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 |
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Working papers
- 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: - Randi Næs & Johannes A. Skjeltorp & Bernt Arne Ødegaard, 2008.
"Liquidity at the Oslo Stock Exchange,"
Working Paper
2008/09, Norges Bank.
[Downloadable!]
- 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: - 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: - 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!]
- Randi Næs, 2004.
"Ownership Structure and Stock Market Liquidity,"
Working Paper
2004/6, 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 & 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)
- 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
9 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
- NEP-CFN: Corporate Finance (5) 2004-03-14 2004-06-13 2006-10-21 2008-01-12 2008-05-31 Author is listed
- NEP-FIN: Finance (3) 2004-03-14 2004-06-13 2006-10-21 Author is listed
- NEP-FMK: Financial Markets (2) 2004-03-14 2006-10-21
- NEP-MAC: Macroeconomics (2) 2008-03-01 2009-04-18
- 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
- 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 2009-11-5.
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