Details about Bernt Arne Ødegaard

Access statistics for papers by Bernt Arne Ødegaard.

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Short-id: pod8

Working Papers

2020

1. Contagious Margin Calls: How Covid-19 threatened global stock market liquidity
   UiS Working Papers in Economics and Finance, University of Stavanger

2019

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

2018

3. A Review of Norges Bank's Active Management of the Government Pension Fund Global
   UiS Working Papers in Economics and Finance, University of Stavanger
4. 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
5. Norges Bank sin aktive forvaltning av Statens Pensjonsfond Utland (Oljefondet)
   UiS Working Papers in Economics and Finance, University of Stavanger

2017

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

2016

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

2015

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

2014

16. Empirics of the Oslo Stock Exchange. Basic, descriptive, results 1980-2013
    UiS Working Papers in Economics and Finance, University of Stavanger
17. Throttling hyperactive robots - Message to trade ratios at the Oslo Stock Exchange
    UiS Working Papers in Economics and Finance, University of Stavanger View citations (7)

2012

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

2010

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

2009

24. 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)
25. Statlig eierskap på Oslo Børs
    UiS Working Papers in Economics and Finance, University of Stavanger
26. 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
27. 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)
28. 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)
29. What factors affect the Oslo Stock Exchange?
    UiS Working Papers in Economics and Finance, University of Stavanger View citations (9)
    Also in Working Paper, Norges Bank (2009) View citations (5)
30. Who moves stock prices? Monthly evidence
    UiS Working Papers in Economics and Finance, University of Stavanger

2008

31. Liquidity and the Business Cycle
    UiS Working Papers in Economics and Finance, University of Stavanger View citations (43)
    Also in Working Paper, Norges Bank (2008) View citations (2)
32. Liquidity at the Oslo Stock Exchange
    Working Paper, Norges Bank View citations (11)

2007

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

2004

34. The ownership structure of repurchasing firms
    Working Paper, Norges Bank View citations (1)

1996

35. 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 View citations (6)

2015

2. When Do Listed Firms Pay for Market Making in Their Own Stock?
   Financial Management, 2015, 44, (2), 241-266 View citations (6)

2011

3. Stock Market Liquidity and the Business Cycle
   Journal of Finance, 2011, 66, (1), 139-176 View citations (111)

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 (33)
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 (16)

2004

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

2001

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

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 (26)

Editor

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