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Adlai Fisher
Adlai Fisher
Professor of Finance, Sauder School of Business, University of British Columbia
Verified email at sauder.ubc.ca
Title
Cited by
Cited by
Year
Corporate investment and asset price dynamics: Implications for the cross‐section of returns
M Carlson, A Fisher, R Giammarino
The Journal of Finance 59 (6), 2577-2603, 2004
9942004
A multifractal model of asset returns
BB Mandelbrot, AJ Fisher, LE Calvet
Cowles Foundation discussion paper, 1997
7901997
Multifractality in asset returns: theory and evidence
L Calvet, A Fisher
Review of Economics and Statistics 84 (3), 381-406, 2002
4692002
Corporate Investment and Asset Price Dynamics: Implications for SEO Event Studies and Long‐Run Performance
M Carlson, A Fisher, R Giammarino
The Journal of Finance 61 (3), 1009-1034, 2006
4622006
How to forecast long-run volatility: regime switching and the estimation of multifractal processes
LE Calvet, AJ Fisher
Journal of Financial Econometrics 2 (1), 49-83, 2004
4222004
Forecasting multifractal volatility
L Calvet, A Fisher
Journal of econometrics 105 (1), 27-58, 2001
3782001
Multifractality of Deutschemark/US Dollar exchange rates
A Fisher, L Calvet, B Mandelbrot
Cowles Foundation Discussion Paper, 1997
278*1997
Multifractal volatility: theory, forecasting, and pricing
LE Calvet, A Fisher
Academic Press, 2008
2692008
SEO risk dynamics
M Carlson, A Fisher, R Giammarino
Review of Financial Studies 23 (11), 4026-4077, 2010
158*2010
Volatility comovement: a multifrequency approach
LE Calvet, AJ Fisher, SB Thompson
Journal of econometrics 131 (1-2), 179-215, 2006
1562006
Large deviations and the distribution of price changes
L Calvet, A Fisher, B Mandelbrot
Cowles Foundation Discussion Paper, 1997
156*1997
Conditional risk and performance evaluation: Volatility timing, overconditioning, and new estimates of momentum alphas
O Boguth, M Carlson, A Fisher, M Simutin
Journal of Financial Economics 102 (2), 363-389, 2011
1462011
Multifrequency news and stock returns
LE Calvet, AJ Fisher
Journal of Financial Economics 86 (1), 178-212, 2007
1352007
Macroeconomic attention and announcement risk premia
A Fisher, C Martineau, J Sheng
The Review of Financial Studies 35 (11), 5057-5093, 2022
90*2022
The term structure of equity risk premia: Levered noise and new estimates
O Boguth, M Carlson, A Fisher, M Simutin
Review of Finance 27 (4), 1155-1182, 2023
85*2023
Monetary policy and corporate default
HS Bhamra, AJ Fisher, LA Kuehn
Journal of monetary economics 58 (5), 480-494, 2011
822011
Horizon effects in average returns: The role of slow information diffusion
O Boguth, M Carlson, A Fisher, M Simutin
The Review of Financial Studies 29 (8), 2241-2281, 2016
63*2016
Leaders, followers, and risk dynamics in industry equilibrium
M Carlson, EJ Dockner, A Fisher, R Giammarino
Journal of Financial and Quantitative Analysis 49 (2), 321-349, 2014
562014
Staying on top of the curve: A cascade model of term structure dynamics
LE Calvet, AJ Fisher, L Wu
Journal of Financial and Quantitative Analysis 53 (2), 937-963, 2018
47*2018
Multifrequency jump-diffusions: An equilibrium approach
LE Calvet, AJ Fisher
Journal of Mathematical Economics 44 (2), 207-226, 2008
382008
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