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Fisher, Adlai J.


 SSRN Author Rank: 676 by Downloads
 Assistant Professor
 

University of British Columbia (UBC) - Sauder School of Business


 2053 Main Mall
 Vancouver, BC V6T 1Z2
 Canada
 604-822-8331 (Phone)
 604-822-4695 (Fax)
 HOME PAGE: http://finance.sauder.ubc.ca/~fisher
 email address

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. Fisher, Adlai J.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
19,342
Total
Citations
393
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
A Multifractal Model of Asset Returns | Show Abstract | Download |
Cowles Foundation Discussion Paper No. 1164, Sauder School of Business Working Paper
Working Paper Series
Mandelbrot, Benoit B.
Yale University - International Center for Finance
Fisher, Adlai J.
University of British Columbia (UBC) - Sauder School of Business
Calvet, Laurent E.
HEC Paris (Groupe HEC) - Finance Department
Posted:
21 Apr 98
6,899
(369)
32

2.  
Large Deviations and the Distribution of Price Changes | Show Abstract | Download |
Cowles Foundation Discussion Paper No. 1165, Sauder School of Business Working Paper
Working Paper Series
Calvet, Laurent E.
HEC Paris (Groupe HEC) - Finance Department
Fisher, Adlai J.
University of British Columbia (UBC) - Sauder School of Business
Mandelbrot, Benoit B.
Yale University - International Center for Finance
Posted:
22 Apr 98
2,622
(2,052)
7

3.  
Multifractality of Deutschemark / US Dollar Exchange Rates | Show Abstract | Download |
Cowles Foundation Discussion Paper No. 1166, Sauder School of Business Working Paper
Working Paper Series
Fisher, Adlai J.
University of British Columbia (UBC) - Sauder School of Business
Calvet, Laurent E.
HEC Paris (Groupe HEC) - Finance Department
Mandelbrot, Benoit B.
Yale University - International Center for Finance
Posted:
21 Apr 98
2,517
(2,215)
9

4.  
Corporate Investment and Asset Price Dynamics: Implications for SEO Event Studies and Long-Run Performance | Show Abstract | Download |
7th Annual Texas Finance Festival Paper, Sauder School of Business Working Paper
Working Paper Series
Carlson, Murray
University of British Columbia (UBC) - Sauder School of Business
Fisher, Adlai J.
University of British Columbia (UBC) - Sauder School of Business
Giammarino, Ron
University of British Columbia (UBC) - Sauder School of Business
Posted:
16 May 05
852
(13,611)
79

5.  
Leaders, Followers, and Risk Dynamics in Industry Equilibrium | Show Abstract | Download |
AFA 2007 Chicago Meetings Paper, EFA 2009 Bergen Meetings Paper, Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Accepted Paper Series
Carlson, Murray
University of British Columbia (UBC) - Sauder School of Business
Dockner, Engelbert J.
WU Vienna University of Economics and Business
Fisher, Adlai J.
University of British Columbia (UBC) - Sauder School of Business
Giammarino, Ron
University of British Columbia (UBC) - Sauder School of Business
Posted:
06 Mar 08
Last Revised:
06 May 13
659
(19,898)
5

6.   Incl. Electronic Paper
Carlson, Murray
University of British Columbia (UBC) - Sauder School of Business
Fisher, Adlai J.
University of British Columbia (UBC) - Sauder School of Business
Giammarino, Ron
University of British Columbia (UBC) - Sauder School of Business
Posted:
06 Dec 05
Last Revised:
07 May 13
620
(21,654)
14

7.   Incl. Electronic Paper
Calvet, Laurent E.
HEC Paris (Groupe HEC) - Finance Department
Fisher, Adlai J.
University of British Columbia (UBC) - Sauder School of Business
Posted:
27 Mar 03
Last Revised:
08 Mar 13
606
(22,337)
17

8.  
Corporate Investment and Asset Price Dynamics: Implications for the Cross-Section of Returns | Show Abstract | Download |
AFA 2004 San Diego Meetings, Sauder School of Business Working Paper
Working Paper Series
Carlson, Murray
University of British Columbia (UBC) - Sauder School of Business
Fisher, Adlai J.
University of British Columbia (UBC) - Sauder School of Business
Giammarino, Ron
University of British Columbia (UBC) - Sauder School of Business
Posted:
10 Jun 03
600
(22,655)
145

9.  
Calvet, Laurent E.
HEC Paris (Groupe HEC) - Finance Department
Fisher, Adlai J.
University of British Columbia (UBC) - Sauder School of Business
Wu, Liuren
City University of New York, CUNY Baruch College - Zicklin School of Business
Posted:
17 Mar 10
Last Revised:
16 Apr 13
560
(24,900)
 

10.  
Boguth, Oliver
Arizona State University (ASU) - Finance Department
Carlson, Murray
University of British Columbia (UBC) - Sauder School of Business
Fisher, Adlai J.
University of British Columbia (UBC) - Sauder School of Business
Simutin, Mikhail
University of Toronto - Rotman School of Management
Posted:
21 Sep 11
Last Revised:
07 May 13
460
(32,379)
4

11.  
Conditional Risk and Performance Evaluation: Volatility Timing, Overconditioning, and New Estimates of Momentum Alphas | Show Abstract | Download |
Journal of Financial Economics (JFE), 102 (2), 363-389, November 2011.
Accepted Paper Series
Boguth, Oliver
Arizona State University (ASU) - Finance Department
Carlson, Murray
University of British Columbia (UBC) - Sauder School of Business
Fisher, Adlai J.
University of British Columbia (UBC) - Sauder School of Business
Simutin, Mikhail
University of Toronto - Rotman School of Management
Posted:
04 Jul 07
Last Revised:
07 May 13
445
(33,757)
10

12.   Incl. Electronic Paper
Calvet, Laurent E.
HEC Paris (Groupe HEC) - Finance Department
Fisher, Adlai J.
University of British Columbia (UBC) - Sauder School of Business
Thompson, Samuel Brodsky
Arrowstreet Capital, L.P.
Posted:
31 Aug 04
Last Revised:
08 Mar 13
389
(39,981)
9

13.  
Calvet, Laurent E.
HEC Paris (Groupe HEC) - Finance Department
Fisher, Adlai J.
University of British Columbia (UBC) - Sauder School of Business
Posted:
08 Aug 12
288
(57,390)
 

14.  
Monetary Policy and Corporate Default | Show Abstract | Download |
Journal of Monetary Economics, 58 (5), 480-494, July 2011
Accepted Paper Series
Bhamra, Harjoat Singh
University of British Columbia (UBC) - Sauder School of Business
Fisher, Adlai J.
University of British Columbia (UBC) - Sauder School of Business
Kuehn, Lars-Alexander
Carnegie Mellon University - David A. Tepper School of Business
Posted:
02 Feb 11
Last Revised:
07 May 13
273
(61,207)
4

15.  
Forecasting Multifractal Volatility | Show Abstract | Download |
NYU Working Paper No. FIN-99-017
Working Paper Series
Calvet, Laurent E.
HEC Paris (Groupe HEC) - Finance Department
Fisher, Adlai J.
University of British Columbia (UBC) - Sauder School of Business
Posted:
07 Nov 08
267
(62,263)
21

16.  
Calvet, Laurent E.
HEC Paris (Groupe HEC) - Finance Department
Fearnley, Marcus
HEC Paris - Department of Finance
Fisher, Adlai J.
University of British Columbia (UBC) - Sauder School of Business
Leippold, Markus
University of Zurich - Department of Banking and Finance
Posted:
07 Nov 12
Last Revised:
04 Apr 13
241
(69,501)
1

17.   Incl. Electronic Paper
Calvet, Laurent E.
HEC Paris (Groupe HEC) - Finance Department
Fisher, Adlai J.
University of British Columbia (UBC) - Sauder School of Business
Posted:
20 Jun 05
Last Revised:
08 Mar 13
227
(73,990)
18

18.   Incl. Electronic Paper
Fisher, Adlai J.
University of British Columbia (UBC) - Sauder School of Business
Heinkel, Robert L.
University of British Columbia (UBC) - Division of Finance
Posted:
03 Mar 03
Last Revised:
07 May 13
227
(73,990)
4

19.  
Boguth, Oliver
Arizona State University (ASU) - Finance Department
Carlson, Murray
University of British Columbia (UBC) - Sauder School of Business
Fisher, Adlai J.
University of British Columbia (UBC) - Sauder School of Business
Simutin, Mikhail
University of Toronto - Rotman School of Management
Posted:
16 Mar 11
Last Revised:
07 May 13
218
(77,117)
 

20.  
A Multifractal Model of Assets Returns | Show Abstract | Download |
NYU Working Paper No. FIN-99-072
Working Paper Series
Calvet, Laurent E.
HEC Paris (Groupe HEC) - Finance Department
Fisher, Adlai J.
University of British Columbia (UBC) - Sauder School of Business
Posted:
11 Nov 08
161
(103,257)
7

21.   Incl. Electronic Paper
Calvet, Laurent E.
HEC Paris (Groupe HEC) - Finance Department
Fisher, Adlai J.
University of British Columbia (UBC) - Sauder School of Business
Posted:
20 Dec 06
Last Revised:
07 May 13
151
(109,314)
7

22.   Incl. Electronic Paper
Fisher, Adlai J.
University of British Columbia (UBC) - Sauder School of Business
Posted:
11 Nov 08
Last Revised:
15 Dec 08
60
(205,027)
 

23.  
How to Forecast Long-Run Volatility: Regime Switching and the Estimation of Multifractal Processes | Show Abstract |
Journal of Financial Econometrics, Vol. 2, No. 1, pp. 49-83, 2004
Accepted Paper Series
Calvet, Laurent E.
HEC Paris (Groupe HEC) - Finance Department
Fisher, Adlai J.
University of British Columbia (UBC) - Sauder School of Business
Posted:
29 Feb 08
 


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