Similar Search Results

Narrow search

Stock Market Liquidity and the Business Cycle

NÆS, RANDI; SKJELTORP, JOHANNES A.; ØDEGAARD, BERNT ARNE - In: Journal of Finance 66 (2011) 1, pp. 139-176

Persistent link: https://www.econbiz.de/10011032192

Throttling hyperactive robots : order-to-trade ratios at the Oslo Stock Exchange

Jørgensen, Kjell; Skjeltorp, Johannes A.; Ødegaard, … - In: Journal of financial markets 37 (2018), pp. 1-16

Persistent link: https://www.econbiz.de/10012001006

Equity trading by institutional investors: Evidence on order submission strategies

Naes, Randi; Skjeltorp, Johannes A. - In: Journal of Banking & Finance 27 (2003) 9, pp. 1779-1817

Persistent link: https://www.econbiz.de/10005213548

Order book characteristics and the volume-volatility relation: Empirical evidence from a limit order market

Naes, Randi; Skjeltorp, Johannes A. - In: Journal of Financial Markets 9 (2006) 4, pp. 408-432

Persistent link: https://www.econbiz.de/10005322156

Cross-sided liquidity externalities

Tham, Wing Wah; Sojli, Elvira; Skjeltorp, Johannes A. - In: Management science : journal of the Institute for … 64 (2018) 6, pp. 2901-2929

Persistent link: https://www.econbiz.de/10011879034

Flashes of trading intent at NASDAQ

Skjeltorp, Johannes A.; Sojli, Elvira; Tham, Wing Wah - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 1, pp. 165-196

Persistent link: https://www.econbiz.de/10011577543

The diversification cost of large, concentrated equity stakes. How big is it? Is it justified?

Ødegaard, Bernt Arne - In: Finance Research Letters 6 (2009) 2, pp. 56-72

While the hypothesis that ownership concentration can affect the value of a company has seen a lot of empirical study, little light has been shed on a complementary problem, that these concentrated owners have a cost of their position due to an undiversified portfolio. Using a unique data set of...

Persistent link: https://www.econbiz.de/10005066616

Tick size wars : the market quality effects of pricing grid competition

Foley, Sean; Meling, Tom G.; Ødegaard, Bernt Arne - In: Review of finance : journal of the European Finance … 27 (2023) 2, pp. 659-692

Persistent link: https://www.econbiz.de/10014317977