Concepedia

Robert J. Hodrick

RJ

Statistics

Publications

49

Citations

23.5K

H-Index

34

Active since

1979

Affiliations

National Bureau of Economic Research(Current)

Columbia University

Northwestern University

Cornell University

Federal Reserve Bank of Chicago

Robert J. Hodrick is an author at National Bureau of Economic Research specializing in economics, financial economics, and finance.

Publications per year

1979–2017

49

Publications

49

Postwar U.S. Business Cycles: An Empirical Investigation

Robert J. Hodrick, Edward C. Prescott · Journal of money credit and banking · 1997 · 7.4K citations

, , +17

The Cross‐Section of Volatility and Expected Returns

Andrew Ang, Robert J. Hodrick, Yuhang Xing et al. · The Journal of Finance · 2006 · 4.8K citations

, , +17

Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis

Lars Peter Hansen, Robert J. Hodrick · Journal of Political Economy · 1980 · 2.2K citations

, , +16

High idiosyncratic volatility and low returns: International and further U.S. evidence

Andrew Ang, Robert J. Hodrick, Yuhang Xing et al. · Journal of Financial Economics · 2008 · 1.5K citations

, , +16

Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement

Robert J. Hodrick · Review of Financial Studies · 1992 · 1.5K citations

, , +17

1–5 of 49