ProfessorsProfessors of Columbia University in the City of New YorkRobert J. Hodrick

Robert J. Hodrick

Columbia University in the City of New York

H-index: 38

North America-United States

About Robert J. Hodrick

Robert J. Hodrick, With an exceptional h-index of 38 and a recent h-index of 23 (since 2020), a distinguished researcher at Columbia University in the City of New York, specializes in the field of International Finance, Asset Pricing.

His recent articles reflect a diverse array of research interests and contributions to the field:

Alternative Interpretations of Rejections of the Unbiasedness Hypothesis

Asset Pricing Theory

Empirical Investigation of Foreign Currency Futures

Evaluation of Forecasts

Econometric Tests of the Efficiency Hypothesis: Autocorrelation and Unbiasedness

Econometric Models of Risk Premiums

An exploration of trend-cycle decomposition methodologies in simulated data

Online Appendix for An Exploration of Trend-Cycle Decomposition Methodologies in Simulated Data

Robert J. Hodrick Information

University	Columbia University in the City of New York
Position	Nomura Professor Emeritus of International Finance Columbia Business School
Citations(all)	34517
Citations(since 2020)	8291
Cited By	29218
hIndex(all)	38
hIndex(since 2020)	23
i10Index(all)	51
i10Index(since 2020)	31
Email	Access Email
University Profile Page	Columbia University in the City of New York
Google Scholar	View Google Scholar Profile

Robert J. Hodrick Skills & Research Interests

International Finance

Asset Pricing

Top articles of Robert J. Hodrick

Title	Journal	Author(s)	Publication Date
Alternative Interpretations of Rejections of the Unbiasedness Hypothesis		Robert J Hodrick William Branson	2023/8/18
Asset Pricing Theory	World Scientific Book Chapters	Pamela P Drake Frank J Fabozzi Francesco A Fabozzi	2022
Empirical Investigation of Foreign Currency Futures		Robert J Hodrick William Branson	2023/8/18
Evaluation of Forecasts		Robert J Hodrick William Branson	2023/8/18
Econometric Tests of the Efficiency Hypothesis: Autocorrelation and Unbiasedness		Robert J Hodrick William Branson	2023/8/18
Econometric Models of Risk Premiums		Robert J Hodrick William Branson	2023/8/18
An exploration of trend-cycle decomposition methodologies in simulated data		Robert J Hodrick	2020/2/17
Online Appendix for An Exploration of Trend-Cycle Decomposition Methodologies in Simulated Data		Robert J Hodrick	2020/2/5