Details about Johannes Atle Skjeltorp

Access statistics for papers by Johannes Atle Skjeltorp.

Last updated 2024-10-09. Update your information in the RePEc Author Service.

Short-id: psk14

Working Papers

2014

1. 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)

2013

2. Identifying Cross-Sided Liquidity Externalities
   Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (2)
   Also in Working Paper, Norges Bank (2012) View citations (8)

2012

3. Sunshine Trading: Flashes of Trading Intent at the NASDAQ
   Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (1)
   Also in Working Paper, Norges Bank (2011) View citations (4)
4. The liquidity of the Secondary Market for Debt Securities in Norway
   UiS Working Papers in Economics and Finance, University of Stavanger

2010

5. 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

6. 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)
7. 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)

2008

8. 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)
9. Liquidity at the Oslo Stock Exchange
   Working Paper, Norges Bank View citations (11)
10. The Risk Components of Liquidity
    Discussion Papers, Norwegian School of Economics, Department of Business and Management Science View citations (2)
    Also in Working Paper, Norges Bank (2008) View citations (5)

2007

11. Hvilke faktorer driver kursutviklingen på Oslo Børs?
    Working Paper, Norges Bank View citations (3)
12. Pricing Implications of Shared Variance in Liquidity Measures
    Discussion Papers, Norwegian School of Economics, Department of Business and Management Science View citations (1)
13. What captures liquidity risk? A comparison of trade and order based liquidity factors
    Working Paper, Norges Bank View citations (6)

2004

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

2003

15. Strategic Investor Behaviour and the Volume-Volatility Relation in Equity Markets
    Working Paper, Norges Bank View citations (2)

Journal Articles

2018

1. Cross-Sided Liquidity Externalities
   Management Science, 2018, 64, (6), 2901-2929 View citations (2)
2. Throttling hyperactive robots – Order-to-trade ratios at the Oslo Stock Exchange
   Journal of Financial Markets, 2018, 37, (C), 1-16 View citations (17)

2016

3. Flashes of Trading Intent at NASDAQ
   Journal of Financial and Quantitative Analysis, 2016, 51, (1), 165-196 View citations (6)

2015

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

2011

5. Stock Market Liquidity and the Business Cycle
   Journal of Finance, 2011, 66, (1), 139-176 View citations (169)

2006

6. Order book characteristics and the volume-volatility relation: Empirical evidence from a limit order market
   Journal of Financial Markets, 2006, 9, (4), 408-432 View citations (64)

2003

7. Equity trading by institutional investors: Evidence on order submission strategies
   Journal of Banking & Finance, 2003, 27, (9), 1779-1817 View citations (12)

2000

8. Scaling in the Norwegian stock market
   Physica A: Statistical Mechanics and its Applications, 2000, 283, (3), 486-528 View citations (32)