Adlai Julian Fisher : Citation Profile

University of British Columbia

16

H index

18

i10 index

1420

Citations

RESEARCH PRODUCTION:

15

Articles

24

Papers

1

Books

RESEARCH ACTIVITY:

   25 years (1997 - 2022). See details.
   Cites by year: 56
   Journals where Adlai Julian Fisher has often published
   Relations with other researchers
   Recent citing documents: 44.    Total self citations: 14 (0.98 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfi214
   Updated: 2025-03-15    RAS profile: 2023-04-07    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Adlai Julian Fisher.

Is cited by:

GUPTA, RANGAN (52)

Lux, Thomas (37)

Aldrich, Eric (19)

Krištoufek, Ladislav (19)

Diebold, Francis (18)

Kaizoji, Taisei (16)

Calvet, Laurent (15)

Onali, Enrico (15)

Zhang, Lu (14)

Goddard, John (14)

Wilfling, Bernd (13)

Cites to:

Calvet, Laurent (46)

Campbell, John (29)

Bollerslev, Tim (18)

Abel, Andrew (13)

Engle, Robert (13)

Ghysels, Eric (12)

Schwert, G. (12)

French, Kenneth (11)

Andersen, Torben (10)

Jagannathan, Ravi (10)

Diebold, Francis (10)

Main data

Production by document typearticlepaperbook1997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202202.557.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120220204060Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320242025050100150Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120220200400Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 16Most cited documents1234567891011121314151617180100200300Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20130820130920131020131120131220140120140220140320140420140520140620140720140820140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250301020h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Adlai Julian Fisher has published?

Journals with more than one article published# docs
Journal of Econometrics3
The Review of Financial Studies3
Journal of Financial and Quantitative Analysis2
Journal of Financial Economics2

Working Papers Series with more than one paper published# docs
Post-Print / HAL8
Working Papers / HAL4
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University3
NBER Working Papers / National Bureau of Economic Research, Inc3

Recent works citing Adlai Julian Fisher (2025 and 2024)

Year  ↓Title of citing document  ↓
2024An Empirical Assessment of Characteristics and Optimal Portfolios. (2021). Lamoureux, Christopher G ; Zhang, Huacheng. In: Papers. RePEc:arx:papers:2104.12975.

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2024Double Descent in Portfolio Optimization: Dance between Theoretical Sharpe Ratio and Estimation Accuracy. (2024). Zhang, Terry ; Yang, Yanrong ; Lu, Yonghe. In: Papers. RePEc:arx:papers:2411.18830.

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2024Exploring the interplay of intrinsic fluctuation and complexity in intracellular calcium dynamics. (2024). Brojen, R K ; Jeon, Jae-Hyung ; Chanu, Athokpam Langlen. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:185:y:2024:i:c:s0960077924006908.

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2024Can digital tax enforcement reduce the risk of corporate debt default?. (2024). Chen, Wanyi ; Xu, Jingyu. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:1041-1060.

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2024Realized regression with asynchronous and noisy high frequency and high dimensional data. (2024). Zhang, Lan ; Mykland, Per A ; Chen, Dachuan. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s030440762300132x.

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2024Estimation and inference in low frequency factor model regressions with overlapping observations. (2024). Dossani, Asad. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000719.

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2024Mispricing and Anomalies: An Exogenous Shock to Short Selling from JGTRRA. (2024). Zhou, Guofu ; Lu, Yueliang ; Han, Yufeng ; Xu, Weike. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000720.

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2024Does energy consumption play a key role? Re-evaluating the energy consumption-economic growth nexus from GDP growth rates forecasting. (2024). Hu, Shiyang ; Ma, Feng ; Lu, Fei. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007661.

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2024Asset redeployability and firm value amidst the COVID-19 pandemic: A real options perspective. (2024). Liu, Hao ; Yi, Xingjian ; Chen, Jia. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002308.

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2024A universal exponent governing foreign exchange rate risks. (2024). Grobys, Klaus. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003545.

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2024Demystifying the dynamic relationship between news sentiment index and ESG stocks: Evidence from time-frequency wavelet analysis. (2024). Ali, Shoaib ; Bejaoui, Azza ; Yousaf, Imran. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006306.

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2024A comment on the relationship between operating leverage and financial leverage. (2024). Glover, Kristoffer. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s154461232400552x.

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2024Global dynamics of bond co-movements: insights from the response to the US bond yields using wavelet methods. (2024). Adhikari, Hari ; Gladson, Eben Josecliff ; Choi, Youngran. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324010304.

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2024A multifractal detrended fluctuation analysis of Islamic and conventional financial markets efficiency during the COVID-19 pandemic. (2024). Suleman, Muhammed Tahir ; Shah, Nida ; Raza, Syed Ali. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701723000756.

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2024Learning about the consumption risk exposure of firms. (2024). Li, Kai ; Kuehn, Lars-Alexander ; Kim, Yongjin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:152:y:2024:i:c:s0304405x2300199x.

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2024Conditional risk. (2024). Gormsen, Niels ; Jensen, Christian Skov. In: Journal of Financial Economics. RePEc:eee:jfinec:v:162:y:2024:i:c:s0304405x24001569.

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2024Corporate acquisitions and firm-level uncertainty: Domestic versus cross-border deals. (2024). Girma, Sourafel ; Bai, YE ; Riao, Alejandro. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001894.

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2024Global mispricing matters. (2024). Yu, Jiasheng ; Liu, Hongkui ; Tang, Guohao ; Jiang, Fuwei. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:147:y:2024:i:c:s0261560624001232.

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2024Stock return predictability using economic narrative: Evidence from energy sectors. (2024). Ma, Tian ; Zhang, Huajing ; Li, Ganghui. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:35:y:2024:i:c:s2405851324000370.

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2024Influence of Ukraine invasion by Russia on Turkish markets. (2024). Tanrivermi, Yesim ; Salami, Monsurat Ayojimi. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:29:y:2024:i:c:s1703494923000609.

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2024Labor leverage and firm risk: Evidence from Korea. (2024). Kim, Yongjun ; Cho, Wonho. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x23002895.

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2024Product network and origin of common equity factor risks. (2024). Zhao, Xuejun ; Zhang, Zili ; Shi, Yan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:87:y:2024:i:c:s0927538x24002622.

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2024Insights into the dynamics of market efficiency spillover of financial assets in different equity markets. (2024). Choi, Sun-Yong ; Lee, Min-Jae. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:641:y:2024:i:c:s0378437124002280.

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2024Differential entropy estimation with a Paretian kernel: Tail heaviness and smoothing. (2024). Da Silva, Sergio ; Matsushita, Raul ; Nobre, Iuri ; Brando, Helena. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:646:y:2024:i:c:s0378437124003595.

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2024On the conditional performance of the IVOL anomaly. (2024). Pan, Jiening ; Wu, KE ; Wang, Jianqiu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:337-350.

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2024Do the dynamics of macroeconomic attention drive the yen/dollar exchange market volatility?. (2024). Zhang, Lixia ; Sun, Huaping ; Luo, Tao ; Bai, Jiancheng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:597-611.

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2024Forecasting US GDP growth rates in a rich environment of macroeconomic data. (2024). Tao, Ying ; Zeng, Qing ; Lu, Fei ; Bouri, Elie. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004684.

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2025Do oil price shocks drive systematic risk premia in stock markets? A novel investment application. (2025). Demirer, Riza ; Polat, Onur ; Sokhanvar, Amin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003842.

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2025.

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2024Ownership Concentration and Firm Value: New Evidence from Owner Stakes in IPOs. (2024). Urzúa I., Francisco ; Sertsios, Giorgo ; Roosenboom, Peter ; Larrain, Borja. In: Management Science. RePEc:inm:ormnsc:v:70:y:2024:i:7:p:4441-4464.

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2024Forecasting Realized US Stock Market Volatility: Is there a Role for Economic Policy Uncertainty?. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Cepni, Oguzhan ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:202408.

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2025Deglobalization and Foreign Exchange Volatility: The Role of Supply Chain Pressures. (2025). GUPTA, RANGAN ; Demirer, Riza ; Schulte-Tillmann, Bjorn ; Segnon, Mawuli. In: Working Papers. RePEc:pre:wpaper:202506.

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Works by Adlai Julian Fisher:

Year  ↓Title  ↓Type  ↓Cited  ↓
2008Reputation and Managerial Truth‐Telling as Self‐Insurance In: Journal of Economics & Management Strategy.
[Full Text][Citation analysis]		article0
2006Corporate Investment and Asset Price Dynamics: Implications for SEO Event Studies and Long‐Run Performance In: Journal of Finance.
[Full Text][Citation analysis]		article127
2014Leaders, Followers, and Risk Dynamics in Industry Equilibrium In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article9
2018Staying on Top of the Curve: A Cascade Model of Term Structure Dynamics In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article3
1997A Multifractal Model of Asset Returns In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper203
1999A Multifractal Model of Assets Returns.(1999) In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 203		paper
2011A Multifractal Model of Asset Returns.(2011) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 203		paper
1997Large Deviations and the Distribution of Price Changes In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper37
1997Multifractality of Deutschemark/US Dollar Exchange Rates In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper35
2001Forecasting multifractal volatility In: Journal of Econometrics.
[Full Text][Citation analysis]		article134
1999Forecasting Multifractal Volatility.(1999) In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 134		paper
2001Forecasting multifractal volatility.(2001) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 134		paper
2006Volatility comovement: a multifrequency approach In: Journal of Econometrics.
[Full Text][Citation analysis]		article63
2006Volatility Comovement: a multifrequency approach.(2006) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 63		paper
2004Volatility Comovement: A Multifrequency Approach.(2004) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 63		paper
2015What is beneath the surface? Option pricing with multifrequency latent states In: Journal of Econometrics.
[Full Text][Citation analysis]		article7
2011Conditional risk and performance evaluation: Volatility timing, overconditioning, and new estimates of momentum alphas In: Journal of Financial Economics.
[Full Text][Citation analysis]		article53
2007Multifrequency news and stock returns In: Journal of Financial Economics.
[Full Text][Citation analysis]		article46
2007Multifrequency news and stock returns.(2007) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 46		paper
2011Multifrequency News and Stock Returns.(2011) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 46		paper
2005Multifrequency News and Stock Returns.(2005) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 46		paper
2008Multifrequency jump-diffusions: An equilibrium approach In: Journal of Mathematical Economics.
[Full Text][Citation analysis]		article9
2008Multifrequency jump-diffusions: An equilibrium approach.(2008) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2006Multifrequency Jump-Diffusions: An Equilibrium Approach.(2006) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2011Monetary policy and corporate default In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article23
2008Multifractal Volatility In: Elsevier Monographs.
[Full Text][Citation analysis]		book27
2003Regime-Switching and the Estimation of Multifractal Processes In: Harvard Institute of Economic Research Working Papers.
[Full Text][Citation analysis]		paper16
2003Regime-Switching and the Estimation of Multifractal Processes.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		paper
1999Multivariate Stock Returns Around Extreme Events: A Reassessment of Economic Fundamentals and the 1987 Market Crash In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Full Text][Citation analysis]		paper0
2002Multifractality in Asset Returns: Theory and Evidence In: Post-Print.
[Citation analysis]		paper161
2002Multifractality In Asset Returns: Theory And Evidence.(2002) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 161		article
2004How to Forecast Long-Run Volatility: Regime Switching and the Estimation of Multifractal Processes In: Post-Print.
[Citation analysis]		paper142
2009Multifractal Volatility: Theory, Estimation and Forecasting In: Post-Print.
[Citation analysis]		paper0
2008Multifractal Volatility: Theory, Forecasting and Pricing In: Post-Print.
[Citation analysis]		paper64
2011Large Deviation Theory and the Distribution of Price Changes In: Working Papers.
[Citation analysis]		paper0
2011Multifractality of US Dollar/Deutsche Mark Exchange Rates In: Working Papers.
[Citation analysis]		paper0
2010SEO Risk Dynamics In: The Review of Financial Studies.
[Full Text][Citation analysis]		article31
2016Horizon Effects in Average Returns: The Role of Slow Information Diffusion In: The Review of Financial Studies.
[Full Text][Citation analysis]		article13
2022Macroeconomic Attention and Announcement Risk Premia In: The Review of Financial Studies.
[Full Text][Citation analysis]		article27
2004Corporate Investment and Asset Price Dynamics: Implications for Post-SEO Performance In: 2004 Meeting Papers.
[Citation analysis]		paper190

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team