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Adlai Julian Fisher

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This is information that was supplied by Adlai Fisher in registering through RePEc. If you are Adlai Julian Fisher , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Adlai
Middle Name: Julian
Last Name: Fisher
Suffix:

RePEc Short-ID: pfi214

Email: [This author has chosen not to make the email address public]
Homepage: http://finance.sauder.ubc.ca/~fisher
Postal Address:
Phone:

Affiliation

Finance Division
Sauder School of Business
University of British Columbia
Location: Vancouver, Canada
Homepage: http://finance.sauder.ubc.ca/
Email:
Phone: (604) 822-8313
Fax: (604) 822-8695
Postal: 2053 Main Mall, Vancouver, B.C., V6T 1Z2
Handle: RePEc:edi:fdubcca (more details at EDIRC)

Works

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Working papers

  1. Laurent E. Calvet & Adlai J. Fisher, 2006. "Multifrequency Jump-Diffusions: An Equilibrium Approach," NBER Working Papers 12797, National Bureau of Economic Research, Inc.
  2. Laurent E. Calvet & Adlai J. Fisher, 2005. "Multifrequency News and Stock Returns," NBER Working Papers 11441, National Bureau of Economic Research, Inc.
  3. Ron Giammarino & Murray Carlson & Adlai Fisher, 2004. "Corporate Investment and Asset Price Dynamics: Implications for Post-SEO Performance," 2004 Meeting Papers 812, Society for Economic Dynamics.
  4. Laurent E. Calvet & Adlai J. Fisher & Samuel B. Thompson, 2004. "Volatility Comovement: A Multifrequency Approach," NBER Technical Working Papers 0300, National Bureau of Economic Research, Inc.
  5. Laurent Calvet & Adlai Fisher, 2003. "Regime-Switching and the Estimation of Multifractal Processes," NBER Working Papers 9839, National Bureau of Economic Research, Inc.
  6. Adlai Fisher, 1999. "Multivariate Stock Returns Around Extreme Events: A Reassessment of Economic Fundamentals and the 1987 Market Crash," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-071, New York University, Leonard N. Stern School of Business-.
  7. Laurent Calvet & Adlai Fisher & Benoit Mandelbrot, 1999. "A Multifractal Model of Assets Returns," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-072, New York University, Leonard N. Stern School of Business-.
  8. Laurent Calvet & Adlai Fisher, 1999. "Forecasting Multifractal Volatility," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-017, New York University, Leonard N. Stern School of Business-.
  9. Adlai Fisher & Laurent Calvet & Benoit Mandelbrot, 1997. "Multifractality of Deutschemark/US Dollar Exchange Rates," Cowles Foundation Discussion Papers 1166, Cowles Foundation for Research in Economics, Yale University.
  10. Laurent Calvet & Adlai Fisher & Benoit Mandelbrot, 1997. "Large Deviations and the Distribution of Price Changes," Cowles Foundation Discussion Papers 1165, Cowles Foundation for Research in Economics, Yale University.

Articles

  1. Murray Carlson & Adlai Fisher & Ron Giammarino, 2010. "SEO Risk Dynamics," Review of Financial Studies, Society for Financial Studies, vol. 23(11), pages 4026-4077, November.
  2. Adlai Fisher & Robert Heinkel, 2008. "Reputation and Managerial Truth-Telling as Self-Insurance," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 17(2), pages 489-540, 06.
  3. Calvet, Laurent E. & Fisher, Adlai J., 2008. "Multifrequency jump-diffusions: An equilibrium approach," Journal of Mathematical Economics, Elsevier, vol. 44(2), pages 207-226, January.
  4. Calvet, Laurent E. & Fisher, Adlai J., 2007. "Multifrequency news and stock returns," Journal of Financial Economics, Elsevier, vol. 86(1), pages 178-212, October.
  5. Murray Carlson & Adlai Fisher & Ron Giammarino, 2006. "Corporate Investment and Asset Price Dynamics: Implications for SEO Event Studies and Long-Run Performance," Journal of Finance, American Finance Association, vol. 61(3), pages 1009-1034, 06.
  6. Calvet, Laurent E. & Fisher, Adlai J. & Thompson, Samuel B., 2006. "Volatility comovement: a multifrequency approach," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 179-215.
  7. Murray Carlson & Adlai Fisher & Ron Giammarino, 2004. "Corporate Investment and Asset Price Dynamics: Implications for the Cross-section of Returns," Journal of Finance, American Finance Association, vol. 59(6), pages 2577-2603, December.
  8. Laurent Calvet & Adlai Fisher, 2002. "Multifractality In Asset Returns: Theory And Evidence," The Review of Economics and Statistics, MIT Press, vol. 84(3), pages 381-406, August.
  9. Calvet, Laurent & Fisher, Adlai, 2001. "Forecasting multifractal volatility," Journal of Econometrics, Elsevier, vol. 105(1), pages 27-58, November.

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (1) 2004-07-18. Author is listed
  2. NEP-ETS: Econometric Time Series (2) 2004-07-18 2004-11-22. Author is listed
  3. NEP-FIN: Finance (1) 2005-07-03. Author is listed
  4. NEP-IFN: International Finance (1) 2004-11-22. Author is listed
  5. NEP-RMG: Risk Management (1) 2003-07-13. Author is listed

Statistics

This author is among the top 5% authors according to these criteria:
  1. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  2. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  3. Wu-Index

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