Robert James Hodrick : Citation Profile


Are you Robert James Hodrick?

Columbia University

24

H index

31

i10 index

6077

Citations

RESEARCH PRODUCTION:

38

Articles

43

Papers

1

Books

1

Chapters

RESEARCH ACTIVITY:

   39 years (1979 - 2018). See details.
   Cites by year: 155
   Journals where Robert James Hodrick has often published
   Relations with other researchers
   Recent citing documents: 830.    Total self citations: 36 (0.59 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pho115
   Updated: 2020-05-16    RAS profile: 2020-04-23    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Robert James Hodrick.

Is cited by:

Bekaert, Geert (80)

Sarno, Lucio (55)

Ang, Andrew (48)

Thornton, Daniel (38)

Campbell, John (37)

Wolff, Christian (32)

Engel, Charles (29)

Wagner, Christian (27)

Valente, Giorgio (27)

Bollerslev, Tim (26)

Wu, Liuren (25)

Cites to:

Campbell, John (39)

Hansen, Lars (31)

Bekaert, Geert (29)

Shiller, Robert (25)

French, Kenneth (21)

Fama, Eugene (20)

Harvey, Campbell (18)

merton, robert (13)

Marshall, David (13)

West, Kenneth (12)

Bollerslev, Tim (11)

Main data


Where Robert James Hodrick has published?


Journals with more than one article published# docs
Journal of Monetary Economics6
Journal of Finance5
Journal of International Money and Finance3
Journal of Financial Economics3
Journal of International Economics3
Carnegie-Rochester Conference Series on Public Policy3
Journal of Political Economy2

Working Papers Series with more than one paper published# docs
Working Paper Series, Issues in Financial Regulation / Federal Reserve Bank of Chicago2

Recent works citing Robert James Hodrick (2020 and 2019)


YearTitle of citing document
2017Long- and Short-Run Components of Factor Betas: Implications for Equity Pricing. (2017). Christiansen, Charlotte ; Asgharian, Hossein ; Wang, Weining ; Jun, AI. In: CREATES Research Papers. RePEc:aah:create:2017-34.

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2018The Pricing of Tail Risk and the Equity Premium: Evidence from International Option Markets. (2018). Andersen, Torben ; Todorov, Viktor ; Fusari, Nicola. In: CREATES Research Papers. RePEc:aah:create:2018-02.

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2017Working Paper 263 - Factor Productivity and Potential Output Growth in South Africa. (2017). Afdb, Afdb. In: Working Paper Series. RePEc:adb:adbwps:2374.

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2019Dynamics of business cycle and long-term economic growth of Pakistan. (2019). Jawed, Syed Monis ; Khan, Usama Ehsan. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxvi:y:2019:i:2(619):p:173-184.

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2018A Model-Free Bubble Detection Method: Application to the World Market for Superstar Wines. (2018). Tolhurst, Tor. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274387.

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2019The fundamental causes of economic growth: a comparative analysis of the total factor productivity growth of European agriculture, 1950-2005. (2019). Pinilla, Vicente ; Martin-Retortillo, Miguel. In: Documentos de Trabajo (DT-AEHE). RePEc:ahe:dtaehe:1912.

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2017Weekend Effect and Short Sales: Evidence from Hong Kong. (2017). Cai, Jinghan ; Zhai, Weili ; Xia, LE ; He, Jibao. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2017:p:8-18.

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2017Russian-Doll Risk Models. (2017). Kakushadze, Zura. In: Papers. RePEc:arx:papers:1412.4342.

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2017Statistical Risk Models. (2017). Kakushadze, Zura ; Yu, Willie. In: Papers. RePEc:arx:papers:1602.08070.

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2017Forecasting the U.S. Real House Price Index. (2017). Plakandaras, Vasilios ; Papadimitriou, Theophilos ; GUPTA, RANGAN ; Gogas, Periklis. In: Papers. RePEc:arx:papers:1707.04868.

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2017The Size Premium in Equity Markets: Where is the Risk?. (2017). Bouchaud, Jean-Philippe ; Lemp, Yves ; Simon, Guillaume ; Emmanuel, ; Ciliberti, Stefano. In: Papers. RePEc:arx:papers:1708.00644.

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2019Tail Risks, Asset prices, and Investment Horizons. (2018). Baruník, Jozef ; Nevrla, Matvej. In: Papers. RePEc:arx:papers:1806.06148.

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2018Combining Independent Smart Beta Strategies for Portfolio Optimization. (2018). Maguire, Rebecca ; Moffett, Karl. In: Papers. RePEc:arx:papers:1808.02505.

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2019Deep Recurrent Factor Model: Interpretable Non-Linear and Time-Varying Multi-Factor Model. (2019). Izumi, Kiyoshi ; Abe, Masaya ; Ito, Tomoki ; Nakagawa, Kei. In: Papers. RePEc:arx:papers:1901.11493.

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2019Working Paper: Improved Stock Price Forecasting Algorithm based on Feature-weighed Support Vector Regression by using Grey Correlation Degree. (2019). Wang, Quanxi. In: Papers. RePEc:arx:papers:1902.08938.

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2019Optimal FX Hedge Tenor with Liquidity Risk. (2019). Loeper, Gregoire ; Aarons, Mark ; Zhang, Rongju. In: Papers. RePEc:arx:papers:1903.06346.

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2019Deep Learning in Asset Pricing. (2019). Zhu, Jason ; Pelger, Markus ; Chen, Luyang. In: Papers. RePEc:arx:papers:1904.00745.

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2019Stock Price Forecasting and Hypothesis Testing Using Neural Networks. (2019). Varaku, Kerda. In: Papers. RePEc:arx:papers:1908.11212.

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2020Trading Strategies and Market Color: The Benefits of Friendship with Quantitative Analysts and Financial Engineers. (2019). Kashyap, Ravi. In: Papers. RePEc:arx:papers:1910.02144.

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2019Weekly idiosyncratic risk metrics and idiosyncratic momentum: Evidence from the Chinese stock market. (2019). Zhou, Wei-Xing ; Shi, Huai-Long . In: Papers. RePEc:arx:papers:1910.13115.

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2019iCurrency?. (2019). Yu, Willie ; Kakushadze, Zura. In: Papers. RePEc:arx:papers:1911.01272.

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2019Quantile Factor Models. (2019). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang. In: Papers. RePEc:arx:papers:1911.02173.

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2019Predicting bubble bursts in oil prices using mixed causal-noncausal models. (2019). Hecq, Alain ; Voisin, Elisa. In: Papers. RePEc:arx:papers:1911.10916.

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2020Investor Experiences and International Capital Flows. (2020). Vanasco, Victoria ; Pouzo, Demian ; Malmendier, Ulrike. In: Papers. RePEc:arx:papers:2001.07790.

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2020Choosing the Right Return Distribution and the Excess Volatility Puzzle. (2020). Fabozzi, Frank J ; Shirvani, Abootaleb. In: Papers. RePEc:arx:papers:2001.08865.

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2020Refined model of the covariance/correlation matrix between securities. (2020). Valeyre, Sebastien. In: Papers. RePEc:arx:papers:2001.08911.

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2020Low-volatility Anomaly and the Adaptive Multi-Factor Model. (2020). Jarrow, Robert ; Zhu, Liao ; Wells, Martin T ; Murataj, Rinald. In: Papers. RePEc:arx:papers:2003.08302.

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2020Spanning analysis of stock market anomalies under Prospect Stochastic Dominance. (2020). Scaillet, Olivier ; Topaloglou, Nikolas ; Arvanitis, Stelios. In: Papers. RePEc:arx:papers:2004.02670.

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2018Idiosyncratic Risk, Stock Returns and Investor Sentiment. (2018). Tsai, Ying-Ru ; Huai-I Lee, ; Hsieh, Tsung-Yu. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2018:p:914-924.

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2019Estimation and Analysis of the Output Gap for the Saudi Economy; Econometric Study (1970-2016). (2019). Neffati, Mohamed R. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2019:p:267-284.

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2018Arbitrage Risk and Investor Sentiment as Causes of Persistent Mispricing: the European Evidence. (2018). Guidolin, Massimo ; Ricci, Andrea. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1888.

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2018Arbitrage Risk and Investor Sentiment as Causes of Persistent Mispricing: the European Evidence. (2018). Guidolin, Massimo ; Ricci, Andrea. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1889.

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2019The Predictability of Real Estate Excess Returns: An Out-of-Sample Economic Value Analysis. (2019). Guidolin, Massimo ; Petrova, Milena ; Pedio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19122.

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2017Assessing the Predictive Ability of Sovereign Default Risk on Exchange Rate Returns. (2017). Sadaba, Barbara ; Ravazzolo, Francesco ; Foroni, Claudia. In: Staff Working Papers. RePEc:bca:bocawp:17-19.

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2019Tail Index Estimation: Quantile-Driven Threshold Selection. (2019). de Haan, Laurens ; de Vries, Casper ; Danielsson, Jon ; Ergun, Lerby. In: Staff Working Papers. RePEc:bca:bocawp:19-28.

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2019How frequent a BEER? Assessing the impact of data frequency on real exchange rate misalignment estimation. (2019). Giordano, Claire. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_522_19.

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2017Are daily financial data useful for forecasting GDP? Evidence from Mexico. (2017). Ibarra, Raul ; Luis, Gomez-Zamudio. In: Working Papers. RePEc:bdm:wpaper:2017-17.

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2019Labour Force Participation and the Business Cycle in Mexico. (2019). Juarez, Miriam ; Miriam, Juarez-Torres ; Jonathan, Puigvert . In: Working Papers. RePEc:bdm:wpaper:2019-04.

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2019La política fiscal y la estabilización macroeconómica en Colombia. (2019). Mendez-Vizcaino, Juan C ; Lopez, Martha ; Julio-Roman, Juan Manuel ; Hernandez-Turca, Yurany ; Hamann, Franz ; Granger-Castao, Clark ; Zarate-Solano, Hector M ; Gonzalez, Andres ; Toro-Cordoba, Jorge Hernan ; Bejarano, Jesus ; Rodriguez-Guzman, Diego Arturo ; Arias-Rodriguez, Fernando ; Rincon-Castro, Hernan ; Lozano-Espitia, Ignacio ; Ramos-Forero, Jorge Enrique . In: Revista ESPE - Ensayos sobre Política Económica. RePEc:bdr:ensayo:y:2019:i:90:p:1-60.

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AN EMPIRICAL ANALYSIS OF INDIAN BUSINESS CYCLE DYNAMICS. (2017). Paramanik, Rajendra N ; Kamaiah, Bandi. In: Economic Annals. RePEc:beo:journl:v:62:y:2017:i:213:p:7-26.

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2018ECONOMETRIC TESTING OF UNCOVERED INTEREST RATE PARITY IN SERBIA. (2018). Mladenovi, Zorica ; Rakovi, Jelena. In: Economic Annals. RePEc:beo:journl:v:62:y:2018:i:216:p:35-62.

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2018ECONOMETRIC TESTING OF UNCOVERED INTEREST RATE PARITY IN SERBIA. (2018). Mladenovi, Zorica ; Rakovi, Jelena. In: Economic Annals. RePEc:beo:journl:v:63:y:2018:i:216:p:35-62.

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2017Monetary and Fiscal Policy in England during the French Wars (1793-1821). (2017). Antipa, Pamfili ; Chamley, C. In: Working papers. RePEc:bfr:banfra:627.

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2019Investor Experiences and International Capital Flows. (2019). Vanasco, Victoria ; Pouzo, Demien ; Malmendier, Ulrike. In: Working Papers. RePEc:bge:wpaper:1163.

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2018Growth and Volatility Nexus in Sub†Saharan Africa. (2018). Mekonnen, Jemberu Lulie ; Dogruel, Ali Suut . In: African Development Review. RePEc:bla:afrdev:v:30:y:2018:i:2:p:175-186.

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2017Integration between the London and New York Stock Exchanges, 1825–1925. (2017). Campbell, Gareth ; Rogers, Meeghan. In: Economic History Review. RePEc:bla:ehsrev:v:70:y:2017:i:4:p:1185-1218.

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2018Maximum diversification strategies along commodity risk factors. (2018). Bernardi, Simone ; Lohre, Harald ; Leippold, Markus. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:1:p:53-78.

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2018Growth options and firm valuation. (2018). Kraft, Holger ; Weiss, Farina ; Schwartz, Eduardo . In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:2:p:209-238.

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2018The mixed vs the integrated approach to style investing: Much ado about nothing?. (2018). Leippold, Markus ; Rueegg, Roger. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:5:p:829-855.

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2018Productivity Risk and Industry Momentum. (2018). Misirli, Efdal Ulas. In: Financial Management. RePEc:bla:finmgt:v:47:y:2018:i:3:p:739-774.

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2019Short Interest and Lottery Stocks. (2019). Tayal, Jitendra ; Bergsma, Kelley . In: Financial Management. RePEc:bla:finmgt:v:48:y:2019:i:1:p:187-227.

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2017Asset Pricing Model Uncertainty: A Tradeoff between Bias and Variance. (2017). Tian, Weidong ; Zhou, Qing. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:2:p:289-324.

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2017Corporate Hedging and the High Idiosyncratic Volatility Low Return Puzzle. (2017). Chng, Michael T ; Zhang, Hongfeng ; Xiang, Vincent ; Fang, Victor. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:3:p:395-425.

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2017Productivity and Convergence in European Agriculture. (2017). Fertő, Imre ; Baráth, Lajos ; Barath, Lajos. In: Journal of Agricultural Economics. RePEc:bla:jageco:v:68:y:2017:i:1:p:228-248.

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2017THE VALUE IN FUNDAMENTAL ACCOUNTING INFORMATION. (2017). Turtle, H J ; Wang, Kainan. In: Journal of Financial Research. RePEc:bla:jfnres:v:40:y:2017:i:1:p:113-140.

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2017MONETARY POLICY SURPRISES, INVESTMENT OPPORTUNITIES, AND ASSET PRICES. (2017). Detzel, Andrew. In: Journal of Financial Research. RePEc:bla:jfnres:v:40:y:2017:i:3:p:315-348.

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2019THE REACTIVE BETA MODEL. (2019). Grebenkov, Denis ; Aboura, Sofiane ; Valeyre, Sebastien. In: Journal of Financial Research. RePEc:bla:jfnres:v:42:y:2019:i:1:p:71-113.

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2017Self-Preserving Leviathans Evidence from Local-Level Data. (2017). Kluge, Jan ; Thater, Christian ; Markwardt, Gunther. In: Kyklos. RePEc:bla:kyklos:v:70:y:2017:i:4:p:594-621.

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2017Assessing Market Integration in ASEAN with Retail Price Data. (2017). , Vinh ; Yang, YU. In: Pacific Economic Review. RePEc:bla:pacecr:v:22:y:2017:i:4:p:510-532.

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2017Estimating South Africas Output Gap and Potential Growth Rate. (2017). Fedderke, Johannes ; Mengisteab, Daniel K. In: South African Journal of Economics. RePEc:bla:sajeco:v:85:y:2017:i:2:p:161-177.

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2017Forecasting multidimensional tail risk at short and long horizons. (2017). Stoja, Evarist ; Polanski, Arnold. In: Bank of England working papers. RePEc:boe:boeewp:0660.

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2020Impact of IFRS 9 on the cost of funding of banks in Europe. (2020). Ouenniche, Jamal ; Bock, Robert ; Fatouh, Mahmoud. In: Bank of England working papers. RePEc:boe:boeewp:0851.

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2017Forecasting the equity risk premium with frequency-decomposed predictors. (2017). Verona, Fabio ; Faria, Gonçalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_001.

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201725 Jahre Fama-French-Modell: Erklärungsgehalt, Anomalien und praktische Implikationen. (2017). Christoph, Kaserer ; Matthias, Hanauer . In: Perspektiven der Wirtschaftspolitik. RePEc:bpj:pewipo:v:18:y:2017:i:2:p:98-116:n:4.

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2019What cycles? Data detrending in DSGE models. (2019). Ping, Tsang Kwok ; Xiaojin, Sun. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:23:y:2019:i:3:p:23:n:3.

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2020A post-Brexit agreement for research and innovation. (2020). Veugelers, Reinhilde ; Thompson, Beth ; Leigh, Michael . In: Books. RePEc:bre:bebook:34306.

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2019Nonparametric Predictive Regressions for Stock Return Prediction. (2019). GAO, Jiti ; Linton, O ; Cheng, T. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1932.

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2019Effects of Earnings Management Strategy on Earnings Predictability: A Quantile Regression Approach Based on Opportunistic Versus Efficient Earnings Management. (2019). Nartea, Gilbert ; Hwang, Nen-Chen Richard ; Li, Leon. In: Working Papers in Economics. RePEc:cbt:econwp:19/09.

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2017Dissecting Characteristics Nonparametrically. (2017). Weber, Michael ; Neuhierl, Andreas ; Freyberger, Joachim. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6391.

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2017Why Does Idiosyncratic Risk Increase with Market Risk?. (2017). Bartram, Söhnke ; Stulz, Rene M ; Brown, Gregory . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6560.

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2018Dissecting Characteristics Nonparametrically. (2018). Weber, Michael ; Neuhierl, Andreas ; Freyberger, Joachim. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7187.

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2019Risk Pooling, Leverage, and the Business Cycle. (2019). Pelizzon, Loriana ; Dindo, Pietro ; Modena, Andrea. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7772.

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2019The Central Bank Governor and Interest Rate Setting by Committee. (2019). Piccillo, Giulia ; van Ommeren, Emile. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7822.

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2019Is the UK Productivity Slowdown Unprecedented?. (2019). Crafts, Nicholas ; Mills, Terence C. In: CAGE Online Working Paper Series. RePEc:cge:wacage:429.

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2017Propagación de información entre países. (2017). Ordonez, Guillermo ; Ordoez, Guillermo ; Gorton, Gary ; Chousakos, Kyriakos. In: Journal Economía Chilena (The Chilean Economy). RePEc:chb:bcchec:v:20:y:2017:i:2:p:090-127.

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2018Characterization of the Chilean Financial Cycle, Early Warning Indicators and Implications for Macro-Prudential Policies. (2018). Oda, Daniel ; Martinez, Juan Francisco. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:823.

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2020Cross-border Investments and Uncertainty Firm-level Evidence. (2020). Tripier, Fabien ; CEZAR, Rafael ; Gigout, Timothee. In: Working Papers. RePEc:cii:cepidt:2020-03.

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2019La política fiscal y la estabilización macroeconómica en Colombia. (2019). Zarate-Solano, Hector M ; Rodriguez-Guzman, Diego Arturo ; Ramos-Forero, Jorge Enrique ; Juan, Martha Lopez ; Franz, Yurany Hernandez-Turca ; Andres, Clark Granger-Castao ; Fernando, Jesus Bejarano ; Lozano-Espitia, Ignacio. In: Revista ESPE - Ensayos Sobre Política Económica. RePEc:col:000107:017284.

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2017Instability, imprecision and inconsistent use of equilibrium real interest rate estimates. (2017). Wieland, Volker ; Beyer, Robert. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11927.

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2017Firm Risk and Disclosures about Dispersion in Asset Values:. (2017). Badia, Marc ; Ormazabal, Gaizka ; Duro, Miguel ; Barth, Mary E. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12144.

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2017A Portfolio Perspective on the Multitude of Firm Characteristics. (2017). de Miguel, Victor ; Uppal, Raman ; Nogales, Francisco J ; Martin-Utrera, Alberto ; Demiguel, Victor. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12417.

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2018The Lost Capital Asset Pricing Model. (2018). Andrei, Daniel ; Wilson, Mungo ; Cujean, Julien. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12607.

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2018Quantile Factor Models. (2018). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12716.

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2018Nominal exchange rate dynamics and monetary policy: uncovered interest rate parity and purchasing power parity revisited. (2018). Saadon, Yossi ; Sussman, Nathan. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13235.

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2019Forward-Looking Policy Rules and Currency Premia. (2019). Taylor, Mark P ; Filippou, Ilias . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13835.

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2019A Supply and Demand Approach to Equity Pricing. (2019). Jo, Evan ; Calvet, Laurent ; Betermier, Sebastien. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13974.

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2019The Banking View of Bond Risk Premia. (2019). Sraer, David ; Haddad, Valentin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14207.

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2019Global Market Inefficiencies. (2019). Grinblatt, Mark ; Bartram, Sohnke M. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14232.

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2020Asset Pricing vs Asset Expected Returning in Factor-Portfolio Models. (2020). Favero, Carlo A ; Melone, Alessandro. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14417.

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2017Quantile Factor Models. (2017). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang ; Muoz, Jesus Gonzalo. In: UC3M Working papers. Economics. RePEc:cte:werepe:25299.

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2018The Democrat-Republican growth gap paradox. (2018). Hidalgo-Perez, Manuel ; Rubio-Castao, Carmen ; Ferreira, Jose Luis . In: UC3M Working papers. Economics. RePEc:cte:werepe:27445.

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2017Model Uncertainty and Exchange Rate Forecasting. (2017). Markiewicz, Agnieszka ; Kouwenberg, Roy ; Verhoeks, Ralph . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:52:y:2017:i:01:p:341-363_00.

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2019Boosting: Why you Can Use the HP Filter. (2019). Phillips, Peter ; Shi, Zhentao ; PEter, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2212.

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2019The rural exodus and the rise of Europe. (2019). Stelter, Robert ; Baudin, Thomas. In: MPIDR Working Papers. RePEc:dem:wpaper:wp-2019-005.

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2017The Natural Rate of Interest II: Empirical Overview. (2017). Chervyakov, Dmitry ; Konig, Philipp . In: DIW Roundup: Politik im Fokus. RePEc:diw:diwrup:109en.

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2017US Monetary Policy and the Euro Area. (2017). Hanisch, Max. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1701.

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More than 100 citations found, this list is not complete...

Works by Robert James Hodrick:


YearTitleTypeCited
1990Volatility in the Foreign Exchange and Stock Markets: Is It Excessive? In: American Economic Review.
[Full Text][Citation analysis]
article5
1990On Testing for Speculative Bubbles. In: Journal of Economic Perspectives.
[Full Text][Citation analysis]
article143
1986 Asset Price Volatility, Bubbles, and Process Switching. In: Journal of Finance.
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article34
1986Asset Price Volatility, Bubbles, and Process Switching.(1986) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34
paper
1992 Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets. In: Journal of Finance.
[Full Text][Citation analysis]
article250
1991Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets.(1991) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 250
paper
2001Expectations Hypotheses Tests In: Journal of Finance.
[Full Text][Citation analysis]
article153
2000Expectations Hypotheses Tests.(2000) In: NBER Working Papers.
[Full Text][Citation analysis]
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paper
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