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Adlai Fisher
BA (Macalester College), MA MPhil PhD (Yale)
Associate Professor
| Office:
| Henry Angus 856 | | Phone:
| +1-604-822-8331 | | Fax:
| +1-604-822-4695 | | Email:
| <
adlai.fisher at sauder.ubc.ca
> |
University of British Columbia
Sauder School of Business
2053 Main Mall, Vancouver BC, V6T 1Z2
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Curriculum Vitae
Personal Homepage
Research Interests
Current Research Interests include Asset Pricing, Financial Econometrics, Volatility modelling, Corporate Finance, and Mergers and Acquisitions.
Selected Publications
Laurent Calvet
and Adlai Fisher
“Multifrequency News and Stock Returns”
Journal of Financial Economics, forthcoming
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Laurent Calvet,
Adlai Fisher,
and Samuel Thompson
“Volatility Comovement: A Multifrequency Approach”
Journal of Econometrics, forthcoming
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Murray Carlson,
Adlai Fisher,
and Ron Giammarino
“Corporate Investment and Asset Price Dynamics: Implications for SEO Event Studies and Long-Run Performance”
Journal of Finance, Vol. 61, 2006,1009-1034.
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Laurent Calvet
and Adlai Fisher
“How to Forecast Long-Run Volatility: Regime-Switching and the Estimationof Multifractal Processes”
Journal of Financial Econometrics, Vol. 2, 2004, 49-83.
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Murray Carlson,
Adlai Fisher,
and Ron Giammarino
“Corporate Investment and Asset Price Dynamics: Implications for the Cross-Section of Returns”
Journal of Finance, Vol. 59, 2004,2577-2603.
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Laurent Calvet
and Adlai Fisher
“Multifractality in Asset Returns: Theory and Evidence”
Review of Economics and Statistics, Vol. 84, 2002, 381-406.
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Laurent Calvet
and Adlai Fisher
“Forecasting Multifractal Volatility”
Journal of Econometrics, Vol. 105, 2001, 27-58.
Working Papers
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Oliver Boguth,
Murray Carlson,
Adlai Fisher,
and Mikhail Simutin
“Conditional Risk and Performance Evaluation: Volatility Timing, Overconditioning, and New Estimates of Momentum Alphas” (2009)
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Laurent Calvet
and Adlai Fisher
“Multifrequency Jump-Diffusions: An Equilibrium Approach” (2005)
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Murray Carlson,
Adlai Fisher,
and Ron Giammarino
“SEOs, Real Options, and Risk Dynamics: Empirical Evidence” (2005)
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Adlai Fisher
and Rob Heinkel
“Reputation and Managerial Truth-Telling as Self-Insurance” (2005)
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Laurent Calvet,
Adlai Fisher,
and Samuel Thompson
“Volatility Comovement: A Multifrequency Approach” (2004)
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Adlai Fisher
“Hidden Information and the 1987 Market Crash” (2001)
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