Is information risk a determinant of asset returns? D Easley, S Hvidkjaer, M O'hara The journal of finance 57 (5), 2185-2221, 2002 | 2338 | 2002 |
Small trades and the cross-section of stock returns S Hvidkjaer The Review of Financial Studies 21 (3), 1123-1151, 2008 | 398 | 2008 |
Factoring information into returns D Easley, S Hvidkjaer, M O'hara Journal of Financial and Quantitative Analysis, 293-309, 2010 | 384 | 2010 |
A trade-based analysis of momentum S Hvidkjaer The Review of Financial Studies 19 (2), 457-491, 2006 | 350 | 2006 |
The cross-section of expected corporate bond returns: Betas or characteristics? WR Gebhardt, S Hvidkjaer, B Swaminathan Journal of financial economics 75 (1), 85-114, 2005 | 254 | 2005 |
Stock and bond market interaction: Does momentum spill over? WR Gebhardt, S Hvidkjaer, B Swaminathan Journal of Financial Economics 75 (3), 651-690, 2005 | 227 | 2005 |
The characteristics of informed trading: Implications for asset pricing H Aslan, D Easley, S Hvidkjaer, M O'hara Journal of Empirical Finance 18 (5), 782-801, 2011 | 210 | 2011 |
The determinants of informed trading: Implications for asset pricing H Aslan, D Easley, S Hvidkjaer, M O’Hara Working Paper, Cornell University, 2006 | 12 | 2006 |
ESG investing: a literature review S Hvidkjær Report prepared for Dansif, 2017 | 7 | 2017 |
Informed Trading and Co-Illiquidity S Hvidkjær, M Massa, A Rzeznik Available in: http://wp. lancs. ac. uk/mhf2019/files/2019/05/MHF-2019-017 …, 2018 | 3 | 2018 |
Probability of Informed Trading S Hvidkjaer Encyclopedia of Quantitative Finance, 2010 | 1 | 2010 |
Return anomalies and trading. S Hvidkjaer | 1 | 2003 |
Universiteterne bidrager til løsningen af de store samfundsudfordringer P Kjær, LB Nielsen, JG Nielsen, H Bindslev, MR Poulsen Aarhus Stiftstidende, 2019 | | 2019 |
Factor covariances predict factor returns NJ Barradale, S Hvidkjaer Available at SSRN 2283084, 2013 | | 2013 |
Short-sælgere bedre end rygtet S Hvidkjær Boersen, 2, 2011 | | 2011 |
Fagpanelet for humaniora og samfundsvidenskab: Kortlægningsrapport om nationale behov for forskningsinfrastrukturer indenfor humaniora og samfundsvidenskab M Thunø, O Gregersen, S Hvidkjær, JT Lauridsen, EK Nielsen, ... Forsknings-og Innovationsstyrelsen, 2010 | | 2010 |
JOURNALOFFINANCIALAND QUANTITATIVEANALYSIS LKH Chung, J Elder, JC Kim, D Easley, S Hvidkjaer, M O’Hara, S Das, ... Corporate Governance 45 (2), 2010 | | 2010 |
Note reconciling results in Barber, Odean, and Zhu (2006) and Hvidkjaer (2006) B Barber, S Hvidkjaer, T Odean, N Zhu | | |