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R

Robert J. Hodrick

Columbia University

42H-index
152Paper Count
2.5WCitation Count
Published Papers 12
Publication Date
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Aggregate Idiosyncratic Volatility
errJOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS
IF2.8
err2012-10-17
err113
PREAI
errBekaert, Geert; Hodrick, Robert J.; Zhang, Xiaoyan
errShare
errSave
International Stock Return Comovements
errJOURNAL OF FINANCE
IF9.5
err2009-11-25
err460
errOAAI
errBekaert, Geert; Hodrick, Robert J.; Zhang, Xiaoyan
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errSave
High idiosyncratic volatility and low returns: International and further US evidence
errJOURNAL OF FINANCIAL ECONOMICS
IF12
err2009-01-01
err840
errOAAI
errAng, Andrew; Hodrick, Robert J.; Xing, Yuhang; Zhang, Xiaoyan
errShare
errSave
The cross-section of volatility and expected returns
errJOURNAL OF FINANCE
IF9.5
err2006-01-20
err2.4K
errOAAI
errAng, A; Hodrick, RJ; Xing, YH; Zhang, XY
errShare
errSave
Expectations hypotheses tests
errJOURNAL OF FINANCE
IF9.5
err2002-12-17
err119
errOAAI
errBekaert, G; Hodrick, RJ
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errSave
Evaluating the specification errors of asset pricing models
errJOURNAL OF FINANCIAL ECONOMICS
IF12
err2001-11-01
err102
errOAAI
errHodrick, RJ; Zhang, XY
errShare
errSave
Peso problem explanations for term structure anomalies
errJOURNAL OF MONETARY ECONOMICS
IF4.1
err2001-10-01
err112
errOAAI
errBekaert, G; Hodrick, RJ; Marshall, DA
errShare
errSave
The implications of first-order risk aversion for asset market risk premiums
errJOURNAL OF MONETARY ECONOMICS
IF4.1
err1997-09-01
err56
errOAAI
errBekaert, G; Hodrick, RJ; Marshall, DA
errShare
errSave
On biases in tests of the expectations hypothesis of the term structure of interest rates
errJOURNAL OF FINANCIAL ECONOMICS
IF12
err1997-06-01
err151
errOAAI
errBekaert, G; Hodrick, RJ; Marshall, DA
errShare
errSave
CHARACTERIZING PREDICTABLE COMPONENTS IN EXCESS RETURNS ON EQUITY AND FOREIGN-EXCHANGE MARKETS
errJOURNAL OF FINANCE
IF9.5
err1992-06-01
err242
errOAAI
errBEKAERT, G; HODRICK, RJ
errShare
errSave
THE VARIABILITY OF VELOCITY IN CASH-IN-ADVANCE MODELS
errJOURNAL OF POLITICAL ECONOMY
IF6.3
err1991-04-01
err74
errOAAI
errHODRICK, RJ; KOCHERLAKOTA, N; LUCAS, D
errShare
errSave
FOREIGN-CURRENCY FUTURES
errJOURNAL OF INTERNATIONAL ECONOMICS
IF4
err1987-02-01
err46
errOAAI
errHODRICK, RJ; SRIVASTAVA, S
errShare
errSave

Research Directions

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Co-authors
Cooperation Journals
G
Geert Bekaert
H-index: 89 · Papers: 311
A
Andrew Ang
H-index: 56 · Papers: 268
N
Narayana Kocherlakota
H-index: 41 · Papers: 294
张晓燕 cover
张晓燕 (Xiaoyan Zhang)
H-index: 38 · Papers: 236
Y
Yuhang Xing
H-index: 29 · Papers: 65
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