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Aggregate idiosyncratic volatility
Bekaert, Geert; Hodrick, Robert J.; Zhang, Xiaoyan - In: Journal of financial and quantitative analysis : JFQA 47 (2012) 6, pp. 1155-1185
Persistent link: https://www.econbiz.de/10009728911
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Measuring the risk-return tradeoff with time-varying conditional covariances
Hedegaard, Esben; Hodrick, Robert J. - 2014
Persistent link: https://www.econbiz.de/10010386644
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Estimating the risk-return trade-off with overlapping data inference
Hedegaard, Esben; Hodrick, Robert J. - 2014
Persistent link: https://www.econbiz.de/10010346674
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The carry trade : risks and drawdowns
Daniel, Kent; Hodrick, Robert J.; Lu, Zhongjin - 2014
Persistent link: https://www.econbiz.de/10010413206
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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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International stock return comovements
Bekaert, Geert; Hodrick, Robert J.; Zhang, Xiaoyan - 2005
Persistent link: https://www.econbiz.de/10003273701
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An investigation of risk and return in forward foreign exchange
Hodrick, Robert J.; Srivastva, Sanjay - 1983
Persistent link: https://www.econbiz.de/10002865723
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An investigation of risk and return in forward foreign exchange
Hodrick, Robert J.; Srivastava, Sanjay - In: Journal of international money and finance 3 (1984) 1, pp. 5-29
Persistent link: https://www.econbiz.de/10002865740
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The cross-section of volatility and expected returns
Zhang, Xiaoyan; Ang, Andrew; Hodrick, Robert J.; Xing, … - 2004
Persistent link: https://www.econbiz.de/10002073591
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Forward exchange rates as optimal predictors of future spot rates : an econometric analysis
Hansen, Lars Peter; Hodrick, Robert J. - In: Journal of political economy 88 (1980) 5, pp. 829-853
Persistent link: https://www.econbiz.de/10002606083