Details about Bernt Arne Ødegaard

Access statistics for papers by Bernt Arne Ødegaard.

Last updated 2024-12-19. Update your information in the RePEc Author Service.

Short-id: pod8

Working Papers

2024

1. Is investment capital cheaper for green firms? Evidence from equity listings at Euronext - Oslo
   UiS Working Papers in Economics and Finance, University of Stavanger
2. Nonstandard Errors
   Post-Print, HAL
   Also in Working Papers, Lund University, Department of Economics (2021)
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2024)
   Working Papers, Faculty of Economics and Statistics, Universität Innsbruck (2021) View citations (6)
   See also Journal Article Nonstandard Errors, Journal of Finance, American Finance Association (2024) (2024)

2022

3. Do sustainable company stock prices increase with ESG scrutiny? Evidence using social media
   UiS Working Papers in Economics and Finance, University of Stavanger View citations (1)
4. The expected returns of ESG excluded stocks. The case of exclusions from Norway's Oil Fund
   UiS Working Papers in Economics and Finance, University of Stavanger View citations (1)

2021

5. Insider trading and gender
   UiS Working Papers in Economics and Finance, University of Stavanger

2020

6. Contagious Margin Calls: How Covid-19 threatened global stock market liquidity
   UiS Working Papers in Economics and Finance, University of Stavanger View citations (2)
   See also Journal Article Contagious margin calls: How COVID-19 threatened global stock market liquidity, Journal of Financial Markets, Elsevier (2022) View citations (7) (2022)

2019

7. Equity trading costs have fallen less than commonly thought. Evidence using alternative trading cost estimators
   UiS Working Papers in Economics and Finance, University of Stavanger

2018

8. A Review of Norges Bank's Active Management of the Government Pension Fund Global
   UiS Working Papers in Economics and Finance, University of Stavanger View citations (2)
9. Norges Bank sin aktive forvaltning av Statens Pensjonsfond Utland (Oljefondet)
   UiS Working Papers in Economics and Finance, University of Stavanger

2017

10. Empirics of the Oslo Stock Exchange. Asset Pricing results 1980-2016
    UiS Working Papers in Economics and Finance, University of Stavanger View citations (3)
11. Empirics of the Oslo Stock Exchange. Basic, descriptive, results 1980-2016
    UiS Working Papers in Economics and Finance, University of Stavanger View citations (1)
12. How long do equity owners hang on to their stocks?
    UiS Working Papers in Economics and Finance, University of Stavanger
13. Is Household Diversification Increasing in Wealth? Norwegian Evidence
    UiS Working Papers in Economics and Finance, University of Stavanger
14. The Liquidity of the Oslo Stock Exchange -- A Source Book 1980-2016
    UiS Working Papers in Economics and Finance, University of Stavanger

2016

15. Bond Liquidity at the Oslo Stock Exchange
    UiS Working Papers in Economics and Finance, University of Stavanger
16. Oslo Stock Exchange and the Weather
    UiS Working Papers in Economics and Finance, University of Stavanger
17. Tick Size Wars
    UiS Working Papers in Economics and Finance, University of Stavanger View citations (1)

2015

18. Empirics of the Oslo Stock Exchange. Basic, descriptive, results 1980-2014
    UiS Working Papers in Economics and Finance, University of Stavanger View citations (1)
19. Metoder for evaluering av aktiv fondsforvaltning
    UiS Working Papers in Economics and Finance, University of Stavanger

2014

20. Empirics of the Oslo Stock Exchange. Basic, descriptive, results 1980-2013
    UiS Working Papers in Economics and Finance, University of Stavanger
21. Throttling hyperactive robots - Message to trade ratios at the Oslo Stock Exchange
    UiS Working Papers in Economics and Finance, University of Stavanger View citations (8)

2012

22. Empirics of the Oslo Stock Exchange. Basic, descriptive, results 1980-2011
    UiS Working Papers in Economics and Finance, University of Stavanger
23. Empirics of the Oslo Stock Exchange. Liquidity results 1980-2011
    UiS Working Papers in Economics and Finance, University of Stavanger
24. Empirics of the Oslo Stock Exchange. Ownership results 1980-2009
    UiS Working Papers in Economics and Finance, University of Stavanger
25. The liquidity of the Secondary Market for Debt Securities in Norway
    UiS Working Papers in Economics and Finance, University of Stavanger

2010

26. Egenkapitalutvidelser ved Oslo Børs 1980-2009
    UiS Working Papers in Economics and Finance, University of Stavanger
27. Why do firms pay for liquidity provision in limit order markets?
    UiS Working Papers in Economics and Finance, University of Stavanger View citations (2)
    Also in Working Paper, Norges Bank (2010) View citations (1)

2009

28. Liquidity and Asset Pricing: Evidence on the Role of Investor Holding Period
    UiS Working Papers in Economics and Finance, University of Stavanger View citations (2)
    Also in Working Paper, Norges Bank (2008)
29. Statlig eierskap på Oslo Børs
    UiS Working Papers in Economics and Finance, University of Stavanger
30. The (implicit) cost of equity trading at the Oslo Stock Exchange. What does the data tell us?
    UiS Working Papers in Economics and Finance, University of Stavanger
31. The diversification cost of large, concentrated equity stakes. How big is it? Is it justified?
    UiS Working Papers in Economics and Finance, University of Stavanger View citations (1)
    See also Journal Article The diversification cost of large, concentrated equity stakes. How big is it? Is it justified?, Finance Research Letters, Elsevier (2009) View citations (8) (2009)
32. The information content of market liquidity: An empirical analysis of liquidity at the Oslo Stock Exchange
    UiS Working Papers in Economics and Finance, University of Stavanger View citations (4)
    Also in Working Paper, Norges Bank (2009) View citations (4)
33. What factors affect the Oslo Stock Exchange?
    Working Paper, Norges Bank View citations (8)
    Also in UiS Working Papers in Economics and Finance, University of Stavanger (2009) View citations (10)
34. Who moves stock prices? Monthly evidence
    UiS Working Papers in Economics and Finance, University of Stavanger View citations (2)

2008

35. Liquidity and the Business Cycle
    UiS Working Papers in Economics and Finance, University of Stavanger View citations (45)
    Also in Working Paper, Norges Bank (2008) View citations (2)
36. Liquidity at the Oslo Stock Exchange
    Working Paper, Norges Bank View citations (11)

2007

37. Hvilke faktorer driver kursutviklingen på Oslo Børs?
    Working Paper, Norges Bank View citations (3)

2004

38. The ownership structure of repurchasing firms
    Working Paper, Norges Bank View citations (2)

1996

39. Empirical Tests of Models of Catastrophe Insurance Futures
    Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania

Journal Articles

2024

1. Nonstandard Errors
   Journal of Finance, 2024, 79, (3), 2339-2390
   See also Working Paper Nonstandard Errors, Post-Print (2024) (2024)

2023

2. Tick Size Wars: The Market Quality Effects of Pricing Grid Competition
   Review of Finance, 2023, 27, (2), 659-692 View citations (2)

2022

3. Contagious margin calls: How COVID-19 threatened global stock market liquidity
   Journal of Financial Markets, 2022, 59, (PA) View citations (7)
   See also Working Paper Contagious Margin Calls: How Covid-19 threatened global stock market liquidity, UiS Working Papers in Economics and Finance (2020) View citations (2) (2020)

2018

4. Throttling hyperactive robots – Order-to-trade ratios at the Oslo Stock Exchange
   Journal of Financial Markets, 2018, 37, (C), 1-16 View citations (17)

2015

5. When Do Listed Firms Pay for Market Making in Their Own Stock?
   Financial Management, 2015, 44, (2), 241-266 View citations (9)

2011

6. Stock Market Liquidity and the Business Cycle
   Journal of Finance, 2011, 66, (1), 139-176 View citations (168)

2009

7. The diversification cost of large, concentrated equity stakes. How big is it? Is it justified?
   Finance Research Letters, 2009, 6, (2), 56-72 View citations (8)
   See also Working Paper The diversification cost of large, concentrated equity stakes. How big is it? Is it justified?, UiS Working Papers in Economics and Finance (2009) View citations (1) (2009)

2007

8. Linear and nonlinear exchange rate exposure
   Journal of International Money and Finance, 2007, 26, (6), 1016-1037 View citations (39)
9. Price differences between equity classes. Corporate control, foreign ownership or liquidity?
   Journal of Banking & Finance, 2007, 31, (12), 3621-3645 View citations (12)

2006

10. Equity trading by institutional investors: To cross or not to cross?
    Journal of Financial Markets, 2006, 9, (2), 79-99 View citations (23)

2004

11. Exchange rate regimes and the price of exchange rate risk
    Economics Letters, 2004, 82, (2), 181-188 View citations (4)

2001

12. Patterns of Corporate Ownership: Insights from a unique data set
    Nordic Journal of Political Economy, 2001, 27, 55-86 View citations (13)

1997

13. Are There Tax Effects in the Relative Pricing of U.S. Government Bonds?
    Journal of Finance, 1997, 52, (2), 609-33 View citations (36)

Editor

1. UiS Working Papers in Economics and Finance
   University of Stavanger