Soeren Hvidkjaer

Finance · 2001–2011

A researcher in the Science corpus: 7 papers; trusts 23 researchers and is trusted by 70 researchers here, as inferred from the citation graph.

Subfields

• Finance — 60 citations into it; #504 of 10,518 by trust here, #337 by citations
• Accounting — 45 citations into it; #433 of 8,970 by trust here, #431 by citations
• Economics and Econometrics — 30 citations into it; #1,590 of 23,481 by trust here, #5,522 by citations
• Management Science and Operations Research — 6 citations into it

Whom Soeren Hvidkjaer trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Mark Grinblatt
2. A. Shleifer
3. Andrew W. Lo
4. Eugene F. Fama
5. Harrison G. Hong
6. David A. Easley
7. Matti Keloharju
8. Jiang Wang
9. Y. Amihud
10. Tobias J. Moskowitz

Who trusts Soeren Hvidkjaer overall

1. Turan G. Bali
2. Yu Yuan
3. Eric K. Kelley
4. Avanidhar Subrahmanyam
5. Amit Goyal
6. Lin Peng
7. Fenghua Wen
8. Michael W. Brandt
9. Constantinos Antoniou
10. Paul C. Tetlock

Papers from Soeren Hvidkjaer's perspective

Ordered by how strongly the researchers Soeren Hvidkjaer trusts endorse each paper. Same corpus, a different order for every researcher.

1. Momentum Trading by Institutions
2. Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory
3. The Cross-Section of Volatility and Expected Returns
4. The Cross‐Section of Expected Stock Returns
5. Information and the Cost of Capital
6. Inefficient Markets: An Introduction to Behavioral Finance
7. The investment behavior and performance of various investor types: a study of Finland's unique data set
8. Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies
9. What Makes Investors Trade
10. Why is PIN Priced

Their papers

• A Trade-based Analysis of Momentum (2006) — 243 citations
• Small Trades and the Cross-Section of Stock Returns (2008) — 364 citations
• The characteristics of informed trading: Implications for asset pricing (2011) — 167 citations
• Factoring Information Into Returns (2010) — 274 citations
• Stock and bond market interaction: Does momentum spill over? (2005) — 211 citations
• Is Information Risk a Determinant of Asset Returns (2002) — 1,924 citations
• The cross-section of expected corporate bond returns: Betas or characteristics? (2001) — 242 citations