Details about Bernt Arne Ødegaard

Access statistics for papers by Bernt Arne Ødegaard.

Last updated 2018-04-16. Update your information in the RePEc Author Service.

Short-id: pod8

Working Papers

2018

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

2017

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

2016

8. Bond Liquidity at the Oslo Stock Exchange
   UiS Working Papers in Economics and Finance, University of Stavanger
9. Oslo Stock Exchange and the Weather
   UiS Working Papers in Economics and Finance, University of Stavanger
10. Tick Size Wars
    UiS Working Papers in Economics and Finance, University of Stavanger

2015

11. Empirics of the Oslo Stock Exchange. Basic, descriptive, results 1980-2014
    UiS Working Papers in Economics and Finance, University of Stavanger
12. Metoder for evaluering av aktiv fondsforvaltning
    UiS Working Papers in Economics and Finance, University of Stavanger

2014

13. Empirics of the Oslo Stock Exchange. Basic, descriptive, results 1980-2013
    UiS Working Papers in Economics and Finance, University of Stavanger
14. Throttling hyperactive robots - Message to trade ratios at the Oslo Stock Exchange
    UiS Working Papers in Economics and Finance, University of Stavanger View citations (2)

2012

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

2010

19. Egenkapitalutvidelser ved Oslo Børs 1980-2009
    UiS Working Papers in Economics and Finance, University of Stavanger
20. 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)

2009

21. Liquidity and Asset Pricing: Evidence on the Role of Investor Holding Period
    UiS Working Papers in Economics and Finance, University of Stavanger View citations (1)
    Also in Working Paper, Norges Bank (2008)
22. Statlig eierskap på Oslo Børs
    UiS Working Papers in Economics and Finance, University of Stavanger
23. 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
24. 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 in Finance Research Letters (2009)
25. 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 (1)
    Also in Working Paper, Norges Bank (2009) View citations (4)
26. What factors affect the Oslo Stock Exchange?
    Working Paper, Norges Bank View citations (5)
    Also in UiS Working Papers in Economics and Finance, University of Stavanger (2009) View citations (9)
27. Who moves stock prices? Monthly evidence
    UiS Working Papers in Economics and Finance, University of Stavanger

2008

28. Liquidity and the Business Cycle
    UiS Working Papers in Economics and Finance, University of Stavanger View citations (27)
    Also in Working Paper, Norges Bank (2008) View citations (1)
29. Liquidity at the Oslo Stock Exchange
    Working Paper, Norges Bank View citations (10)

2007

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

2004

31. The ownership structure of repurchasing firms
    Working Paper, Norges Bank

1996

32. 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

2018

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

2015

2. When Do Listed Firms Pay for Market Making in Their Own Stock?
   Financial Management, 2015, 44, (2), 241-266 View citations (4)

2011

3. Stock Market Liquidity and the Business Cycle
   Journal of Finance, 2011, 66, (1), 139-176 View citations (76)

2009

4. 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 (2)
   See also Working Paper (2009)

2007

5. Linear and nonlinear exchange rate exposure
   Journal of International Money and Finance, 2007, 26, (6), 1016-1037 View citations (22)
6. Price differences between equity classes. Corporate control, foreign ownership or liquidity?
   Journal of Banking & Finance, 2007, 31, (12), 3621-3645 View citations (9)

2006

7. Equity trading by institutional investors: To cross or not to cross?
   Journal of Financial Markets, 2006, 9, (2), 79-99 View citations (15)

2004

8. Exchange rate regimes and the price of exchange rate risk
   Economics Letters, 2004, 82, (2), 181-188 View citations (3)

2001

9. Patterns of Corporate Ownership: Insights from a unique data set
   Nordic Journal of Political Economy, 2001, 27, 55-86 View citations (8)

1997

10. Are There Tax Effects in the Relative Pricing of U.S. Government Bonds?
    Journal of Finance, 1997, 52, (2), 609-33 View citations (22)

Books

2006

1. Lectures on Corporate Finance
   World Scientific Books, World Scientific Publishing Co. Pte. Ltd.
   Also in World Scientific Books, World Scientific Publishing Co. Pte. Ltd. (2001)

Chapters

2001

1. An Application: Pricing Corporate Bonds
   Chapter 16 in Lectures On Corporate Finance, 2001, pp 139-152
2. And What About Dividends?
   Chapter 20 in Lectures On Corporate Finance, 2001, pp 181-188
3. Appendix A Notation and Formulas
   Chapter 23 in Lectures On Corporate Finance, 2001, pp 219-223
4. Are capital structure decisions relevant?
   Chapter 17 in Lectures On Corporate Finance, 2001, pp 155-166
5. Axioms of modern corporate finance
   Chapter 2 in Lectures On Corporate Finance, 2001, pp 6-7
6. Capital Budgeting
   Chapter 6 in Lectures On Corporate Finance, 2001, pp 40-52
7. Finance
   Chapter 1 in Lectures On Corporate Finance, 2001, pp 3-5 View citations (4)
8. Introduction to Derivatives
   Chapter 9 in Lectures On Corporate Finance, 2001, pp 77-89
9. Longer Examples
   Chapter 22 in Lectures On Corporate Finance, 2001, pp 209-216
10. Maybe capital structure affects firm value after all?
    Chapter 18 in Lectures On Corporate Finance, 2001, pp 167-176
11. Multiple Periods in the Binomial Option Pricing Model
    Chapter 15 in Lectures On Corporate Finance, 2001, pp 128-138
12. On Value Additivity
    Chapter 3 in Lectures On Corporate Finance, 2001, pp 8-11
13. On the Efficient Markets Hypothesis
    Chapter 4 in Lectures On Corporate Finance, 2001, pp 12-19
14. Present Value
    Chapter 5 in Lectures On Corporate Finance, 2001, pp 23-39
15. Pricing Derivatives
    Chapter 10 in Lectures On Corporate Finance, 2001, pp 90-96
16. Pricing of Multiperiod, Risky Investments
    Chapter 11 in Lectures On Corporate Finance, 2001, pp 97-105
17. Risk And Incentive Management
    Chapter 21 in Lectures On Corporate Finance, 2001, pp 191-205
18. The Dynamic Hedge Argument
    Chapter 14 in Lectures On Corporate Finance, 2001, pp 119-127
19. Valuation Of Projects Financed Partly With Debt
    Chapter 19 in Lectures On Corporate Finance, 2001, pp 177-180
20. Valuation Under Uncertainty: The CAPM
    Chapter 7 in Lectures On Corporate Finance, 2001, pp 53-66
21. Valuing Risky Cash Flows
    Chapter 8 in Lectures On Corporate Finance, 2001, pp 69-76
22. Warrants
    Chapter 13 in Lectures On Corporate Finance, 2001, pp 115-118
23. Where To Get State Price Probabilities?
    Chapter 12 in Lectures On Corporate Finance, 2001, pp 106-114

Editor

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