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Hodrick, Robert J.


 SSRN Author Rank: 2,187 by Downloads
 Senior Vice Dean and Nomura Professor of International Finance
 

Columbia Business School - Finance and Economics


 3022 Broadway
 New York, NY 10027
 United States
 email address

 

National Bureau of Economic Research (NBER)


 365 Fifth Avenue, 5th Floor
 New York, NY 10016-4309
 United States

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. Hodrick, Robert J.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
10,370
Total
Citations
1,681
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.   Incl. Electronic Paper
Ang, Andrew
Columbia Business School - Finance and Economics
Hodrick, Robert J.
Columbia Business School - Finance and Economics
Xing, Yuhang
Rice University
Zhang, Xiaoyan
Purdue University - Krannert School of Management
Posted:
27 Oct 04
Last Revised:
15 Jun 11
3,439
(1,571)
492

2.   Incl. Electronic Paper
Bekaert, Geert
Columbia Business School - Finance and Economics
Hodrick, Robert J.
Columbia Business School - Finance and Economics
Zhang, Xiaoyan
Purdue University - Krannert School of Management
Posted:
25 Mar 08
Last Revised:
28 Jun 11
1,758
(5,057)
21

3.   Incl. Electronic Paper
Ang, Andrew
Columbia Business School - Finance and Economics
Hodrick, Robert J.
Columbia Business School - Finance and Economics
Xing, Yuhang
Rice University
Zhang, Xiaoyan
Purdue University - Krannert School of Management
Posted:
24 Jan 08
Last Revised:
21 Oct 11
1,510
(6,623)
166

4.   Incl. Electronic Paper
Bekaert, Geert
Columbia Business School - Finance and Economics
Hodrick, Robert J.
Columbia Business School - Finance and Economics
Zhang, Xiaoyan
Purdue University - Krannert School of Management
Posted:
22 Jan 06
Last Revised:
28 Jun 11
1,397
(7,569)
66

5.   Incl. Electronic Paper
Bekaert, Geert
Columbia Business School - Finance and Economics
Hodrick, Robert J.
Columbia Business School - Finance and Economics
Posted:
25 Apr 00
Last Revised:
08 Nov 11
646
(24,665)
47

6.  
Hodrick, Robert J.
Columbia Business School - Finance and Economics
Vassalou, Maria
Centre for Economic Policy Research (CEPR)
Posted:
30 Mar 00
305
(63,871)
4

7.   Incl. Electronic Paper
Daniel, Kent D.
Columbia Business School - Finance and Economics
Hodrick, Robert J.
Columbia Business School - Finance and Economics
Lu, Zhongjin
University of Georgia - Department of Banking and Finance
Posted:
26 Aug 14
Last Revised:
15 Oct 14
192
(103,588)
 

8.  
Financial Market Efficiency Tests | Show Abstract | Download This Paper | Open PDF in Browser |
NBER Working Paper No. w4108
Number of Pages in PDF File: 73
Bollerslev, Tim
Duke University - Finance
Hodrick, Robert J.
Columbia Business School - Finance and Economics
Posted:
23 Apr 04
112
(163,269)
10

9.  
Flood, Robert P.
International Monetary Fund (IMF) - Research Department
Hodrick, Robert J.
Columbia Business School - Finance and Economics
Kaplan, Paul D.
Morningstar, Inc.
Posted:
10 Feb 01
73
(215,671)
10

10.  
Hodrick, Robert J.
Columbia Business School - Finance and Economics
Posted:
27 Jun 07
69
(222,545)
279

11.  
High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Financial Economics, Vol. 91, pp. 1-23, 2009
Number of Pages in PDF File: 52
Akama, Kalang Andrew
affiliation not provided to SSRN
Hodrick, Robert J.
Columbia Business School - Finance and Economics
Xing, Yuhang
Rice University
Zhang, Xiaoyan
Purdue University - Krannert School of Management
Posted:
22 Oct 11
61
(237,645)
 

12.  
Bekaert, Geert
Columbia Business School - Finance and Economics
Hodrick, Robert J.
Columbia Business School - Finance and Economics
Posted:
28 Dec 06
56
(247,854)
112

13.  
Hedegaard, Esben
Arizona State University (ASU) - W.P. Carey School of Business
Hodrick, Robert J.
Columbia Business School - Finance and Economics
Posted:
02 Jul 14
52
(256,610)
 

14.  
Hedegaard, Esben
Arizona State University (ASU)
Hodrick, Robert J.
Columbia Business School - Finance and Economics
Posted:
12 Oct 13
51
(258,972)
2

15.  
Pricing the Global Industry Portfolios | Show Abstract | Download This Paper | Open PDF in Browser |
NBER Working Paper No. w9344
Number of Pages in PDF File: 29
Cavaglia, Stefano
Brinson Partners
Hodrick, Robert J.
Columbia Business School - Finance and Economics
Vadim, Moroz
Brinson Partners
Zhang, Xiaoyan
Purdue University - Krannert School of Management
Posted:
23 Dec 02
50
(261,234)
2

16.  
Hodrick, Robert J.
Columbia Business School - Finance and Economics
Zhang, Xiaoyan
Purdue University - Krannert School of Management
Posted:
16 May 00
48
(265,967)
62

17.  
Bekaert, Geert
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
44
(275,866)
90

18.  
An International Dynamic Asset Pricing Model | Show Abstract | Download This Paper | Open PDF in Browser |
NBER Working Paper No. w7157
Number of Pages in PDF File: 43
Hodrick, Robert J.
Columbia Business School - Finance and Economics
Ng, David T.
Cornell University
Sengmueller, Paul
Tilburg University
Posted:
11 Aug 99
44
(275,866)
20

19.  
Hodrick, Robert J.
Columbia Business School - Finance and Economics
Srivastava, Sanjay
Georgia State University-Robinson College of Business
Posted:
15 Mar 04
42
(281,002)
24

20.  
Foreign Currency Futures | Show Abstract | Download This Paper | Open PDF in Browser |
NBER Working Paper No. w1743
Number of Pages in PDF File: 51
Hodrick, Robert J.
Columbia Business School - Finance and Economics
Srivastava, Sanjay
Georgia State University-Robinson College of Business
Posted:
03 May 04
41
(283,628)
5

21.  
Bekaert, Geert
Columbia Business School - Finance and Economics
Hodrick, Robert J.
Columbia Business School - Finance and Economics
Posted:
10 Jul 07
40
(286,309)
44

22.  
Hodrick, Robert J.
Columbia Business School - Finance and Economics
Srivastava, Sanjay
Georgia State University-Robinson College of Business
Posted:
06 Jul 04
37
(294,827)
34

23.  
Flood, Robert P.
International Monetary Fund (IMF) - Research Department
Hodrick, Robert J.
Columbia Business School - Finance and Economics
Posted:
04 Apr 04
34
(303,733)
10

24.  
Hedegaard, Esben
Arizona State University (ASU) - W.P. Carey School of Business
Hodrick, Robert J.
Columbia Business School - Finance and Economics
Posted:
02 Jul 14
31
(313,301)
 

25.  
Hodrick, Robert J.
Columbia Business School - Finance and Economics
Vassalou, Maria
Centre for Economic Policy Research (CEPR)
Posted:
06 Dec 01
30
(316,649)
5

26.  
Risk, Uncertainty and Exchange Rates | Show Abstract | Download This Paper | Open PDF in Browser |
NBER Working Paper No. w2429
Number of Pages in PDF File: 61
Hodrick, Robert J.
Columbia Business School - Finance and Economics
Posted:
06 Apr 07
28
(324,075)
30

27.  
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
27
(327,791)
16

28.   Incl. Electronic Paper
Bekaert, Geert
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
27
(327,791)
37

29.  
Estimating the Conditional CAPM with Overlapping Data Inference | Show Abstract | Download This Paper | Open PDF in Browser |
Netspar Discussion Paper No. 02/2013-031
Number of Pages in PDF File: 96
Hedegaard, Esben
Arizona State University (ASU) - W.P. Carey School of Business
Hodrick, Robert J.
Columbia Business School - Finance and Economics
Posted:
19 Oct 13
24
(339,979)
2

30.   Incl. Electronic Paper
Bekaert, Geert
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
22
(348,605)
65

31.  
Flood, Robert P.
International Monetary Fund (IMF) - Research Department
Hodrick, Robert J.
Columbia Business School - Finance and Economics
Posted:
28 Jun 04
21
(353,040)
14

32.  
Flood, Robert P.
International Monetary Fund (IMF) - Research Department
Hodrick, Robert J.
Columbia Business School - Finance and Economics
Posted:
19 Jun 04
17
(371,048)
 

33.  
Flood, Robert P.
International Monetary Fund (IMF) - Research Department
Hodrick, Robert J.
Columbia Business School - Finance and Economics
Posted:
04 Jul 04
16
(375,477)
1

34.  
Flood, Robert P.
International Monetary Fund (IMF) - Research Department
Hodrick, Robert J.
Columbia Business School - Finance and Economics
Posted:
19 Jun 04
13
(389,509)
2

35.  
Hedegaard, Esben
Arizona State University (ASU) - W.P. Carey School of Business
Hodrick, Robert J.
Columbia Business School - Finance and Economics
Posted:
23 Jun 14
5
(424,967)
 

36.  
Hodrick, Robert J.
Columbia Business School - Finance and Economics
Posted:
18 Dec 10
5
(424,967)
4

37.  
Estimating the Risk-Return Trade-Off with Overlapping Data Inference | Show Abstract | Add to Cart |
NBER Working Paper No. w19969
Number of Pages in PDF File: 41
Hedegaard, Esben
Arizona State University (ASU)
Hodrick, Robert J.
Columbia Business School - Finance and Economics
Posted:
19 Mar 14
3
(434,058)
 

38.  
Post-War U.S. Business Cycles: An Empirical Investigation | Show Abstract |
JOURNAL OF MONEY, CREDIT AND BANKING, Vol. 28, No. 4 (February 1997)
Hodrick, Robert J.
Columbia Business School - Finance and Economics
Prescott, Edward C.
Arizona State University (ASU) - Economics Department
Posted:
04 May 00
 


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