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Adlai Fisher
Adlai Fisher
Professor of Finance, Sauder School of Business, University of British Columbia
Verifisert e-postadresse på sauder.ubc.ca
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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
9952004
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
4712002
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
93*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
86*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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Artikler 1–20