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Johannes Atle Skjeltorp

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This is information that was supplied by Johannes Skjeltorp in registering through RePEc. If you are Johannes Atle Skjeltorp , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Johannes
Middle Name: Atle
Last Name: Skjeltorp
Suffix:

RePEc Short-ID: psk14

Email:
Homepage: http://www.norges-bank.no/research/skjeltorp/
Postal Address: Norges Bank Bankplassen 2 P.O.Box 1179 Sentrum 0107 Oslo Norway
Phone: (+47) 22 31 67 40

Affiliation

Norges Bank
Location: Oslo, Norway
Homepage: http://www.norges-bank.no/
Email:
Phone: +47 22 31 60 00
Fax: +47 22 41 31 05
Postal: Postboks 1179 Sentrum, 0107 Oslo
Handle: RePEc:edi:nbgovno (more details at EDIRC)

Works

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Working papers

  1. Jørgensen, Kjell & Skjeltorp, Johannes Atle & Ødegaard, Bernt Arne, 2014. "Throttling hyperactive robots - Message to trade ratios at the Oslo Stock Exchange," UiS Working Papers in Economics and Finance 2014/3, University of Stavanger.
  2. Johannes A. Skjeltorp & Elvira Sojli & Wing Wah Tham, 2012. "Identifying cross-sided liquidity externalities," Working Paper 2012/20, Norges Bank.
  3. Rakkestad, Ketil & Skjeltorp, Johannes & Ødegaard, Bernt Arne, 2012. "The liquidity of the Secondary Market for Debt Securities in Norway," UiS Working Papers in Economics and Finance 2012/12, University of Stavanger.
  4. Johannes A. Skjeltorp & Elvira Sojli & Wing Wah Tham, 2011. "Sunshine trading: Flashes of trading intent at the NASDAQ," Working Paper 2011/17, Norges Bank.
  5. Skjeltorp, Johannes A & Odegaard, Bernt Arne, 2010. "Why do firms pay for liquidity provision in limit order markets?," UiS Working Papers in Economics and Finance 2010/3, University of Stavanger.
  6. Næs, Randi & Skjeltorp, Johannes & Ødegaard, Bernt Arne, 2009. "What factors affect the Oslo Stock Exchange?," UiS Working Papers in Economics and Finance 2009/33, University of Stavanger.
  7. Skjeltorp, Johannes & Ødegaard, Bernt Arne, 2009. "The information content of market liquidity: An empirical analysis of liquidity at the Oslo Stock Exchange," UiS Working Papers in Economics and Finance 2009/35, University of Stavanger.
  8. Randi Næs & Johannes A. Skjeltorp & Bernt Arne Ødegaard, 2008. "Liquidity at the Oslo Stock Exchange," Working Paper 2008/09, Norges Bank.
  9. Lorán Chollete & Randi Næs & Johannes A. Skjeltorp, 2008. "The risk components of liquidity," Working Paper 2008/03, Norges Bank.
  10. Randi Næs & Johannes A. Skjeltorp & Bernt Arne Ødegard, 2008. "Liquidity and the business cycle," Working Paper 2008/11, Norges Bank.
  11. 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.
  12. Randi Næs & Johannes A. Skjeltorp & Bernt Arne Ødegaard, 2007. "Hvilke faktorer driver kursutviklingen på Oslo Børs?," Working Paper 2007/08, Norges Bank.
  13. Chollete, Lorán & Næs, Randi & Skjeltorp, Johannes A., 2006. "Pricing Implications of Shared Variance in Liquidity Measures," Discussion Papers 2006/9, Department of Business and Management Science, Norwegian School of Economics, revised 21 Jun 2007.
  14. Johannes A. Skjeltorp & Bernt Arne Ødegaard, 2004. "The ownership structure of repurchasing firms," Working Paper 2004/7, Norges Bank.
  15. Randi Naes & Johannes A. Skjeltorp, 2003. "Strategic Investor Behaviour and the Volume-Volatility Relation in Equity Markets," Working Paper 2003/9, Norges Bank.

Articles

  1. Randi Næs & Johannes A. Skjeltorp & Bernt Arne Ødegaard, 2011. "Stock Market Liquidity and the Business Cycle," Journal of Finance, American Finance Association, vol. 66(1), pages 139-176, 02.
  2. 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.
  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.
  4. Skjeltorp, Johannes A, 2000. "Scaling in the Norwegian stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 283(3), pages 486-528.

NEP Fields

18 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (1) 2010-01-10
  2. NEP-BEC: Business Economics (2) 2010-05-02 2010-07-10
  3. NEP-CFN: Corporate Finance (6) 2004-03-14 2006-10-21 2008-01-12 2008-05-31 2009-12-19 2014-03-01. Author is listed
  4. NEP-FIN: Finance (2) 2004-03-14 2006-10-21
  5. NEP-FMK: Financial Markets (5) 2004-03-14 2006-10-21 2010-01-10 2012-01-03 2014-03-01. Author is listed
  6. NEP-MAC: Macroeconomics (3) 2008-03-01 2009-04-18 2010-01-10
  7. NEP-MST: Market Microstructure (12) 2006-10-21 2008-01-12 2008-05-31 2009-04-18 2009-12-19 2010-01-10 2010-05-02 2010-07-10 2012-01-03 2013-01-07 2013-01-12 2014-03-01. Author is listed
  8. NEP-NET: Network Economics (1) 2013-01-12
  9. NEP-RMG: Risk Management (2) 2008-01-12 2010-01-10
  10. NEP-UPT: Utility Models & Prospect Theory (1) 2008-01-12

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