4

Multifractality in Asset Returns: Theory and Evidence

Calvet, Laurent, Fisher, Adlai
Journal:
Review of Economics and Statistics
Year:
2002
Language:
english
File:
PDF, 422 KB
english, 2002
7

Extreme Risk and Fractal Regularity in Finance

Calvet, Laurent E., Fisher, Adlai J.
Journal:
SSRN Electronic Journal
Year:
2012
Language:
english
File:
PDF, 492 KB
english, 2012
8

Forecasting multifractal volatility

Laurent Calvet, Adlai Fisher
Journal:
Journal of Econometrics
Year:
2001
Language:
english
File:
PDF, 290 KB
english, 2001
9

Multifrequency news and stock returns

Laurent E. Calvet, Adlai J. Fisher
Journal:
Journal of Financial Economics
Year:
2007
Language:
english
File:
PDF, 967 KB
english, 2007
10

Monetary policy and corporate default

Harjoat S. Bhamra, Adlai J. Fisher, Lars-Alexander Kuehn
Journal:
Journal of Monetary Economics
Year:
2011
Language:
english
File:
PDF, 431 KB
english, 2011
14

Volatility comovement: a multifrequency approach

Laurent E. Calvet, Adlai J. Fisher, Samuel B. Thompson
Journal:
Journal of Econometrics
Year:
2006
Language:
english
File:
PDF, 389 KB
english, 2006
15

Multifrequency jump-diffusions: An equilibrium approach

Laurent E. Calvet, Adlai J. Fisher
Journal:
Journal of Mathematical Economics
Year:
2008
Language:
english
File:
PDF, 732 KB
english, 2008
16

Reputation and Managerial Truth-Telling as Self-Insurance

Adlai Fisher, Robert Heinkel
Journal:
Journal of Economics & Management Strategy
Year:
2008
Language:
english
File:
PDF, 324 KB
english, 2008
17

Multifractality in Asset Returns: Theory and Evidence

Laurent Calvet and Adlai Fisher
Journal:
Review of Economics and Statistics
Year:
2002
Language:
english
File:
PDF, 1.15 MB
english, 2002
18

SEO Risk Dynamics

Carlson, Murray, Fisher, Adlai, Giammarino, Ron
Journal:
Review of Financial Studies
Year:
2010
Language:
english
File:
PDF, 2.74 MB
english, 2010
21

SEO Risk Dynamics

Murray Carlson, Adlai Fisher and Ron Giammarino
Journal:
Review of Financial Studies
Year:
2010
Language:
english
File:
PDF, 4.35 MB
english, 2010
22

Dimension-Invariant Dynamic Term Structures

Calvet, Laurent E., Fisher, Adlai J., Wu, Liuren
Journal:
SSRN Electronic Journal
Year:
2010
Language:
english
File:
PDF, 701 KB
english, 2010
26

Volatility Comovement: A Multifrequency Approach

Calvet, Laurent E., Fisher, Adlai J., Thompson, Samuel Brodsky
Journal:
SSRN Electronic Journal
Year:
2004
Language:
english
File:
PDF, 700 KB
english, 2004
27

Multifrequency News and Stock Returns

Calvet, Laurent E., Fisher, Adlai J.
Journal:
SSRN Electronic Journal
Year:
2005
Language:
english
File:
PDF, 1.24 MB
english, 2005
28

Seo Risk Dynamics

Carlson, Murray D., Fisher, Adlai J., Giammarino, Ron
Journal:
SSRN Electronic Journal
Year:
2009
Language:
english
File:
PDF, 449 KB
english, 2009
29

Media Attention, Macroeconomic Fundamentals, and the Stock Market

Fisher, Adlai J., Martineau, Charles, Sheng, Jinfei
Journal:
SSRN Electronic Journal
Year:
2018
Language:
english
File:
PDF, 842 KB
english, 2018