Robert J. Hodrick - Publications, H-index & Citations

Robert J. Hodrick

Columbia University

42H指数

152论文数

2.5W被引数

收录论文 12

发表时间

Aggregate Idiosyncratic Volatility

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS

IF2.8

2012-10-17

113

PREAI

Bekaert, Geert; Hodrick, Robert J.; Zhang, Xiaoyan

International Stock Return Comovements

JOURNAL OF FINANCE

IF9.5

2009-11-25

460

OAAI

Bekaert, Geert; Hodrick, Robert J.; Zhang, Xiaoyan

High idiosyncratic volatility and low returns: International and further US evidence

JOURNAL OF FINANCIAL ECONOMICS

IF12

2009-01-01

840

OAAI

Ang, Andrew; Hodrick, Robert J.; Xing, Yuhang; Zhang, Xiaoyan

The cross-section of volatility and expected returns

JOURNAL OF FINANCE

IF9.5

2006-01-20

2.4K

OAAI

Ang, A; Hodrick, RJ; Xing, YH; Zhang, XY

Expectations hypotheses tests

JOURNAL OF FINANCE

IF9.5

2002-12-17

119

OAAI

Bekaert, G; Hodrick, RJ

Evaluating the specification errors of asset pricing models

JOURNAL OF FINANCIAL ECONOMICS

IF12

2001-11-01

102

OAAI

Hodrick, RJ; Zhang, XY

Peso problem explanations for term structure anomalies 期限结构异常的比索问题解释

JOURNAL OF MONETARY ECONOMICS

IF4.1

2001-10-01

112

OAAI

Bekaert, G; Hodrick, RJ; Marshall, DA

The implications of first-order risk aversion for asset market risk premiums

JOURNAL OF MONETARY ECONOMICS

IF4.1

1997-09-01

OAAI

Bekaert, G; Hodrick, RJ; Marshall, DA

On biases in tests of the expectations hypothesis of the term structure of interest rates

JOURNAL OF FINANCIAL ECONOMICS

IF12

1997-06-01

151

OAAI

Bekaert, G; Hodrick, RJ; Marshall, DA

CHARACTERIZING PREDICTABLE COMPONENTS IN EXCESS RETURNS ON EQUITY AND FOREIGN-EXCHANGE MARKETS

JOURNAL OF FINANCE

IF9.5

1992-06-01

242

OAAI

BEKAERT, G; HODRICK, RJ

THE VARIABILITY OF VELOCITY IN CASH-IN-ADVANCE MODELS

JOURNAL OF POLITICAL ECONOMY

IF6.3

1991-04-01

OAAI

HODRICK, RJ; KOCHERLAKOTA, N; LUCAS, D

FOREIGN-CURRENCY FUTURES

JOURNAL OF INTERNATIONAL ECONOMICS

IF4

1987-02-01

OAAI

HODRICK, RJ; SRIVASTAVA, S

研究方向