Johannes Atle Skjeltorp
Personal Details
First Name: | Johannes |
Middle Name: | Atle |
Last Name: | Skjeltorp |
Suffix: | |
RePEc Short-ID: | psk14 |
[This author has chosen not to make the email address public] | |
Affiliation
Norges Bank
Oslo, Norwayhttp://www.norges-bank.no/
RePEc:edi:nbgovno (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- 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.
- 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.
- Johannes A. Skjeltorp & Elvira Sojli & Wing Wah Tham, 2012.
"Identifying cross-sided liquidity externalities,"
Working Paper
2012/20, Norges Bank.
- Johannes A. Skjeltorp & Elvira Sojli & Wing Wah Tham, 2013. "Identifying Cross-Sided Liquidity Externalities," Tinbergen Institute Discussion Papers 13-154/IV/DSF63, Tinbergen Institute.
- Johannes A. Skjeltorp & Elvira Sojli & Wing Wah Tham, 2011.
"Sunshine trading: Flashes of trading intent at the NASDAQ,"
Working Paper
2011/17, Norges Bank.
- Johannes A. Skjeltorp & Elvira Sojli & Wing Wah Tham, 2012. "Sunshine Trading: Flashes of Trading Intent at the NASDAQ," Tinbergen Institute Discussion Papers 12-141/IV/DSF47, Tinbergen Institute.
- Johannes A. Skjeltorp & Bernt Arne Ødegaard, 2010.
"Why do firms pay for liquidity provision in limit order markets?,"
Working Paper
2010/12, Norges Bank.
- 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.
- Johannes A. Skjeltorp & Bernt Arne Ødegaard, 2009.
"The information content of market liquidity: An empirical analysis of liquidity at the Oslo Stock Exchange?,"
Working Paper
2009/26, Norges Bank.
- 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.
- Randi Næs & Johannes A. Skjeltorp & Bernt Arne Ødegaard, 2009.
"What factors affect the Oslo Stock Exchange?,"
Working Paper
2009/24, Norges Bank.
- 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.
- Randi Næs & Johannes A. Skjeltorp & Bernt Arne Ødegard, 2008.
"Liquidity and the business cycle,"
Working Paper
2008/11, Norges Bank.
- 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.
- Lorán Chollete & Randi Næs & Johannes A. Skjeltorp, 2008.
"The risk components of liquidity,"
Working Paper
2008/03, Norges Bank.
- Chollete, Lorán & Næs, Randi & Skjeltorp, Johannes A., 2008. "The Risk Components of Liquidity," Discussion Papers 2008/7, Norwegian School of Economics, Department of Business and Management Science.
- Randi Næs & Johannes A. Skjeltorp & Bernt Arne Ødegaard, 2008. "Liquidity at the Oslo Stock Exchange," Working Paper 2008/09, Norges Bank.
- 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.
- Randi Næs & Johannes A. Skjeltorp & Bernt Arne Ødegaard, 2007. "Hvilke faktorer driver kursutviklingen på Oslo Børs?," Working Paper 2007/08, Norges Bank.
- Chollete, Lorán & Næs, Randi & Skjeltorp, Johannes A., 2006. "Pricing Implications of Shared Variance in Liquidity Measures," Discussion Papers 2006/9, Norwegian School of Economics, Department of Business and Management Science, revised 21 Jun 2007.
- Johannes A. Skjeltorp & Bernt Arne Ødegaard, 2004. "The ownership structure of repurchasing firms," Working Paper 2004/7, Norges Bank.
- Randi Naes & Johannes A. Skjeltorp, 2003. "Strategic Investor Behaviour and the Volume-Volatility Relation in Equity Markets," Working Paper 2003/9, Norges Bank.
Articles
- Wing Wah Tham & Elvira Sojli & Johannes A. Skjeltorp, 2018. "Cross-Sided Liquidity Externalities," Management Science, INFORMS, vol. 64(6), pages 2901-2929, June.
- Jørgensen, Kjell & Skjeltorp, Johannes & Ødegaard, Bernt Arne, 2018. "Throttling hyperactive robots – Order-to-trade ratios at the Oslo Stock Exchange," Journal of Financial Markets, Elsevier, vol. 37(C), pages 1-16.
- Skjeltorp, Johannes A. & Sojli, Elvira & Tham, Wing Wah, 2016. "Flashes of Trading Intent at NASDAQ," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(1), pages 165-196, February.
- Johannes Atle Skjeltorp & Bernt Arne Ødegaard, 2015. "When Do Listed Firms Pay for Market Making in Their Own Stock?," Financial Management, Financial Management Association International, vol. 44(2), pages 241-266, June.
- 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, February.
- 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.
- 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.
- Skjeltorp, Johannes A, 2000. "Scaling in the Norwegian stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 283(3), pages 486-528.
More information
Research fields, statistics, top rankings, if available.Statistics
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 17 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- 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
- 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
- NEP-FMK: Financial Markets (5) 2004-03-14 2006-10-21 2010-01-10 2012-01-03 2014-03-01. Author is listed
- NEP-MAC: Macroeconomics (3) 2008-03-01 2009-04-18 2010-01-10
- NEP-BEC: Business Economics (2) 2010-05-02 2010-07-10
- NEP-FIN: Finance (2) 2004-03-14 2006-10-21
- NEP-NET: Network Economics (2) 2013-01-12 2015-04-25
- NEP-RMG: Risk Management (2) 2008-01-12 2010-01-10
- NEP-BAN: Banking (1) 2010-01-10
- NEP-UPT: Utility Models and Prospect Theory (1) 2008-01-12
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