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Information about:
Johannes Atle Skjeltorp

Personal Details | Affiliation | Works

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 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: 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

(in no particular order)

Norges Bank (Central Bank of Norway)
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 (registered authors at this institution)

Works

Working papers

Lorán Chollete & Randi Næs & Johannes A. Skjeltorp, 2008. "The risk components of liquidity," Working Paper 2008/03, Norges Bank. [Downloadable!]
Other versions:
- 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!]
Randi Næs & Johannes A. Skjeltorp & Bernt Arne Ødegard, 2008. "Liquidity and the business cycle," Working Paper 2008/11, Norges Bank. [Downloadable!]
Other versions:
- 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!]
Randi Næs & Johannes A. Skjeltorp & Bernt Arne Ødegaard, 2008. "Liquidity at the Oslo Stock Exchange," Working Paper 2008/09, Norges Bank. [Downloadable!]
Randi Næs & Johannes A. Skjeltorp & Bernt Arne Ødegaard, 2007. "Hvilke faktorer driver kursutviklingen på Oslo Børs?," Working Paper 2007/08, Norges Bank. [Downloadable!]
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!]
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!]
Johannes A. Skjeltorp & Bernt Arne Ødegaard, 2004. "The ownership structure of repurchasing firms," Working Paper 2004/7, Norges Bank. [Downloadable!]
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

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)
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

7 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):

NEP-CFN: Corporate Finance (4) 2004-03-14 2006-10-21 2008-01-12 2008-05-31 Author is listed
NEP-FIN: Finance (2) 2004-03-14 2006-10-21 Author is listed
NEP-FMK: Financial Markets (2) 2004-03-14 2006-10-21 Author is listed
NEP-MAC: Macroeconomics (2) 2008-03-01 2009-04-18 Author is listed
NEP-MST: Market Microstructure (4) 2006-10-21 2008-01-12 2008-05-31 2009-04-18 Author is listed
NEP-RMG: Risk Management (1) 2008-01-12
NEP-UPT: Utility Models & Prospect Theory (1) 2008-01-12

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This page was last updated on 2009-12-2.

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.