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Søren Hvidkjær

Professor
Søren Hvidkjær

Institut For Finansiering

Instutut for Finansiering
Solbjerg Plads 3 A5.07
2000 Frederiksberg
Denmark

Tel.: +45 38153533
Fax: +45 38153600
E-mail: sh.fi@cbs.dk



Link to this homepage: uk.cbs.dk/staff/sh_fi




Selected publications

  • “Factoring Information into Returns”, with David Easley and Maureen O’Hara, 2008, forthcoming in the Journal of Financial and Quantitative Analysis
  • “Small trades and the cross‐section of stock returns”, 2008, Review of Financial Studies 21, no. 3, 1123–1151
  • “A Trade‐based Analysis of Momentum”, 2006, Review of Financial Studies 19, no. 2, 457–491
  • “Stock and Bond Market Interaction: Does Momentum Spill Over?” with William Gebhardt and Bhaskaran Swaminathan, 2005, Journal of Financial Economics, 75, no. 3, 651–690
  • “The Cross‐section of Expected Corporate Bond Returns: Betas or Characteristics?” with William Gebhardt and Bhaskaran Swaminathan, 2005, Journal of Financial Economics 75, no. 1, 85 –114
  • “Is Information Risk a Determinant of Asset Returns?” with David Easley and Maureen O’Hara, 2002, Journal of Finance 57, no. 5, 2185–2221. This article received the Journal of Finance Smith Breeden Distinguished Paper Prize for 2002


Last updated by Derek Moore 22/10/2009