Søren Hvidkjær

Search results

• 2023

  Co-illiquidity Management

  Hvidkjær, S., Massa, M. & Rzeznik, A., Dec 2023, In: Journal of Empirical Finance. 74, 20 p., 101429.

  Research output: Contribution to journal › Journal article › Research › peer-review
• 2010

  Factoring Information Into Returns

  Easley , D., Hvidkjær, S. & O'Hara , M., 19 Feb 2010, In: Journal of Financial and Quantitative Analysis. 45, 2, p. 293-309

  Research output: Contribution to journal › Journal article › Research › peer-review
• 2008

  Small Trades and the Cross-Section of Stock Returns

  Hvidkjær, S., 2008, In: Review of Financial Studies. 21, 3, p. 1123-1151

  Research output: Contribution to journal › Journal article › Research › peer-review
• 2006

  A Trade-based Analysis of Momentum

  Hvidkjær, S., Jun 2006, In: Review of Financial Studies. 19, 2, p. 457-491 35 p.

  Research output: Contribution to journal › Journal article › Research › peer-review
• 2005

  Stock and Bond Market Interaction: Does Momentum Spill Over?

  Gebhardt, W. R., Hvidkjær, S. & Swaminathan, B., 2005, In: Journal of Financial Economics. 75, 3, p. 651-690 40 p.

  Research output: Contribution to journal › Journal article › Research › peer-review

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

  Gebhardt, W. R., Hvidkjær, S. & Swaminathan, B., 2005, In: Journal of Financial Economics. 75, 1, p. 85-114 30 p.

  Research output: Contribution to journal › Journal article › Research › peer-review
• 2002

  Is Information Risk a Determinant of Asset Returns?

  Easley, D., Hvidkjær, S. & O'Hara, M., 2002, In: Journal of Finance. 57, 5, p. 2185-2221 37 p.

  Research output: Contribution to journal › Journal article › Research › peer-review