Johannes Atle Skjeltorp : Citation Profile


Are you Johannes Atle Skjeltorp?

Norges Bank

7

H index

4

i10 index

246

Citations

RESEARCH PRODUCTION:

4

Articles

20

Papers

RESEARCH ACTIVITY:

   14 years (2000 - 2014). See details.
   Cites by year: 17
   Journals where Johannes Atle Skjeltorp has often published
   Relations with other researchers
   Recent citing documents: 37.    Total self citations: 6 (2.38 %)

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   Permalink: http://citec.repec.org/psk14
   Updated: 2018-12-08    RAS profile: 2014-06-10    
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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 Johannes Atle Skjeltorp.

Is cited by:

Ødegaard, Bernt (19)

Milas, Costas (6)

KOSTAKIS, ALEXANDROS (5)

Nilsson, Birger (4)

Bekaert, Geert (4)

Inghelbrecht, Koen (4)

giouvris, evangelos (4)

Cui, Wei (4)

Næs, Randi (4)

Kaserer, Christoph (4)

Hagströmer, Björn (4)

Cites to:

Ødegaard, Bernt (13)

Foucault, Thierry (12)

Næs, Randi (12)

Fama, Eugene (10)

Moinas, Sophie (8)

French, Kenneth (8)

Amihud, Yakov (8)

Biais, Bruno (7)

Madhavan, Ananth (6)

Theissen, Erik (6)

Trzcinka, Charles (4)

Main data


Where Johannes Atle Skjeltorp has published?


Recent works citing Johannes Atle Skjeltorp (2018 and 2017)


YearTitle of citing document
2017Long-memory, self-similarity and scaling of the long-term government bond yields: Evidence from Turkey and the USA. (2017). Bayraci, Seluk. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(612):y:2017:i:3(612):p:71-82.

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

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2017Trading Fees and Intermarket Competition. (2017). Panayides, Marios ; Werner, Ingrid M ; Rindi, Barbara. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1751.

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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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2017À quoi servent les (centaines de milliers de milliards de) transactions boursières ?. (2017). CAPELLE-BLANCARD, Gunther. In: Revue d'économie financière. RePEc:cai:refaef:ecofi_127_0037.

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2017Do voluntary disclosures of bad news improve liquidity?. (2017). Dayanandan, Ajit ; Karahan, Gokhan ; Donker, Han. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:40:y:2017:i:c:p:16-29.

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2018Foreign equity flows: Boon or bane to the liquidity of Malaysian stock market?. (2018). Liew, Ping-Xin ; Goh, Kim-Leng ; Lim, Kian-Ping. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:161-181.

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2018Liquidity and macroeconomic management in emerging markets. (2018). Chowdhury, Anup ; Anderson, Keith ; Uddin, Moshfique. In: Emerging Markets Review. RePEc:eee:ememar:v:34:y:2018:i:c:p:1-24.

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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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2017Idiosyncratic returns and relative value in the US Treasury market. (2017). Nielsen, Youngju ; Pungaliya, Raunaq S. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:125-144.

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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 ; Skjeltorp, Johannes ; Jorgensen, Kjell . In: Journal of Financial Markets. RePEc:eee:finmar:v:37:y:2018:i:c:p:1-16.

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2018Politics and liquidity. (2018). Visaltanachoti, Nuttawat ; Nguyen, Nhut H ; Marshall, Ben R. In: Journal of Financial Markets. RePEc:eee:finmar:v:38:y:2018:i:c:p:1-13.

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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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2017Flight-to-quality, economic fundamentals, and stock returns. (2017). Kaul, Aditya ; Kayacetin, Nuri Volkan . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:80:y:2017:i:c:p:162-175.

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2017Understanding the impact of monetary policy announcements: The importance of language and surprises. (2017). Smales, Lee ; Apergis, Nicholas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:80:y:2017:i:c:p:33-50.

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2018Financial market illiquidity shocks and macroeconomic dynamics: Evidence from the UK. (2018). Ellington, Michael . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:89:y:2018:i:c:p:225-236.

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2018Bank liquidity creation and recessions. (2018). Chatterjee, Ujjal K. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:90:y:2018:i:c:p:64-75.

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2018Micro(structure) before macro? The predictive power of aggregate illiquidity for stock returns and economic activity. (2018). Chen, Yong ; Paye, Bradley S ; Eaton, Gregory W. In: Journal of Financial Economics. RePEc:eee:jfinec:v:130:y:2018:i:1:p:48-73.

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2017Liquidity shocks and real GDP growth: Evidence from a Bayesian time-varying parameter VAR. (2017). Milas, Costas ; Florackis, Chris ; Ellington, Michael . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:72:y:2017:i:c:p:93-117.

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2018Investor sentiment and evaporating liquidity during the financial crisis. (2018). Chiu, Junmao ; Wu, Chih-Chiang ; Ho, Keng-Yu ; Chung, Huimin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:55:y:2018:i:c:p:21-36.

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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). Fleming, Michael ; Engle, Robert ; Ghysels, Eric ; Nguyen, Giang. In: Staff Reports. RePEc:fip:fednsr:590.

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2017Anonymous trading in equities. (2017). Meling, Tom Grimstvedt . In: Working Papers in Economics. RePEc:hhs:bergec:2017_007.

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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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2017Trading Fees and Intermarket Competition. (2017). Panayides, Marios ; Werner, Ingrid M ; Rindi, Barbara. In: Working Papers. RePEc:igi:igierp:595.

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2017Econophysics and Financial Economics: An Emerging Dialogue. (2017). Schinckus, Christophe ; Jovanovic, Franck . In: OUP Catalogue. RePEc:oxp:obooks:9780190205034.

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2018What is the Point of (the Hundreds of Thousands of Billions of) Stock Transactions?. (2018). CAPELLE-BLANCARD, Gunther. In: Comparative Economic Studies. RePEc:pal:compes:v:60:y:2018:i:1:d:10.1057_s41294-017-0049-x.

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2018Determinants of Economic Growth in Hong Kong: The Role of Stock Market Development. (2018). Ho, Sin-Yu. In: MPRA Paper. RePEc:pra:mprapa:88788.

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

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2018The dynamic causality between commodity prices, inflation and output in China: a bootstrap rolling window approach. (2018). Zhang, XU ; Yao, Dengbao ; Liu, Xiaoxing. In: Applied Economics. RePEc:taf:applec:v:50:y:2018:i:4:p:407-425.

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2017Coordination of circuit breakers? Volume migration and volatility spillover in fagmented markets. (2017). Clapham, Benjamin ; Panz, Sven ; Gomber, Peter . In: SAFE Working Paper Series. RePEc:zbw:safewp:196.

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Works by Johannes Atle Skjeltorp:


YearTitleTypeCited
2011Stock Market Liquidity and the Business Cycle In: Journal of Finance.
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article82
2003Strategic Investor Behaviour and the Volume-Volatility Relation in Equity Markets In: Working Paper.
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2004The ownership structure of repurchasing firms In: Working Paper.
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paper0
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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2008The risk components of liquidity In: Working Paper.
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2008The Risk Components of Liquidity.(2008) In: Discussion Papers.
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2008Liquidity at the Oslo Stock Exchange In: Working Paper.
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2008Liquidity and the business cycle In: Working Paper.
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paper45
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: 45
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2009What factors affect the Oslo Stock Exchange? In: Working Paper.
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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: 7
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2009The information content of market liquidity: An empirical analysis of liquidity at the Oslo Stock Exchange? In: Working Paper.
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2009The information content of market liquidity: An empirical analysis of liquidity at the Oslo Stock Exchange.(2009) In: UiS Working Papers in Economics and Finance.
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2010Why do firms pay for liquidity provision in limit order markets? In: Working Paper.
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2010Why do firms pay for liquidity provision in limit order markets?.(2010) In: UiS Working Papers in Economics and Finance.
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2011Sunshine trading: Flashes of trading intent at the NASDAQ In: Working Paper.
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2012Identifying cross-sided liquidity externalities In: Working Paper.
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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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2000Scaling in the Norwegian stock market In: Physica A: Statistical Mechanics and its Applications.
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article24
2007Pricing Implications of Shared Variance in Liquidity Measures In: Discussion Papers.
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2012The liquidity of the Secondary Market for Debt Securities in Norway In: UiS Working Papers in Economics and Finance.
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2014Throttling hyperactive robots - Message to trade ratios at the Oslo Stock Exchange In: UiS Working Papers in Economics and Finance.
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paper4

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