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Adlai Julian Fisher

Global rank #5503 93%

Institution: University of British Columbia

Primary Field: Finance (weighted toward more recent publications)

Homepage: https://sites.google.com/view/adlai-fisher

First Publication: 2001

Most Recent: 2022

RePEc ID: pfi214 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.67 0.00 0.00 1.34
Last 10 Years 0.00 1.17 0.67 0.00 3.02
All Time 0.00 7.88 3.18 0.00 18.94

Publication Statistics

Raw Publications 15
Coauthorship-Adjusted Count 11.11

Publications (15)

Year Article Journal Tier Authors
2022 Macroeconomic Attention and Announcement Risk Premia The Review of Financial Studies A 3
2018 Staying on Top of the Curve: A Cascade Model of Term Structure Dynamics Journal of Financial and Quantitative Analysis B 3
2016 Horizon Effects in Average Returns: The Role of Slow Information Diffusion The Review of Financial Studies A 4
2015 What is beneath the surface? Option pricing with multifrequency latent states Journal of Econometrics A 4
2014 Leaders, Followers, and Risk Dynamics in Industry Equilibrium Journal of Financial and Quantitative Analysis B 4
2011 Monetary policy and corporate default Journal of Monetary Economics A 3
2011 Conditional risk and performance evaluation: Volatility timing, overconditioning, and new estimates of momentum alphas Journal of Financial Economics A 4
2010 SEO Risk Dynamics The Review of Financial Studies A 3
2008 Multifrequency jump-diffusions: An equilibrium approach Journal of Mathematical Economics B 2
2008 Reputation and Managerial Truth‐Telling as Self‐Insurance Journal of Economics & Management Strategy B 2
2007 Multifrequency news and stock returns Journal of Financial Economics A 2
2006 Volatility comovement: a multifrequency approach Journal of Econometrics A 3
2006 Corporate Investment and Asset Price Dynamics: Implications for SEO Event Studies and Long‐Run Performance Journal of Finance A 3
2002 Multifractality In Asset Returns: Theory And Evidence Review of Economics and Statistics A 2
2001 Forecasting multifractal volatility Journal of Econometrics A 2