Amanote Research

Amanote Research

    RegisterSign In

Discover open access scientific publications

Search, annotate, share and cite publications


Publications by Robert Hodrick

Aggregate Idiosyncratic Volatility

2010English

Financial Market Efficiency Tests

1992English

Related publications

Uninsured Idiosyncratic Risk and Aggregate Saving

1993English

Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle

2012English

Effects of Idiosyncratic Volatility in Asset Pricing

Revista Contabilidade e Financas
AccountingFinance
2016English

Idiosyncratic Volatility: An Indicator of Noise Trading?

Journal of Banking and Finance
EconomicsEconometricsFinance
2017English

Volatility of Aggregate Volatility and Hedge Fund Returns

Journal of Financial Economics
ManagementFinanceEconomicsStrategyAccountingEconometrics
2017English

Does Idiosyncratic Return Volatility Capture Information or Noise

International Journal of Trade and Global Markets
International ManagementEconomicsEconometricsBusinessFinance
2018English

The Next Microsoft? Skewness, Idiosyncratic Volatility, and Expected Returns

SSRN Electronic Journal
2006English

Market Timing With Aggregate and Idiosyncratic Stock Volatilities

SSRN Electronic Journal
2006English

The Determination of Public Debt Under Both Aggregate and Idiosyncratic Uncertainty

2019English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy