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Søren Hvidkjær
Søren Hvidkjær
Dean of Research, Professor of Finance, Copenhagen Business School
Verified email at cbs.dk
Title
Cited by
Cited by
Year
Is information risk a determinant of asset returns?
D Easley, S Hvidkjaer, M O'hara
The journal of finance 57 (5), 2185-2221, 2002
24802002
Small trades and the cross-section of stock returns
S Hvidkjaer
The Review of Financial Studies 21 (3), 1123-1151, 2008
4452008
Factoring information into returns
D Easley, S Hvidkjaer, M O’hara
Journal of Financial and Quantitative Analysis 45 (2), 293-309, 2010
4142010
A trade-based analysis of momentum
S Hvidkjaer
The Review of Financial Studies 19 (2), 457-491, 2006
3622006
The cross-section of expected corporate bond returns: Betas or characteristics?
WR Gebhardt, S Hvidkjaer, B Swaminathan
Journal of financial economics 75 (1), 85-114, 2005
2962005
Stock and bond market interaction: Does momentum spill over?
WR Gebhardt, S Hvidkjaer, B Swaminathan
Journal of Financial Economics 75 (3), 651-690, 2005
2592005
The characteristics of informed trading: Implications for asset pricing
H Aslan, D Easley, S Hvidkjaer, M O'hara
Journal of Empirical Finance 18 (5), 782-801, 2011
2272011
ESG investing: a literature review
S Hvidkjær
Report prepared for Dansif, 2017
212017
The determinants of informed trading: Implications for asset pricing
H Aslan, D Easley, S Hvidkjaer, M O’Hara
Working Paper, Cornell University, 2006
122006
Informed Trading and Co-Illiquidity
S Hvidkjær, M Massa, A Rzeznik
Available in: http://wp. lancs. ac. uk/mhf2019/files/2019/05/MHF-2019-017 …, 2018
32018
Probability of Informed Trading
S Hvidkjaer
Encyclopedia of Quantitative Finance, 2010
12010
Return anomalies and trading.
S Hvidkjaer
12003
Optagelsesprøver skaber stress og social ulighed
MS Hvidkjær, S Hvidkjær
Politiken, 7, 2022
2022
Liquid Co-Illiquidity Management
M Massa, A Rzeźnik, S Hvidkjaer
Available at SSRN 3826452, 2021
2021
Universiteterne bidrager til løsningen af de store samfundsudfordringer
LB Nielsen, P Kjær, JG Nielsen, H Bindslev, MR Poulsen
Aarhus Stiftstidende, 2019
2019
Factor covariances predict factor returns
NJ Barradale, S Hvidkjaer
Available at SSRN 2283084, 2013
2013
Short-sælgere bedre end rygtet
S Hvidkjær
Boersen, 2, 2011
2011
Fagpanelet for humaniora og samfundsvidenskab: Kortlægningsrapport om nationale behov for forskningsinfrastrukturer indenfor humaniora og samfundsvidenskab
M Thunø, O Gregersen, S Hvidkjær, JT Lauridsen, EK Nielsen, ...
Forsknings-og Innovationsstyrelsen, 2010
2010
JOURNALOFFINANCIALAND QUANTITATIVEANALYSIS
LKH Chung, J Elder, JC Kim, D Easley, S Hvidkjaer, M O’Hara, S Das, ...
Corporate Governance 45 (2), 2010
2010
Liquid Co-Illiquidity Management
S Hvidkjaer, M Massa, A Rzeznik
Available at SSRN 4041588, 0
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