This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Information about:
Randi Næs

Personal Details | Affiliation | Works
This is information that was supplied by Randi Næs in registering through RePEc. If you are Randi Næs , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Randi
Middle Name:
Last Name: Næs
Suffix:

RePEc Short-ID: pns2

Email:
Homepage:
Postal Address: Nærings- og handelsdepartementet, Postboks 8014 Dep, 0030 Oslo
Phone: 22240434

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Naes, Randi & Ødegaard, Bernt Arne, 2009. "Liquidity and Asset Pricing: Evidence on the Role of Investor Holding Period," UiS Working Papers in Economics and Finance 2009/19, University of Stavanger. [Downloadable!]
    Other versions:

  2. Chollete, Lorán & Næs, Randi & Skjeltorp, Johannes A., 2008. "The Risk Components of Liquidity," Discussion Papers 2008/7, Department of Finance and Management Science, Norwegian School of Economics and Business Administration. [Downloadable!]
    Other versions:

  3. Naes, Randi & Skjeltorp, Johannes & Odegaard, Bernt Arne, 2008. "Liquidity and the Business Cycle," UiS Working Papers in Economics and Finance 2009/1, University of Stavanger. [Downloadable!]
    Other versions:

  4. Randi Næs & Johannes A. Skjeltorp & Bernt Arne Ødegaard, 2008. "Liquidity at the Oslo Stock Exchange," Working Paper 2008/09, Norges Bank. [Downloadable!]

  5. Randi Næs & Johannes A. Skjeltorp & Bernt Arne Ødegaard, 2007. "Hvilke faktorer driver kursutviklingen på Oslo Børs?," Working Paper 2007/08, Norges Bank. [Downloadable!]

  6. Lorán Chollete & Randi Næs & Johannes A. Skjeltorp, 2007. "What captures liquidity risk? A comparison of trade and order based liquidity factors," Working Paper 2007/03, Norges Bank. [Downloadable!]

  7. Chollete, Lorán & Næs, Randi & Skjeltorp, Johannes A., 2006. "Pricing Implications of Shared Variance in Liquidity Measures," Discussion Papers 2006/9, Department of Finance and Management Science, Norwegian School of Economics and Business Administration, revised 21 Jun 2007. [Downloadable!]

  8. Randi Næs, 2004. "Ownership Structure and Stock Market Liquidity," Working Paper 2004/6, Norges Bank. [Downloadable!]

  9. Randi Naes & Johannes A. Skjeltorp, 2003. "Strategic Investor Behaviour and the Volume-Volatility Relation in Equity Markets," Working Paper 2003/9, Norges Bank. [Downloadable!]

Articles

  1. Naes, Randi & Skjeltorp, Johannes A., 2006. "Order book characteristics and the volume-volatility relation: Empirical evidence from a limit order market," Journal of Financial Markets, Elsevier, vol. 9(4), pages 408-432, November. [Downloadable!] (restricted)

  2. Naes, Randi & Odegaard, Bernt Arne, 2006. "Equity trading by institutional investors: To cross or not to cross?," Journal of Financial Markets, Elsevier, vol. 9(2), pages 79-99, May. [Downloadable!] (restricted)

  3. Naes, Randi & Skjeltorp, Johannes A., 2003. "Equity trading by institutional investors: Evidence on order submission strategies," Journal of Banking & Finance, Elsevier, vol. 27(9), pages 1779-1817, September. [Downloadable!] (restricted)

NEP Fields

9 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (5) 2004-03-14 2004-06-13 2006-10-21 2008-01-12 2008-05-31 Author is listed
  2. NEP-FIN: Finance (3) 2004-03-14 2004-06-13 2006-10-21 Author is listed
  3. NEP-FMK: Financial Markets (2) 2004-03-14 2006-10-21
  4. NEP-MAC: Macroeconomics (2) 2008-03-01 2009-04-18
  5. NEP-MST: Market Microstructure (6) 2006-10-21 2008-01-12 2008-03-01 2008-05-31 2009-04-18 2009-04-25 Author is listed
  6. NEP-RMG: Risk Management (1) 2008-01-12
  7. NEP-UPT: Utility Models & Prospect Theory (1) 2008-01-12
Did you know? You can include your works in the database easily by uploading them on the Munich Personal RePEc Archive (MPRA) if you do not have access to an institutional RePEc archive.

This page was last updated on 2009-11-24.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.