Randi Næs : Citation Profile


Are you Randi Næs?

Government of Norway

6

H index

4

i10 index

154

Citations

RESEARCH PRODUCTION:

3

Articles

17

Papers

RESEARCH ACTIVITY:

   7 years (2003 - 2010). See details.
   Cites by year: 22
   Journals where Randi Næs has often published
   Relations with other researchers
   Recent citing documents: 26.    Total self citations: 6 (3.75 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pns2
   Updated: 2020-08-01    RAS profile: 2011-02-21    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Randi Næs.

Is cited by:

Ødegaard, Bernt (24)

Skjeltorp, Johannes (9)

Degryse, Hans (5)

Hagströmer, Björn (4)

Zhou, Wei-Xing (4)

Theissen, Erik (4)

Anderson, Richard (4)

Nilsson, Birger (4)

Cui, Wei (3)

Bougheas, Spiros (2)

Inghelbrecht, Koen (2)

Cites to:

Madhavan, Ananth (12)

Fama, Eugene (9)

Keim, Donald (9)

French, Kenneth (9)

Foucault, Thierry (7)

Biais, Bruno (5)

Skjeltorp, Johannes (5)

Amihud, Yakov (5)

Vayanos, Dimitri (5)

Theissen, Erik (4)

Moinas, Sophie (4)

Main data


Where Randi Næs has published?


Journals with more than one article published# docs
Journal of Financial Markets2

Recent works citing Randi Næs (2018 and 2017)


YearTitle of citing document
2020Benchmark Dataset for Mid-Price Forecasting of Limit Order Book Data with Machine Learning Methods. (2018). Iosifidis, Alexandros ; Gabbouj, Moncef ; Kanniainen, Juho ; Magris, Martin ; Ntakaris, Adamantios. In: Papers. RePEc:arx:papers:1705.03233.

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2017COMPETITION BETWEEN EQUITY MARKETS: A REVIEW OF THE CONSOLIDATION VERSUS FRAGMENTATION DEBATE. (2017). Theissen, Erik ; Westheide, Christian ; Weber, Moritz Christian ; Sagade, Satchit ; Gomber, Peter. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:31:y:2017:i:3:p:792-814.

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2017Asset returns, news topics, and media effects. (2017). Thorsrud, Leif ; Larsen, Vegard. In: Working Papers. RePEc:bny:wpaper:0054.

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2017Trading system upgrades and short-sale bans: Uncoupling the effects of technology and regulation. (2017). Chakrabarty, Bidisha ; Pascual, Roberto ; Moulton, Pamela C. In: Journal of Empirical Finance. RePEc:eee:empfin:v:43:y:2017:i:c:p:74-90.

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2019Information content of the limit order book for crude oil futures price volatility. (2019). Duong, Huu Nhan ; Tian, Xiao ; Kalev, Petko S. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:584-597.

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2017The determinants and pricing of liquidity commonality around the world. (2017). Moshirian, Fariborz ; Zhang, Bohui ; Ghee, Claudia Koon ; Qian, Xiaolin. In: Journal of Financial Markets. RePEc:eee:finmar:v:33:y:2017:i:c:p:22-41.

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2018Throttling hyperactive robots – Order-to-trade ratios at the Oslo Stock Exchange. (2018). Ødegaard, Bernt ; Jorgensen, Kjell ; Skjeltorp, Johannes . In: Journal of Financial Markets. RePEc:eee:finmar:v:37:y:2018:i:c:p:1-16.

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2019Agreeing on disagreement: Heterogeneity or uncertainty?. (2019). , Willem ; Ellen, Saskia Ter. In: Journal of Financial Markets. RePEc:eee:finmar:v:44:y:2019:i:c:p:17-30.

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2017Improving the power of the Diebold–Mariano–West test for least squares predictions. (2017). Mayer, Walter J ; Dang, Xin ; Liu, Feng. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:618-626.

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2019Legal institutions and fragile financial markets. (2019). Chung, Huimin ; Chiu, Junmao. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:93:y:2019:i:c:p:277-298.

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2019The systemic risk of China’s stock market during the crashes in 2008 and 2015. (2019). Zhang, Junhuan ; Chen, Xinyi ; Zhao, Shangmei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:520:y:2019:i:c:p:161-177.

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2017Liquidity, information, strategic trading in an electronic order book: New insights from the European carbon markets. (2017). Rannou, Yves. In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pb:p:779-808.

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2017Does gold Liquidity learn from the greenback or the equity?. (2017). Smimou, K. In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:461-479.

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2017Scheduled macro-news effects on a Euro/US dollar limit order book around the 2008 financial crisis. (2017). Welch, Robert ; Tao, Yusi ; ben Omrane, Walid. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:9-30.

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2017LIQUIDITY ADJUSTED VALUE AT RISK: INTEGRATING THE UNCERTAINTY IN DEPTH AND TIGHTNESS. (2017). Evren, Burak ; Uslu, Levent C. In: Eurasian Journal of Business and Management. RePEc:ejn:ejbmjr:v:5:y:2017:i:1:p:55-69.

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2018Liquidity and volatility in the U.S. treasury market. (2018). Ghysels, Eric ; Fleming, Michael ; Engle, Robert ; Nguyen, Giang. In: Staff Reports. RePEc:fip:fednsr:590.

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2019Price Discovery of a Speculative Asset: Evidence from a Bitcoin Exchange. (2019). Nguyen, Giang ; Ghysels, Eric. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:4:p:164-:d:280394.

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2017The Liquidity of the Oslo Stock Exchange -- A Source Book 1980-2016. (2017). Ødegaard, Bernt. In: UiS Working Papers in Economics and Finance. RePEc:hhs:stavef:2017_001.

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2017Empirics of the Oslo Stock Exchange. Asset Pricing results 1980-2016. (2017). Ødegaard, Bernt. In: UiS Working Papers in Economics and Finance. RePEc:hhs:stavef:2017_002.

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2018Equity trading costs have fallen less than commonly thought. Evidence using alternative trading cost estimators. (2018). Ødegaard, Bernt ; Klova, Valeriia. In: UiS Working Papers in Economics and Finance. RePEc:hhs:stavef:2018_004.

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2018Structural Changes in the Duration of Bull Markets and Business Cycle Dynamics. (2018). Rodrigues, Paulo ; Nicolau, Joo ; Cruz, Joo . In: Working Papers. RePEc:ptu:wpaper:w201814.

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2019An Empirical Analysis of the Russian Financial Markets’ Liquidity and Returns. (2019). Lebedeva, K. In: Вестник исследований бизнеса и экономики // Review of Business and Economics Studies. RePEc:scn:00rbes:y:2015:i:3:p:5-31.

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2020A marked point process model for intraday financial returns: modeling extreme risk. (2020). Herrera, Rodrigo ; Clements, Adam. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:4:d:10.1007_s00181-018-1600-y.

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2019Testing the effect of technical analysis on market quality and order book dynamics. (2019). Petitjean, Mikael ; Mazza, Paolo. In: Applied Economics. RePEc:taf:applec:v:51:y:2019:i:18:p:1947-1976.

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2019Quasi-dark trading: The effects of banning dark pools in a world of many alternatives. (2019). Putnins, Talis ; Westheide, Christian ; Sagade, Satchit ; Johann, Thomas . In: SAFE Working Paper Series. RePEc:zbw:safewp:253.

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Works by Randi Næs:


YearTitleTypeCited
2003Strategic Investor Behaviour and the Volume-Volatility Relation in Equity Markets In: Working Paper.
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2004Ownership Structure and Stock Market Liquidity In: Working Paper.
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2007What captures liquidity risk? A comparison of trade and order based liquidity factors In: Working Paper.
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paper4
2007Hvilke faktorer driver kursutviklingen på Oslo Børs? In: Working Paper.
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paper1
2008Liquidity and asset pricing: Evidence on the role of investor holding period In: Working Paper.
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paper1
2009Liquidity and Asset Pricing: Evidence on the Role of Investor Holding Period.(2009) In: UiS Working Papers in Economics and Finance.
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This paper has another version. Agregated cites: 1
paper
2008The risk components of liquidity In: Working Paper.
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paper3
2008The Risk Components of Liquidity.(2008) In: Discussion Papers.
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This paper has another version. Agregated cites: 3
paper
2008Liquidity at the Oslo Stock Exchange In: Working Paper.
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paper11
2008Liquidity and the business cycle In: Working Paper.
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paper50
2008Liquidity and the Business Cycle.(2008) In: UiS Working Papers in Economics and Finance.
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This paper has another version. Agregated cites: 50
paper
2009What factors affect the Oslo Stock Exchange? In: Working Paper.
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paper8
2009What factors affect the Oslo Stock Exchange?.(2009) In: UiS Working Papers in Economics and Finance.
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This paper has another version. Agregated cites: 8
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2009Mean reversion in profitability for non-listed firms In: Working Paper.
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2010The relationship between bankruptcy risk and growth for non-listed firms In: Working Paper.
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2010The relationship between bankruptcy risk and growth for non-listed firms.(2010) In: UiS Working Papers in Economics and Finance.
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This paper has another version. Agregated cites: 0
paper
2006Equity trading by institutional investors: To cross or not to cross? In: Journal of Financial Markets.
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article16
2006Order book characteristics and the volume-volatility relation: Empirical evidence from a limit order market In: Journal of Financial Markets.
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2003Equity trading by institutional investors: Evidence on order submission strategies In: Journal of Banking & Finance.
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2007Pricing Implications of Shared Variance in Liquidity Measures In: Discussion Papers.
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paper1

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