns (RePEc:hal:journl:hal-00459675)
by Laurent-Emmanuel Calvet & Adlai J. Fisher - Multifrequency jump-diffusions: An equilibrium approach (RePEc:hal:journl:hal-00459681)
by Laurent-Emmanuel Calvet & Adlai J. Fisher - Forecasting multifractal volatility (RePEc:hal:journl:hal-00477952)
by Laurent-Emmanuel Calvet & Adlai J. Fisher - Multifractality in Asset Returns: Theory and Evidence (RePEc:hal:journl:hal-00478175)
by Laurent-Emmanuel Calvet & Adlai J. Fisher - How to Forecast Long-Run Volatility: Regime Switching and the Estimation of Multifractal Processes (RePEc:hal:journl:hal-00478472)
by Laurent-Emmanuel Calvet & Adlai J. Fisher - Multifractal Volatility: Theory, Estimation and Forecasting (RePEc:hal:journl:hal-00495925)
by A. Fisher & Laurent-Emmanuel Calvet - Multifractal Volatility: Theory, Forecasting and Pricing (RePEc:hal:journl:hal-00671877)
by Laurent E. Calvet & Adlai Fisher - Multifrequency News and Stock Returns (RePEc:hal:wpaper:hal-00591678)
by Laurent-Emmanuel Calvet & Adlai J. Fisher - Large Deviation Theory and the Distribution of Price Changes (RePEc:hal:wpaper:hal-00601869)
by Laurent-Emmanuel Calvet & Benoît B. Mandelbrot & Adlai J. Fisher - A Multifractal Model of Asset Returns (RePEc:hal:wpaper:hal-00601870)
by Laurent-Emmanuel Calvet & Benoît B. Mandelbrot & Adlai J. Fisher - Multifractality of US Dollar/Deutsche Mark Exchange Rates (RePEc:hal:wpaper:hal-00601871)
by Laurent-Emmanuel Calvet & Benoît B. Mandelbrot & Adlai J. Fisher - Volatility Comovement: A Multifrequency Approach (RePEc:nbr:nberte:0300)
by Laurent E. Calvet & Adlai J. Fisher & Samuel B. Thompson - Multifrequency News and Stock Returns (RePEc:nbr:nberwo:11441)
by Laurent E. Calvet & Adlai J. Fisher - Multifrequency Jump-Diffusions: An Equilibrium Approach (RePEc:nbr:nberwo:12797)
by Laurent E. Calvet & Adlai J. Fisher - Regime-Switching and the Estimation of Multifractal Processes (RePEc:nbr:nberwo:9839)
by Laurent Calvet & Adlai Fisher - SEO Risk Dynamics (RePEc:oup:rfinst:v:23:y:2010:i:11:p:4026-4077)
by Murray Carlson & Adlai Fisher & Ron Giammarino - Horizon Effects in Average Returns: The Role of Slow Information Diffusion (RePEc:oup:rfinst:v:29:y:2016:i:8:p:2241-2281.)
by Oliver Boguth & Murray Carlson & Adlai Fisher & Mikhail Simutin - Macroeconomic Attention and Announcement Risk Premia
[Optimal inattention to the stock market] (RePEc:oup:rfinst:v:35:y:2022:i:11:p:5057-5093.)
by Adlai Fisher & Charles Martineau & Jinfei Sheng - Corporate Investment and Asset Price Dynamics: Implications for Post-SEO Performance (RePEc:red:sed004:812)
by Ron Giammarino & Murray Carlson & Adlai Fisher - Multifractality In Asset Returns: Theory And Evidence (RePEc:tpr:restat:v:84:y:2002:i:3:p:381-406)
by Laurent Calvet & Adlai Fisher