Soeren Hvidkjaer

Copenhagen Business School

Professor

Solbjerg Plads 3

Frederiksberg C, DK - 2000

Denmark

http://www.hvidkjaer.net

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 6,123

SSRN RANKINGS

Top 6,123

in Total Papers Downloads

10,483

SSRN CITATIONS
Rank 5,007

SSRN RANKINGS

Top 5,007

in Total Papers Citations

177

CROSSREF CITATIONS

90

Scholarly Papers (9)

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 2,461 (8,479)
Citation 85

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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 2,326 (9,264)
Citation 46

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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 1,481 (18,934)
Citation 30

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4.
Downloads 1,210 ( 25,574)

A Trade-Based Analysis of Momentum

AFA 2002 Atlanta Meetings
Number of pages: 39 Posted: 11 Jul 2001
Soeren Hvidkjaer
Copenhagen Business School
Downloads 1,210 (25,154)
Citation 20

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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 939 (36,822)
Citation 33

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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 939 (36,822)
Citation 43

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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 596 (67,336)
Citation 33

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 441 (97,065)

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

9.
Downloads 90 (404,113)

Liquid Co-Illiquidity Management

Number of pages: 51 Posted: 19 Apr 2021 Last Revised: 09 Dec 2021
Massimo Massa, Aleksandra Rze┼║nik and Soeren Hvidkjaer
INSEAD - Finance, York University - Schulich School of Business and Copenhagen Business School
Downloads 67 (484,026)

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Short-sales constraints, liquidity, commonality

Liquid Co-Illiquidity Management

Number of pages: 51 Posted: 23 Feb 2022
Soeren Hvidkjaer, Massimo Massa and Aleksandra Rzeznik
Copenhagen Business School, INSEAD - Finance and York University
Downloads 15 (807,379)

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Short-sales constraints, liquidity, commonality, informed trading

Liquid Co-Illiquidity Management

Number of pages: 59 Posted: 14 Oct 2022
Aleksandra Rzeznik, Soeren Hvidkjaer and Massimo Massa
York University, Copenhagen Business School and INSEAD - Finance
Downloads 8 (883,605)

Abstract:

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Short-sales constraints, liquidity, commonality