| Stock market liquidity and the business cycle R Næs, JA Skjeltorp, BA Ødegaard The Journal of Finance 66 (1), 139-176, 2011 | 463 | 2011 |
| Scaling in the Norwegian stock market JA Skjeltorp Physica A: Statistical Mechanics and its Applications 283 (3-4), 486-528, 2000 | 160 | 2000 |
| Order book characteristics and the volume–volatility relation: Empirical evidence from a limit order market R Næs, JA Skjeltorp Journal of Financial Markets 9 (4), 408-432, 2006 | 152 | 2006 |
| What factors affect the Oslo Stock Exchange? R Næs, JA Skjeltorp, BA Ødegaard Norges Bank, 2009 | 70 | 2009 |
| Hvilke faktorer driver kursutviklingen pa Oslo Børs? R Næs, JA Skjeltorp, BA Ødegaard Working Paper, 2007 | 51 | 2007 |
| Liquidity at the Oslo stock exchange R Næs, JA Skjeltorp, BA Ødegaard Available at SSRN 1158410, 2008 | 43 | 2008 |
| Throttling hyperactive robots–Order-to-trade ratios at the Oslo Stock Exchange K Jørgensen, J Skjeltorp, BA Ødegaard Journal of Financial Markets 37, 1-16, 2018 | 35* | 2018 |
| Equity trading by institutional investors: Evidence on order submission strategies R Næs, JA Skjeltorp Journal of banking & finance 27 (9), 1779-1817, 2003 | 34 | 2003 |
| Is the market microstructure of stock markets important? R Naes, JA Skjeltorp Norges Bank, 2006 | 22 | 2006 |
| The market impact and timing of open market share repurchases in Norway JA Skjeltorp Norges Bank, 2004 | 19 | 2004 |
| Flashes of Trading Intent at NASDAQ. JA Skjeltorp, E Sojli, WW Tham Journal of Financial & Quantitative Analysis 51 (1), 2016 | 13 | 2016 |
| The information content of market liquidity: An empirical analysis of liquidity at the Oslo Stock Exchange? JA Skjeltorp, BA Ødegaard Norges Bank, 2009 | 12 | 2009 |
| The risk components of liquidity L Chollete, R Næs, JA Skjeltorp EFA 2008 Athens Meetings Paper, 2008 | 12 | 2008 |
| When do listed firms pay for market making in their own stock? JA Skjeltorp, BA Ødegaard Paris December 2011 Finance Meeting EUROFIDAI-AFFI, 2014 | 11* | 2014 |
| Pricing implications of shared variance in liquidity measures L Chollete, R Næs, JA Skjeltorp NHH Dept. of Finance & Management Science Discussion Paper, 2006 | 11 | 2006 |
| Fractal scaling behaviour in the norwegian stock market JA Skjeltorp Master of Science Thesis in Financial Economics, Norwegian School of Management, 1996 | 11 | 1996 |
| When do listed firms pay for market making in their own stock? JA Skjeltorp, BA Ødegaard Financial Management 44 (2), 241-266, 2015 | 10 | 2015 |
| What captures liquidity risk? Order based versus trade based liquidity measures L Chollete, R Næs, JA Skjeltorp Order Based Versus Trade Based Liquidity Measures (March 2, 2007), 2007 | 10 | 2007 |
| The ownership structure of repurchasing firms JA Skjeltorp, BA Ødegaard Working Paper, 2004 | 10 | 2004 |
| Identifying cross-sided liquidity externalities JA Skjeltorp, E Sojli, WW Tham Working Paper, 2012 | 9 | 2012 |
Elvira SojliAssociate Professor, UNSW Business SchoolVerified email at unsw.edu.au
