Robert J. Hodrick

25.0k citations
59 papers · 14.5k indexed · 5 hit papers · h-index 28

Impact in

  • Finance top 0.02%
    • Financial Markets and Investment Strategies
    • Financial Risk and Volatility Modeling
    • Global Financial Crisis and Policies
    • Stochastic processes and financial applications
    • Monetary Policy and Economic Impact

Papers in

    • Monetary Policy and Economic Impact 39
    • Economic Theory and Policy 8
    • Financial Markets and Investment Strategies 22
    • Financial Risk and Volatility Modeling 15
    • Global Financial Crisis and Policies 12
    • Stochastic processes and financial applications 5

Robert J. Hodrick

58 papers receiving 13.0k citations

Hit Papers

High idiosyncratic volatility and low returns: International and further U.S. evidence 2008 · 1.0k citations
1.0k198020261995201010002.0k3.0k4.0k

Peers

Robert J. Hodrick
Comparison fields: 5 of 141
  • Finance 10.2k
  • General Economics, Econometrics and Finance 6.5k
  • Economics and Econometrics 9.2k
  • Accounting 2.7k
  • Management Science and Operations Research 916
Replace Sydney C. Ludvigson with:
Sydney C. Ludvigson United States
Andrew Ang United States
G. William Schwert United States
A. Craig MacKinlay United States
Ravi Jagannathan United States
John H. Cochrane United States
Philippe Jorion United States
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Robert J. Hodrick relative to Sydney C. Ludvigson United States Sydney C. Ludvigson's profile →
Citations per field
00.5×1.5×
Sydney C. Ludvigson · 1×
Citations per year

Countries citing papers authored by Robert J. Hodrick

Since Specialization
Citations

This map shows the geographic impact of Robert J. Hodrick's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Robert J. Hodrick with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Robert J. Hodrick more than expected).

Fields of papers citing papers by Robert J. Hodrick

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Robert J. Hodrick. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Robert J. Hodrick. The network helps show where Robert J. Hodrick may publish in the future.

Co-authors

The 17 scholars most cited alongside Robert J. Hodrick, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.

Border = papers with Robert J. Hodrick Line = papers co-authored together Robert J. Hodrick links everyone, so they are left out of the graph.

All Works

20 of 20 papers shown
#Work
1 20232
2 201723
3 201469
4 201027
5 2008131
6 200879
7 200228
8 2001173
9 200120
10
'Peso Problem' Explanations for Term Structure Anomalies
199914
11 1997262
12
Volatility in the Foreign Exchange and Stock Markets: Is It Excessive?
19909
13 198918
14 198715
15
Money and the Open Economy Business Cycle: A Flexible Price Model
19862
16 198629
17 198670
18 198511
19 19848
20 19824

About Robert J. Hodrick

Robert J. Hodrick is a scholar working on General Economics, Econometrics and Finance, Finance, Economics and Econometrics, Accounting and Management Science and Operations Research, having authored 59 papers that have together received 14.5k indexed citations. Recurring topics across this work include Monetary Policy and Economic Impact (39 papers), Financial Markets and Investment Strategies (22 papers), Market Dynamics and Volatility (21 papers), Financial Risk and Volatility Modeling (15 papers), Economic theories and models (13 papers), Global Financial Crisis and Policies (12 papers), Economic Theory and Policy (8 papers) and Stochastic processes and financial applications (5 papers). The work is most often cited by research in Finance (10.2k citations), General Economics, Econometrics and Finance (6.5k citations), Economics and Econometrics (9.2k citations), Accounting (2.7k citations) and Management Science and Operations Research (916 citations). Robert J. Hodrick has collaborated with scholars based in United States, China and Canada. Frequent co-authors include Edward C. Prescott, Xiaoyan Zhang, Andrew Ang, Yuhang Xing, Lars Peter Hansen, Geert Bekaert, Robert P. Flood, David A. Marshall, Sanjay Srivastava and Narayana Kocherlakota. Their work appears in journals such as The Journal of Finance, Journal of Monetary Economics, Journal of Financial Economics, Journal of International Economics and Journal of Political Economy.

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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