Soeren Hvidkjaer

Copenhagen Business School

Professor

Solbjerg Plads 3

Frederiksberg C, DK - 2000

Denmark

http://www.hvidkjaer.net

SCHOLARLY PAPERS

8

DOWNLOADS
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Top 3,988

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9,752

CITATIONS
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Top 4,460

in Total Papers Citations

183

Scholarly Papers (8)

1.

Is Information Risk a Determinant of Asset Returns?

EFA 0101
Number of pages: 51 Posted: 07 Dec 2000
David Easley, Soeren Hvidkjaer and Maureen O'Hara
Cornell University - Department of Economics, Copenhagen Business School and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 2,359 (5,404)
Citation 31

Abstract:

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2.

Factoring Information into Returns

EFA 2004 Maastricht Meetings Paper No. 4118
Number of pages: 27 Posted: 23 Jun 2004
David Easley, Soeren Hvidkjaer and Maureen O'Hara
Cornell University - Department of Economics, Copenhagen Business School and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 2,207 (6,032)
Citation 28

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3.

Stock and Bond Market Interaction: Does Momentum Spill Over?

Number of pages: 37 Posted: 13 Jul 2002
affiliation not provided to SSRN, Copenhagen Business School and LSV Asset Management
Downloads 1,330 (13,923)
Citation 8

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4.
Downloads 1,147 ( 17,510)

A Trade-Based Analysis of Momentum

AFA 2002 Atlanta Meetings
Number of pages: 39 Posted: 11 Jul 2001
Soeren Hvidkjaer
Copenhagen Business School
Downloads 1,147 (17,175)
Citation 13

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A Trade-Based Analysis of Momentum

The Review of Financial Studies, Vol. 19, Issue 2, pp. 457-491, 2006
Posted: 29 Feb 2008
Soeren Hvidkjaer
Copenhagen Business School

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5.

Small Trades and the Cross-Section of Stock Returns

AFA 2007 Chicago Meetings Paper, Robert H. Smith School Research Paper No. RHS 06-018
Number of pages: 39 Posted: 15 Mar 2006 Last Revised: 03 Feb 2011
Soeren Hvidkjaer
Copenhagen Business School
Downloads 898 (25,169)
Citation 18

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6.

The Cross-Section of Expected Corporate Bond Returns: Betas or Characteristics?

Cornell University; Johnson Graduate School of Management Working Paper
Number of pages: 43 Posted: 26 Aug 2001
affiliation not provided to SSRN, Copenhagen Business School and LSV Asset Management
Downloads 853 (27,027)
Citation 12

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7.

Firm Characteristics and Informed Trading: Implications for Asset Pricing

Journal of Empirical Finance, Vol. 18, No. 5, 2011
Number of pages: 53 Posted: 29 Jan 2009 Last Revised: 11 Aug 2015
Hadiye Aslan, David Easley, Soeren Hvidkjaer and Maureen O'Hara
Georgia State University - Department of Finance, Cornell University - Department of Economics, Copenhagen Business School and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 557 (48,042)
Citation 29

Abstract:

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8.

Factor Covariances Predict Factor Returns

Number of pages: 47 Posted: 22 Jun 2013
Nigel J. Barradale and Soeren Hvidkjaer
Barradale Asset Management and Copenhagen Business School
Downloads 401 (72,090)

Abstract:

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Factor Returns, Factor Covariances, Investor Sentiment, Time-Series Predictability