R. Hodrick

Finance · 2006–2012

A researcher in the Science corpus: 3 papers; trusts 27 researchers and is trusted by 72 researchers here, as inferred from the citation graph.

Subfields

Whom R. Hodrick trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Amit Goyal
  2. Tim Bollerslev
  3. David S. Bates
  4. Eugene F. Fama
  5. O. Lamont
  6. Frank Zhang
  7. David A. Easley
  8. Torben G. Andersen
  9. Diego A. Comin
  10. Joshua D. Coval

Who trusts R. Hodrick overall

  1. Xueming Luo
  2. Kewei Hou
  3. Turan G. Bali
  4. Cheol S. Eun
  5. Paul C. Tetlock
  6. Wei Huang
  7. Nicholas Barberis
  8. Zhanhui Chen
  9. Avanidhar Subrahmanyam
  10. J. Annaert

Papers from R. Hodrick's perspective

Ordered by how strongly the researchers R. Hodrick trusts endorse each paper. Same corpus, a different order for every researcher.

  1. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  2. The Cross‐Section of Expected Stock Returns
  3. Delta-Hedged Gains and the Negative Market Volatility Risk Premium
  4. Post-'87 crash fears in the S&P 500 futures option market
  5. Expected Option Returns
  6. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  7. The Impact of Jumps in Volatility and Returns
  8. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
  9. MODELING AND FORECASTING REALIZED VOLATILITY
  10. Information and the Cost of Capital

Their papers