Standout Papers
- Postwar U.S. Business Cycles: An Empirical Investigation (1997)
- The Cross‐Section of Volatility and Expected Returns (2006)
- Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)
- High idiosyncratic volatility and low returns: International and further U.S. evidence (2008)
- Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement (1992)
Immediate Impact
42 by Nobel laureates 151 standout
Citing Papers
The Pollution Premium
2023 Standout
Tracking Retail Investor Activity
2021 Standout
Works of Robert J. Hodrick being referenced
Postwar U.S. Business Cycles: An Empirical Investigation
1997 StandoutNobel
Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis
1980 StandoutNobel
Author Peers
| Author | Last Decade | Papers | Cites | |||
|---|---|---|---|---|---|---|
| Robert J. Hodrick | 6180 | 9804 | 8799 | 54 | 13.8k | |
| John H. Cochrane | 5292 | 8626 | 7692 | 110 | 12.5k | |
| G. William Schwert | 5218 | 12522 | 10870 | 66 | 18.3k | |
| Markus K. Brunnermeier | 3184 | 13629 | 9162 | 103 | 16.3k | |
| Sydney C. Ludvigson | 4556 | 7053 | 7227 | 66 | 10.2k | |
| J. Bradford De Long | 2411 | 6427 | 6397 | 57 | 9.2k | |
| Kenneth J. Singleton | 5824 | 13181 | 7684 | 91 | 16.9k | |
| Charles R. Nelson | 8051 | 5971 | 8737 | 117 | 13.2k | |
| Kenneth Froot | 2810 | 5586 | 5470 | 78 | 9.4k | |
| David E. Runkle | 3489 | 7400 | 7662 | 44 | 10.1k | |
| Larry G. Epstein | 2596 | 6057 | 7885 | 94 | 11.5k |
All Works
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