Hodrick, Robert J.

Purdue University - Krannert School of Management

Posted:
27 Oct 04
Last Revised:
15 Jun 11

2,665
(1,703)

428

2.

Aggregate Idiosyncratic Volatility | View 3 Versions | Show Abstracts | Hide Abstracts|

Columbia Business School - Finance and Economics

Hodrick, Robert J.

Columbia Business School - Finance and Economics

Purdue University - Krannert School of Management

Posted:
25 Mar 08
Last Revised:
28 Jun 11

1,618
(4,069)

17

3.

International Stock Return Comovements | View 3 Versions | Show Abstracts | Hide Abstracts|

Columbia Business School - Finance and Economics

Hodrick, Robert J.

Columbia Business School - Finance and Economics

Purdue University - Krannert School of Management

Posted:
22 Jan 06
Last Revised:
28 Jun 11

1,291
(6,052)

63

4.

High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence | View 3 Versions | Show Abstracts | Hide Abstracts|

Ang, Andrew

Columbia Business School - Finance and Economics

Hodrick, Robert J.

Columbia Business School - Finance and Economics

Xing, Yuhang

Rice University

Purdue University - Krannert School of Management

Posted:
24 Jan 08
Last Revised:
21 Oct 11

1,177
(7,048)

141

5.

Expectations Hypotheses Tests | View 2 Versions | Show Abstracts | Hide Abstracts|
- EFA 0483; AFA 2001 New Orleans
- NBER Working Paper No. w7609

Columbia Business School - Finance and Economics

Hodrick, Robert J.

Columbia Business School - Finance and Economics

Posted:
25 Apr 00
Last Revised:
08 Nov 11

639
(18,207)

43

6.

Do We Need Multi-Country Models to Explain Exchange Rate and Interest Rate Dynamics? | Show Abstract | Download |
Working Paper Series

Hodrick, Robert J.

Columbia Business School - Finance and Economics

Vassalou, Maria

Centre for Economic Policy Research (CEPR)

Posted:

30 Mar 00

300
(48,112)

4

7.

Financial Market Efficiency Tests | Show Abstract | Download |
NBER Working Paper No. w4108
Working Paper Series

Bollerslev, Tim

Duke University - Finance

Hodrick, Robert J.

Columbia Business School - Finance and Economics

Posted:

23 Apr 04

99
(135,969)

10

8.

An Evaluation of Recent Evidence on Stock Market Bubbles | Show Abstract | Download |
NBER Working Paper No. w1971
Working Paper Series

International Monetary Fund (IMF) - Research Department

Hodrick, Robert J.

Columbia Business School - Finance and Economics

Kaplan, Paul D.

Morningstar, Inc.

Posted:

10 Feb 01

65
(176,039)

9

9.

Dividend Yields and Expected Stock Returns: Alternative Procedures for Interference and Measurement | Show Abstract | Download |
NBER Working Paper No. t0108
Working Paper Series

Hodrick, Robert J.

Columbia Business School - Finance and Economics

Posted:

27 Jun 07

56
(189,889)

264

10.

High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence | Show Abstract | Download |
Journal of Financial Economics, Vol. 91, pp. 1-23, 2009
Accepted Paper Series

Akama, Kalang Andrew

affiliation not provided to SSRN

Hodrick, Robert J.

Columbia Business School - Finance and Economics

Xing, Yuhang

Rice University

Purdue University - Krannert School of Management

Posted:

22 Oct 11

50
(200,168)

11.

Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets | Show Abstract | Download |
NBER Working Paper No. w3790
Working Paper Series

Columbia Business School - Finance and Economics

Hodrick, Robert J.

Columbia Business School - Finance and Economics

Posted:

28 Dec 06

47
(205,715)

112

12.

Pricing the Global Industry Portfolios | Show Abstract | Download |
NBER Working Paper No. w9344
Working Paper Series

Cavaglia, Stefano

Brinson Partners

Hodrick, Robert J.

Columbia Business School - Finance and Economics

Vadim, Moroz

Brinson Partners

Purdue University - Krannert School of Management

Posted:

23 Dec 02

46
(207,580)

3

13.

Evaluating the Specification Errors of Asset Pricing Models | Show Abstract | Download |
NBER Working Paper No. w7661
Working Paper Series

Hodrick, Robert J.

Columbia Business School - Finance and Economics

Purdue University - Krannert School of Management

Posted:

16 May 00

42
(215,485)

61

14.

An Investigation of Risk and Return in Forward Foreign Exchange | Show Abstract | Download |
NBER Working Paper No. w1180
Working Paper Series

Hodrick, Robert J.

Columbia Business School - Finance and Economics

Srivastava, Sanjay

OS Financial Trading System

Posted:

15 Mar 04

39
(221,598)

24

15.

On Biases in Tests of the Expecations Hypothesis of the Term Structure of Interest Rates | Show Abstract | Download |
NBER Working Paper No. t0191
Working Paper Series

Columbia Business School - Finance and Economics

Hodrick, Robert J.

Columbia Business School - Finance and Economics

Marshall, David A.

Federal Reserve Bank of Chicago

Posted:

20 Jul 00

37
(225,959)

87

16.

An International Dynamic Asset Pricing Model | Show Abstract | Download |
NBER Working Paper No. w7157
Working Paper Series

Hodrick, Robert J.

Columbia Business School - Finance and Economics

Ng, David

Cornell University

Sengmueller, Paul

Tilburg University

Posted:

11 Aug 99

37
(225,959)

22

17.

The Covariation of Risk Premiums and Expected Future Spot Exchange Rates | Show Abstract | Download |
NBER Working Paper No. w1749
Working Paper Series

Hodrick, Robert J.

Columbia Business School - Finance and Economics

Srivastava, Sanjay

OS Financial Trading System

Posted:

06 Jul 04

36
(228,211)

33

18.

Foreign Currency Futures | Show Abstract | Download |
NBER Working Paper No. w1743
Working Paper Series

Hodrick, Robert J.

Columbia Business School - Finance and Economics

Srivastava, Sanjay

OS Financial Trading System

Posted:

03 May 04

36
(228,211)

5

19.

On Biases in the Measurement of Foreign Exchange Risk Premiums | Show Abstract | Download |
NBER Working Paper No. w3861
Working Paper Series

Columbia Business School - Finance and Economics

Hodrick, Robert J.

Columbia Business School - Finance and Economics

Posted:

10 Jul 07

32
(237,675)

43

20.

Asset Price Volatility, Bubbles, and Process Switching | Show Abstract | Download |
NBER Working Paper No. w1867
Working Paper Series

International Monetary Fund (IMF) - Research Department

Hodrick, Robert J.

Columbia Business School - Finance and Economics

Posted:

04 Apr 04

30
(242,945)

10

21.

Do We Need Multi-Country Models to Explain Exchange Rate, Interest Rate and Bond Return Dynamics? | Show Abstract | Download |
CEPR Discussion Paper No. 3056
Working Paper Series

Hodrick, Robert J.

Columbia Business School - Finance and Economics

Vassalou, Maria

Centre for Economic Policy Research (CEPR)

Posted:

06 Dec 01

30
(242,945)

6

22.

Risk, Uncertainty and Exchange Rates | Show Abstract | Download |
NBER Working Paper No. w2429
Working Paper Series

Hodrick, Robert J.

Columbia Business School - Finance and Economics

Posted:

06 Apr 07

25
(257,804)

28

23.

The Implications of First-Order Risk Aversion for Asset Market Risk Premiums | View 2 Versions | Show Abstracts | Hide Abstracts|
- NBER Working Paper No. w4624
- Working Paper

Columbia Business School - Finance and Economics

Hodrick, Robert J.

Columbia Business School - Finance and Economics

Marshall, David A.

Federal Reserve Bank of Chicago

Posted:
15 Sep 99
Last Revised:
24 Aug 10

24
(261,122)

37

24.

The Variability of Velocity in Cash-in-Advance Models | Show Abstract | Download |
NBER Working Paper No. w2891
Working Paper Series

Hodrick, Robert J.

Columbia Business School - Finance and Economics

Kocherlakota, Narayana

University of Minnesota - Twin Cities - Department of Economics

Lucas, Deborah J.

Northwestern University - Kellogg School of Management

Posted:

16 Jul 04

22
(267,936)

16

25.

'Peso Problem' Explanations for Term Structure Anomalies | View 2 Versions | Show Abstracts | Hide Abstracts|
- NBER Working Paper No. w6147
- Research Paper No. 1445, FRB Chicago Working Paper No. 1997-07

Columbia Business School - Finance and Economics

Hodrick, Robert J.

Columbia Business School - Finance and Economics

Marshall, David A.

Federal Reserve Bank of Chicago

Posted:
10 Aug 98
Last Revised:
28 Jun 11

21
(271,392)

64

26.

Testable Implications of Indeterminacies in Models with Rational Expectations | Show Abstract | Download |
NBER Working Paper No. w2903
Working Paper Series

International Monetary Fund (IMF) - Research Department

Hodrick, Robert J.

Columbia Business School - Finance and Economics

Posted:

04 Jul 04

15
(292,529)

1

27.

Real Aspects of Exchange Rate Regime Choice with Collapsing Fixed Rates | Show Abstract | Download |
NBER Working Paper No. w1603
Working Paper Series

International Monetary Fund (IMF) - Research Department

Hodrick, Robert J.

Columbia Business School - Finance and Economics

Posted:

28 Jun 04

15
(292,529)

14

28.

Money and the Open Economy Business Cycle: a Flexible Price Model | Show Abstract | Download |
NBER Working Paper No. w1967
Working Paper Series

International Monetary Fund (IMF) - Research Department

Hodrick, Robert J.

Columbia Business School - Finance and Economics

Posted:

19 Jun 04

14
(296,213)

29.

Optimal Price and Inventory Adjustment in an Open-Economy Model of the Business Cycle | Show Abstract | Download |
NBER Working Paper No. w1089
Working Paper Series