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Soeren Hvidkjaer

Is Information Risk a Determinant of Asset Returns?
2002 · David Easley, Soeren Hvidkjaer, et al. · The Journal of Finance · 1,808
Small Trades and the Cross-Section of Stock Returns
2008 · Soeren Hvidkjaer · Review of Financial Studies · 380
Factoring Information into Returns
2010 · David Easley, Soeren Hvidkjaer, et al. · Journal of Financial and Quantitative Analysis · 293
The cross-section of expected corporate bond returns: Betas or characteristics?
2004 · William R. Gebhardt, Soeren Hvidkjaer, et al. · Journal of Financial Economics · 288
Stock and bond market interaction: Does momentum spill over?
2004 · William R. Gebhardt, Soeren Hvidkjaer, et al. · Journal of Financial Economics · 236
A Trade-Based Analysis of Momentum
2006 · Soeren Hvidkjaer · Review of Financial Studies · 232
Firm Characteristics and Informed Trading: Implications for Asset Pricing
2008 · Hadiye Aslan, David Easley, et al. · Journal of Empirical Finance · 179
Probability of Informed Trading
2010 · Soeren Hvidkjaer · Wiley eBooks · 2
Liquid Co-Illiquidity Management
2021 · Massimo Massa, Aleksandra Rzeźnik, et al. · SSRN Electronic Journal · 1
A Comparison of the Results in Barber, Odean, and Zhu (2006) and Hvidkjaer (2006)
2006 · Brad M. Barber, Soeren Hvidkjaer, et al. · 1
Liquid Co-Illiquidity Management
2023 · Aleksandra Rzeznik, Soeren Hvidkjaer, et al. · SSRN Electronic Journal
Liquid Co-Illiquidity Management
2022 · Soeren Hvidkjaer, Massimo Massa, et al. · SSRN Electronic Journal
Liquid Co-Illiquidity Management
2022 · Aleksandra Rzeznik, Soeren Hvidkjaer, et al. · SSRN Electronic Journal
Factor Covariances Predict Factor Returns
2013 · Nigel J. Barradale, Soeren Hvidkjaer · SSRN Electronic Journal
Works count: 19
Citation count: 3,420
H-index: 7
I10-index: 7
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