BA (Macalester College), MA MPhil PhD (Yale)
Professor, Finance Division
- Fisher, A., Martineau, C., and Sheng, J.,(2022) “Macroeconomic Attention and Announcement Risk Premia”, Review of Financial Studies, forthcoming.
- Calvet, L., Fisher, A., and Wu, L (2018), “Staying on Top of the Curve: A Cascade Model of Term Structure Dynamics,” Journal of Financial and Quantitative Analysis 53, 937-963.
- Boguth, O., Carlson, M., Fisher, A., and Simutin M., (2016) “Horizon Effects in Average Returns: The Role of Slow Information Diffusion" Review of Financial Studies 29, 2241-2281.
- Calvet, L., Fearnley, M., Fisher, A., and Leippold, M. (2015), "What’s Beneath the Surface? Option Pricing with Multifrequency Latent States," Journal of Econometrics 187, 498-511.
- M. Carlson, E. Dockner, A. Fisher, and R. Giammarino (2014), “Leaders, Followers, and Risk Dynamics in Industry Equilibrium,” Journal of Financial and Quantitative Analysis, 49, 321-349.