Johannes Skjeltorp
Johannes Skjeltorp
Norges Bank
Verified email at norges-bank.no
Title
Cited by
Cited by
Year
Stock market liquidity and the business cycle
R Næs, JA Skjeltorp, BA Ødegaard
The Journal of Finance 66 (1), 139-176, 2011
4632011
Scaling in the Norwegian stock market
JA Skjeltorp
Physica A: Statistical Mechanics and its Applications 283 (3-4), 486-528, 2000
1602000
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
1522006
What factors affect the Oslo Stock Exchange?
R Næs, JA Skjeltorp, BA Ødegaard
Norges Bank, 2009
702009
Hvilke faktorer driver kursutviklingen pa Oslo Børs?
R Næs, JA Skjeltorp, BA Ødegaard
Working Paper, 2007
512007
Liquidity at the Oslo stock exchange
R Næs, JA Skjeltorp, BA Ødegaard
Available at SSRN 1158410, 2008
432008
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
342003
Is the market microstructure of stock markets important?
R Naes, JA Skjeltorp
Norges Bank, 2006
222006
The market impact and timing of open market share repurchases in Norway
JA Skjeltorp
Norges Bank, 2004
192004
Flashes of Trading Intent at NASDAQ.
JA Skjeltorp, E Sojli, WW Tham
Journal of Financial & Quantitative Analysis 51 (1), 2016
132016
The information content of market liquidity: An empirical analysis of liquidity at the Oslo Stock Exchange?
JA Skjeltorp, BA Ødegaard
Norges Bank, 2009
122009
The risk components of liquidity
L Chollete, R Næs, JA Skjeltorp
EFA 2008 Athens Meetings Paper, 2008
122008
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
112006
Fractal scaling behaviour in the norwegian stock market
JA Skjeltorp
Master of Science Thesis in Financial Economics, Norwegian School of Management, 1996
111996
When do listed firms pay for market making in their own stock?
JA Skjeltorp, BA Ødegaard
Financial Management 44 (2), 241-266, 2015
102015
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
102007
The ownership structure of repurchasing firms
JA Skjeltorp, BA Ødegaard
Working Paper, 2004
102004
Identifying cross-sided liquidity externalities
JA Skjeltorp, E Sojli, WW Tham
Working Paper, 2012
92012
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