World's Best Scientists 2026 revealed!

D-Index & Metrics

Economics and Finance

D-Index
50
Citations
36007
World Ranking
1341
National Ranking
809

Overview

Robert J. Hodrick is affiliated with Columbia University in the United States. Their research spans across the fields of Business, Management and Accounting, and Economics, Econometrics and Finance.

Their work is primarily focused on subfields including Accounting and Finance. Key topics in their research include Corporate Finance and Governance, Global Financial Crisis and Policies, as well as Auditing, Earnings Management, and Governance.

Robert J. Hodrick has published in academic venues such as:

  • Critical Finance Review

They have contributed scholarly papers including:

  • "Taking the Cochrane-Piazzesi Term Structure Model Out of Sample: More Data, Additional Currencies, and FX Implications" (2021, Critical Finance Review)

Frequent collaborators of Robert J. Hodrick include:

  • Geert Bekaert
  • Tuomas Tomunen

Best Publications

  • Postwar U.S. Business Cycles: An Empirical Investigation

    Robert J. Hodrick;Edward C. Prescott

  • The Cross-Section of Volatility and Expected Returns

    Andrew Ang;Robert J. Hodrick;Yuhang Xing;Xiaoyan Zhang

  • Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis

    Lars Peter Hansen;Robert J. Hodrick

  • Dividend Yields and Expected Stock Returns: Alternative Procedures for Interference and Measurement

    Robert J. Hodrick

  • High idiosyncratic volatility and low returns: International and further U.S. evidence

    Andrew Ang;Robert J. Hodrick;Yuhang Xing;Xiaoyan Zhang

  • International Stock Return Comovements

    Geert Bekaert;Robert J. Hodrick;Xiaoyan Zhang

  • The Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets

    Robert J. Hodrick

  • The Cross-Section of Volatility and Expected Returns

    Andrew Ang;Robert J. Hodrick;Robert J. Hodrick;Yuhang Xing;Xiaoyan Zhang

  • Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets

    Geert Bekaert;Robert J. Hodrick

  • Post-War U.S. Business Cycles: An Empirical Investigation

    Robert J. Hodrick;Edward Prescott

  • On Testing for Speculative Bubbles

    Robert P. Flood;Robert J. Hodrick

  • Risk Averse Speculation in the Forward Foreign Exchange Market: An Econometric Analysis of Linear Models

    Lars Peter Hansen;Robert J Hodrick

  • An Investigation of Risk and Return in Forward Foreign Exchange

    Robert J. Hodrick;Sanjay Srivastava

  • On biases in tests of the expectations hypothesis of the term structure of interest rates

    Geert Bekaert;Geert Bekaert;Geert Bekaert;Robert J. Hodrick;Robert J. Hodrick;David A. Marshall;David A. Marshall;David A. Marshall

  • Expectations Hypotheses Tests

    Geert Bekaert;Robert J. Hodrick

  • Post-War U.S. Business Cycles: An Empirical Investigation

    Robert J. Hodrick;Robert J. Hodrick;Edward C. Prescott;Edward C. Prescott

  • On biases in the measurement of foreign exchange risk premiums

    Geert Bekaert;Robert J. Hodrick;Robert J. Hodrick

  • Risk, Uncertainty and Exchange Rates

    Robert J. Hodrick;Robert J. Hodrick

  • Peso problem explanations for term structure anomalies

    Geert Bekaert;Geert Bekaert;Robert J Hodrick;Robert J Hodrick;David A Marshall

  • Evaluating the specification errors of asset pricing models

    Robert J. Hodrick;Robert J. Hodrick;Xiaoyan Zhang

  • High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence

    Andrew Ang;Robert Hodrick;Yuhang Xing;Xiaoyan Zhang

Frequent Co-Authors

Geert Bekaert
Geert Bekaert Columbia University
Robert P. Flood
Robert P. Flood International Monetary Fund
Andrew Ang
Andrew Ang BlackRock (United States)
Kent Daniel
Kent Daniel Columbia University
Edward C. Prescott
Edward C. Prescott Arizona State University
Lars Peter Hansen
Lars Peter Hansen University of Chicago
Tim Bollerslev
Tim Bollerslev Duke University
Narayana R. Kocherlakota
Narayana R. Kocherlakota University of Rochester

If you think any of the details on this page are incorrect, let us know.

Report an issue

We appreciate your kind effort to assist us to improve this page, it would be helpful providing us with as much detail as possible in the text box below:

Related Online Degrees & Career Pathways

Studying Economics and Finance can open doors to a diverse range of advanced career paths and online degree options. Many students build on their foundation with specialized programs that align with their professional interests and goals.

For those interested in office management or business operations, pursuing an online administration degree is a great way to develop essential organizational skills and credentials.

Professionals aiming to lead teams or manage workplace dynamics often consider a master in human resources online or a masters in organizational development online. Both programs can provide advanced knowledge in shaping effective workplace cultures and driving organizational success.

Data-driven decision-making is also essential in today’s financial landscape. Earning an online data analytics master's degree equips graduates with the analytical skills required to interpret complex data and trends.

By combining Economics and Finance studies with these online degrees, students can customize their career pathways and maximize their leadership potential in the evolving global economy.

Best Scientists Citing Robert J. Hodrick

Trending Scientists

Recently Published Articles