Narrow search
Showing 1 - 10 of 27
Cover Image
The implications of first-order risk aversion for asset market risk premiums
Bekaert, Geert - 1994
Persistent link: https://www.econbiz.de/10000885945
Cover Image
Financial market efficiency tests
Bollerslev, Tim; Hodrick, Robert J. - 1992
Persistent link: https://www.econbiz.de/10000136709
Cover Image
The implications of first-order risk aversion for asset market risk premiums
Bekaert, Geert; Hodrick, Robert J.; Marshall, David Aaron - 1997
Persistent link: https://www.econbiz.de/10000953922
Cover Image
Measuring the risk-return tradeoff with time-varying conditional covariances
Hedegaard, Esben; Hodrick, Robert J. - 2014
Persistent link: https://www.econbiz.de/10010386644
Cover Image
Estimating the risk-return trade-off with overlapping data inference
Hedegaard, Esben; Hodrick, Robert J. - 2014
Persistent link: https://www.econbiz.de/10010346674
Cover Image
International stock return comovements
Bekaert, Geert; Hodrick, Robert J.; Zhang, Xiaoyan - 2005
Persistent link: https://www.econbiz.de/10003273701
Cover Image
An international dynamic asset pricing model
Hodrick, Robert J.; Ng, David Tat-chee; Sengmueller, Paul - In: International tax and public finance 6 (1999) 4, pp. 597-620
Persistent link: https://www.econbiz.de/10001498560
Cover Image
Evaluating the specification errors of asset pricing models
Hodrick, Robert J.; Zhang, Xiaoyan - In: Journal of financial economics 62 (2001) 2, pp. 327-376
Persistent link: https://www.econbiz.de/10001621745
Cover Image
Pricing the global industry portfolios
Cavaglia, Stefano M.; Hodrick, Robert J.; Vadim, Moroz; … - 2002
Persistent link: https://www.econbiz.de/10001714926
Cover Image
Evaluating the specification errors of asset pricing models
Hodrick, Robert J.; Zhang, Xiaoyan - 2000
Persistent link: https://www.econbiz.de/10001470841