| Postwar US business cycles: an empirical investigation RJ Hodrick, EC Prescott Journal of Money, credit, and Banking, 1-16, 1997 | 12639 | 1997 |
| The cross‐section of volatility and expected returns A Ang, RJ Hodrick, Y Xing, X Zhang The journal of finance 61 (1), 259-299, 2006 | 6084 | 2006 |
| Forward exchange rates as optimal predictors of future spot rates: An econometric analysis LP Hansen, RJ Hodrick Journal of political economy 88 (5), 829-853, 1980 | 2913 | 1980 |
| High idiosyncratic volatility and low returns: International and further US evidence A Ang, RJ Hodrick, Y Xing, X Zhang Journal of Financial Economics 91 (1), 1-23, 2009 | 2257 | 2009 |
| Dividend yields and expected stock returns: Alternative procedures for inference and measurement RJ Hodrick The Review of Financial Studies 5 (3), 357-386, 1992 | 1843 | 1992 |
| International stock return comovements G Bekaert, RJ Hodrick, X Zhang The Journal of Finance 64 (6), 2591-2626, 2009 | 1115 | 2009 |
| The empirical evidence on the efficiency of forward and futures foreign exchange markets R Hodrick Routledge, 2014 | 1062 | 2014 |
| Characterizing predictable components in excess returns on equity and foreign exchange markets G Bekaert, RJ Hodrick The Journal of Finance 47 (2), 467-509, 1992 | 772 | 1992 |
| On testing for speculative bubbles RP Flood, RJ Hodrick Journal of economic perspectives 4 (2), 85-101, 1990 | 624 | 1990 |
| Risk averse speculation in the forward foreign exchange market: An econometric analysis of linear models LP Hansen, RJ Hodrick Exchange rates and international macroeconomics 113, 152, 1983 | 537 | 1983 |
| An investigation of risk and return in forward foreign exchange RJ Hodrick, S Srivastava Journal of international money and finance 3 (1), 5-29, 1984 | 525 | 1984 |
| On biases in tests of the expectations hypothesis of the term structure of interest rates G Bekaert, RJ Hodrick, DA Marshall Journal of Financial Economics 44 (3), 309-348, 1997 | 447 | 1997 |
| Expectations hypotheses tests G Bekaert, RJ Hodrick The journal of finance 56 (4), 1357-1394, 2001 | 419 | 2001 |
| On biases in the measurement of foreign exchange risk premiums G Bekaert, RJ Hodrick Journal of International Money and Finance 12 (2), 115-138, 1993 | 403 | 1993 |
| Risk, uncertainty, and exchange rates RJ Hodrick Journal of Monetary economics 23 (3), 433-459, 1989 | 375 | 1989 |
| The covariation of risk premiums and expected future spot exchange rates RJ Hodrick, S Srivastava Journal of International Money and Finance 5, S5-S21, 1986 | 337 | 1986 |
| Peso problem explanations for term structure anomalies G Bekaert, RJ Hodrick, DA Marshall Journal of Monetary Economics 48 (2), 241-270, 2001 | 323 | 2001 |
| Evaluating the specification errors of asset pricing models RJ Hodrick, X Zhang Journal of Financial Economics 62 (2), 327-376, 2001 | 312 | 2001 |
| Aggregate idiosyncratic volatility G Bekaert, RJ Hodrick, X Zhang Journal of Financial and Quantitative Analysis 47 (6), 1155-1185, 2012 | 292 | 2012 |
| The variability of velocity in cash-in-advance models RJ Hodrick, N Kocherlakota, D Lucas Journal of political Economy 99 (2), 358-384, 1991 | 239 | 1991 |
Geert BekaertLeon Cooperman Professor of Finance and Economics, Columbia UniversityVerified email at columbia.edu
