| Corporate investment and asset price dynamics: Implications for the cross‐section of returns M Carlson, A Fisher, R Giammarino The Journal of Finance 59 (6), 2577-2603, 2004 | 990 | 2004 |
| A multifractal model of asset returns BB Mandelbrot, AJ Fisher, LE Calvet Cowles Foundation discussion paper, 1997 | 785 | 1997 |
| Multifractality in asset returns: theory and evidence L Calvet, A Fisher Review of Economics and Statistics 84 (3), 381-406, 2002 | 466 | 2002 |
| Corporate Investment and Asset Price Dynamics: Implications for SEO Event Studies and Long‐Run Performance M Carlson, A Fisher, R Giammarino The Journal of Finance 61 (3), 1009-1034, 2006 | 461 | 2006 |
| How to forecast long-run volatility: regime switching and the estimation of multifractal processes LE Calvet, AJ Fisher Journal of Financial Econometrics 2 (1), 49-83, 2004 | 418 | 2004 |
| Forecasting multifractal volatility L Calvet, A Fisher Journal of econometrics 105 (1), 27-58, 2001 | 376 | 2001 |
| Multifractality of Deutschemark/US Dollar exchange rates A Fisher, L Calvet, B Mandelbrot Cowles Foundation Discussion Paper, 1997 | 277* | 1997 |
| Multifractal volatility: theory, forecasting, and pricing LE Calvet, A Fisher Academic Press, 2008 | 268 | 2008 |
| SEO risk dynamics M Carlson, A Fisher, R Giammarino Review of Financial Studies 23 (11), 4026-4077, 2010 | 158* | 2010 |
| Volatility comovement: a multifrequency approach LE Calvet, AJ Fisher, SB Thompson Journal of econometrics 131 (1-2), 179-215, 2006 | 155 | 2006 |
| Large deviations and the distribution of price changes L Calvet, A Fisher, B Mandelbrot Cowles Foundation Discussion Paper, 1997 | 155* | 1997 |
| Conditional risk and performance evaluation: Volatility timing, overconditioning, and new estimates of momentum alphas O Boguth, M Carlson, A Fisher, M Simutin Journal of Financial Economics 102 (2), 363-389, 2011 | 146 | 2011 |
| Multifrequency news and stock returns LE Calvet, AJ Fisher Journal of Financial Economics 86 (1), 178-212, 2007 | 135 | 2007 |
| Macroeconomic attention and announcement risk premia A Fisher, C Martineau, J Sheng The Review of Financial Studies 35 (11), 5057-5093, 2022 | 85* | 2022 |
| The term structure of equity risk premia: Levered noise and new estimates O Boguth, M Carlson, A Fisher, M Simutin Review of Finance 27 (4), 1155-1182, 2023 | 84* | 2023 |
| Monetary policy and corporate default HS Bhamra, AJ Fisher, LA Kuehn Journal of monetary economics 58 (5), 480-494, 2011 | 82 | 2011 |
| Horizon effects in average returns: The role of slow information diffusion O Boguth, M Carlson, A Fisher, M Simutin The Review of Financial Studies 29 (8), 2241-2281, 2016 | 61* | 2016 |
| Leaders, followers, and risk dynamics in industry equilibrium M Carlson, EJ Dockner, A Fisher, R Giammarino Journal of Financial and Quantitative Analysis 49 (2), 321-349, 2014 | 56 | 2014 |
| Staying on top of the curve: A cascade model of term structure dynamics LE Calvet, AJ Fisher, L Wu Journal of Financial and Quantitative Analysis 53 (2), 937-963, 2018 | 47* | 2018 |
| Multifrequency jump-diffusions: An equilibrium approach LE Calvet, AJ Fisher Journal of Mathematical Economics 44 (2), 207-226, 2008 | 38 | 2008 |
Murray CarlsonSauder School of BusinessVerified email at sauder.ubc.ca
