Douglas J. Hodgson

University of Quebec at Montreal (UQAM) - Department of Economics

Professor

P.O. Box 8888, Downtown Station

Montreal, Quebec H3C 3P8

Canada

SCHOLARLY PAPERS

8

DOWNLOADS

555

SSRN CITATIONS
Rank 24,326

SSRN RANKINGS

Top 24,326

in Total Papers Citations

7

CROSSREF CITATIONS

32

Scholarly Papers (8)

Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach

Number of pages: 26 Posted: 13 Sep 2001
Douglas J. Hodgson, Oliver B. Linton and Keith Vorkink
University of Quebec at Montreal (UQAM) - Department of Economics, University of Cambridge and Brigham Young University - J. Willard and Alice S. Marriott School of Management
Downloads 338 (125,123)
Citation 1

Abstract:

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Adaptive Estimation, Capital Asset Pricing Model, Elliptical Symmetry, Semiparametric Efficiency

Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach

LSE STICERD Research Paper No. EM398
Number of pages: 39 Posted: 21 Jul 2008
Douglas J. Hodgson, Oliver B. Linton and Keith Vorkink
University of Quebec at Montreal (UQAM) - Department of Economics, University of Cambridge and Brigham Young University - J. Willard and Alice S. Marriott School of Management
Downloads 57 (502,934)

Abstract:

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2.

Dynamic Price Dependence of Canadian and International Art Markets: An Empirical Analysis

CIRANO - Scientific Publications No. 2011s-14
Posted: 01 Feb 2011
Douglas J. Hodgson and Aylin Seckin
University of Quebec at Montreal (UQAM) - Department of Economics and affiliation not provided to SSRN
Downloads 52 (515,880)
Citation 1

Abstract:

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Alternative investments, Economics of art markets, Market for paintings, Time series analysis, CAPM

3.

Dimension Reduction and Model Averaging for Estimation of Artists’ Age-Valuation Profiles

CIRANO - Scientific Publications 209s-41
Number of pages: 18 Posted: 15 Nov 2009
John W. Galbraith and Douglas J. Hodgson
McGill University - Department of Economics and University of Quebec at Montreal (UQAM) - Department of Economics
Downloads 39 (577,969)
Citation 5

Abstract:

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Dimension reduction, factor-augmented model, model averaging

4.

A Test for the Presence of Central Bank Intervention in the Foreign Exchange Market with an Application to the Bank of Canada

CIRANO - Scientific Publications 2009s-14
Number of pages: 25 Posted: 07 Nov 2009
Douglas J. Hodgson
University of Quebec at Montreal (UQAM) - Department of Economics
Downloads 26 (656,963)

Abstract:

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simultaneous equations, foreign exchange reserves, policy reaction functions

5.

Age-Price Profiles for Canadian Painters at Auction

CIRANO - Scientific Publications No. 2011s-15
Number of pages: 26 Posted: 31 Jan 2011
Douglas J. Hodgson
University of Quebec at Montreal (UQAM) - Department of Economics
Downloads 25 (664,128)

Abstract:

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Auction, Age-price profiles, Canadian painting, hedonic regression

6.

Asset Pricing Theory and the Valuation of Canadian Paintings

Number of pages: 27 Posted: 12 Jul 2004
Douglas J. Hodgson and Keith Vorkink
University of Quebec at Montreal (UQAM) - Department of Economics and Brigham Young University - J. Willard and Alice S. Marriott School of Management
Downloads 18 (718,306)
Citation 1

Abstract:

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7.

Constructing Commercial Indices: A Semiparametric Adaptive Estimator Approach

Journal of Real Estate Finance and Economics, Vol. 32, No. 2, 2006
Posted: 09 Sep 2005
University of Quebec at Montreal (UQAM) - Department of Economics, Brigham Young UniversityIndependent and Brigham Young University - J. Willard and Alice S. Marriott School of Management

Abstract:

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hedonic price indices, commercial office property, semiparametric adaptive estimators

8.

Testing Forward Exchange Rate Unbiasedness Efficiently: A Semiparametric Approach

Journal of Applied Economics, Vol. 7, No. I, pp. 325-353, 2004
Posted: 28 Feb 2005
Douglas J. Hodgson, Oliver B. Linton and Keith Vorkink
University of Quebec at Montreal (UQAM) - Department of Economics, University of Cambridge and Brigham Young University - J. Willard and Alice S. Marriott School of Management

Abstract:

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forward exchange market, time series econometrics, nonparametric statistics