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Asset price volatility, bubbles and process switching
Flood, Robert P.; Hodrick, Robert J. - 1986
Persistent link: https://www.econbiz.de/10000695126
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Expectations hypotheses tests
Bekaert, Geert; Hodrick, Robert J. - 2000
Persistent link: https://www.econbiz.de/10001462130
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Financial market efficiency tests
Bollerslev, Tim; Hodrick, Robert J. - 1992
Persistent link: https://www.econbiz.de/10000136709
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High idiosyncratic volatility and low returns : international and further US evidence
Ang, Andrew; Hodrick, Robert J.; Xing, Yuhang; Zhang, … - 2008
Persistent link: https://www.econbiz.de/10003630137
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The cross-section of volatility and expected returns
Ang, Andrew; Hodrick, Robert J.; Xing, Yuhang; Zhang, … - 2004
Persistent link: https://www.econbiz.de/10002418876
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Characterizing predictable components in excess returns on equity and foreign exchange markets
Bekaert, Geert; Hodrick, Robert J. - 1991
Persistent link: https://www.econbiz.de/10000819728
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"Peso problem" explanations for term structure anomalies
Bekaert, Geert; Hodrick, Robert J.; Marshall, David Aaron - 1997
Persistent link: https://www.econbiz.de/10000638171
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Pricing the global industry portfolios
Cavaglia, Stefano M.; Hodrick, Robert J.; Vadim, Moroz; … - 2002
Persistent link: https://www.econbiz.de/10001714926