Randi Næs : Citation Profile

Government of Norway

7

H index

6

i10 index

364

Citations

RESEARCH PRODUCTION:

5

Articles

17

Papers

RESEARCH ACTIVITY:

   9 years (2003 - 2012). See details.
   Cites by year: 40
   Journals where Randi Næs has often published
   Relations with other researchers
   Recent citing documents: 28.    Total self citations: 6 (1.62 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pns2
   Updated: 2025-12-13    RAS profile: 2023-06-12    
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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 (28)

Skjeltorp, Johannes (16)

Degryse, Hans (8)

Zhou, Wei-Xing (6)

Milas, Costas (6)

Bradrania, Reza (5)

giouvris, evangelos (4)

McCracken, Michael (4)

Baele, Lieven (4)

Apergis, Nicholas (4)

Cui, Wei (4)

Cites to:

Madhavan, Ananth (14)

Keim, Donald (11)

Fama, Eugene (11)

French, Kenneth (10)

Foucault, Thierry (9)

Amihud, Yakov (7)

Easley, David (6)

Vayanos, Dimitri (5)

Skjeltorp, Johannes (5)

Biais, Bruno (5)

Theissen, Erik (4)

Main data

Where Randi Næs has published?

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

Working Papers Series with more than one paper published# docs
UiS Working Papers in Economics and Finance / University of Stavanger4
Discussion Papers / Norwegian School of Economics, Department of Business and Management Science2

Recent works citing Randi Næs (2025 and 2024)

YearTitle of citing document
2024The dynamic impact of monetary policy on stock market liquidity. (2024). Lyu, Xiaoyi ; Hu, Hao. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:388-405.

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2024Reassessing the inversion of the Treasury yield curve as a sign of U.S. recessions: Insights from the housing and credit markets. (2024). French, Joseph ; Chatterjee, Ujjal K ; Huttinger, Maik ; Zirgulis, Aras. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824000986.

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2025Stock and corporate bond liquidity: When having the same issuer induces commonality. (2025). Mrquez-De, Elena ; Martnez-Caete, Ana R ; Nieto, Beln. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000245.

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2024Systematic staleness. (2024). Reno, Roberto ; Bandi, Federico M ; Pirino, Davide. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002385.

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2024An unbounded intensity model for point processes. (2024). Kolokolov, Aleksey ; Christensen, Kim. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001854.

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2025Predictive distributions and the market return: The role of market illiquidity. (2025). Ellington, Michael ; Kalli, Maria. In: European Journal of Operational Research. RePEc:eee:ejores:v:323:y:2025:i:1:p:309-322.

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2024Geopolitical risk and stock price crash risk: The mitigating role of ESG performance. (2024). Verdoliva, Vincenzo ; Fiorillo, Paolo ; Pellegrino, Luigi Raffaele ; Meles, Antonio. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s105752192300474x.

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2024The Bitcoin volume-volatility relationship: A high frequency analysis of futures and spot exchanges. (2024). Conlon, Thomas ; Corbet, Shaen ; McGee, Richard J. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s105752192300529x.

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2024The effect of regime-switching transaction costs and cash dividends on liquidity premia. (2024). Kim, Taeyoon ; Chae, Jiwon ; Jang, Bong-Gyu. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001182.

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2024The impact of geopolitical risk on sustainable markets: A quantile-time-frequency analysis. (2024). Helmi, Mohamad Husam ; Elsayed, Ahmed ; Khalfaoui, Rabeh. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004100.

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2025Analyzing market efficiency: The role of business cycles, risk aversion, and Occam’s razor in the Adaptive Market Hypothesis. (2025). Hebaka, Viktor. In: Finance Research Letters. RePEc:eee:finlet:v:75:y:2025:i:c:s1544612325001059.

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2025Liquidity spillovers in US stock market based on multilayer networks. (2025). Huang, Chuangxia ; Yuan, Jinyu. In: Finance Research Letters. RePEc:eee:finlet:v:78:y:2025:i:c:s1544612325004945.

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2024Understanding the impacts of dark pools on price discovery. (2024). Ye, Linlin. In: Journal of Financial Markets. RePEc:eee:finmar:v:68:y:2024:i:c:s1386418123000800.

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2024State-dependent intertemporal risk-return tradeoff: Further evidence. (2024). Chelikani, Surya ; Nam, Kiseok ; Marks, Joseph M. In: Journal of Economics and Business. RePEc:eee:jebusi:v:130:y:2024:i:c:s0148619524000031.

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2024Financial market concentration and misallocation. (2024). Sockin, Michael ; Neuhann, Daniel. In: Journal of Financial Economics. RePEc:eee:jfinec:v:159:y:2024:i:c:s0304405x24000989.

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2024Do corporate credit spreads predict the real economy?. (2024). Chatterjee, Ujjal Kanti ; Bazzana, Flavio. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:272-286.

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2024Financial intermediation and informational efficiency: Predicting business cycles. (2024). Gurdgiev, Constantin ; French, Joseph ; Chatterjee, Ujjal ; Borochin, Paul. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024005999.

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2024Liquidity risk and expected returns in China’s stock market: A multidimensional liquidity approach. (2024). Qin, Zhenjiang ; Dong, Liang ; Yu, BO. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000394.

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2025The Relationship between Market Depth and Liquidity Fragility in the Treasury Market. (2025). Meldrum, Andrew ; Sokolinskiy, Oleg. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-14.

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2025An Investigation of Trades That Move the BBO Using Strings. (2025). Huang, Ying ; Hill, Matthew D ; Zeng, Hong Chao. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:1:p:15-:d:1558921.

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2025Order Book Liquidity on Crypto Exchanges. (2025). Hanke, Michael ; Gramlich, Marius ; Angerer, Martin. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:3:p:124-:d:1601444.

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2024Nonparametric determinants of market Liquidity. (2024). Bastos, João ; Casco, Fernando. In: Working Papers REM. RePEc:ise:remwps:wp03322024.

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2025Geographically Overlapping Real Estate Assets, Liquidity Spillovers, and Liquidity Multiplier Effects. (2025). Wang, Chongyu ; Glascock, John L ; Cohen, Jeffrey P. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:71:y:2025:i:1:d:10.1007_s11146-022-09905-0.

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2024Liquidity shocks and pension fund performance: Evidence from early access. (2024). Zhong, Zhuo ; Kim, Min Soo ; Brugler, James. In: Australian Journal of Management. RePEc:sae:ausman:v:49:y:2024:i:2:p:170-191.

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2024Via Order Markets Towards Price-Taking Equilibrium. (2024). Flm, Sjur Didrik. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:201:y:2024:i:3:d:10.1007_s10957-024-02441-2.

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2024Causality between Economic Policy Uncertainty, Economic Growth and Stock Liquidity: Evidence from ASEAN markets. (2024). Pham, Hong Tuyet ; Phan, Huy Tam ; Phuoc, Tran. In: WSB Journal of Business and Finance. RePEc:vrs:wsbjbf:v:58:y:2024:i:1:p:133-150:n:1013.

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2025Is illiquidity priced in an international factor pricing model? A dynamic panel data application with robust IV. (2025). Racicot, Franoiseric ; Rentz, William F ; Thoret, Raymond. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:1:p:282-314.

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2024Neural stochastic agent‐based limit order book simulation with neural point process and diffusion probabilistic model. (2024). Shi, Zijian ; Cartlidge, John. In: Intelligent Systems in Accounting, Finance and Management. RePEc:wly:isacfm:v:31:y:2024:i:2:n:e1553.

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Works by Randi Næs:

YearTitleTypeCited
2012Mean Reversion in Profitability for Non€ listed Firms In: European Financial Management.
[Full Text][Citation analysis]		article0
2011Stock Market Liquidity and the Business Cycle In: Journal of Finance.
[Full Text][Citation analysis]		article177
2003Strategic Investor Behaviour and the Volume-Volatility Relation in Equity Markets In: Working Paper.
[Full Text][Citation analysis]		paper1
2004Ownership Structure and Stock Market Liquidity In: Working Paper.
[Full Text][Citation analysis]		paper1
2007What captures liquidity risk? A comparison of trade and order based liquidity factors In: Working Paper.
[Full Text][Citation analysis]		paper6
2007Hvilke faktorer driver kursutviklingen på Oslo Børs? In: Working Paper.
[Full Text][Citation analysis]		paper1
2008Liquidity and asset pricing: Evidence on the role of investor holding period In: Working Paper.
[Full Text][Citation analysis]		paper2
2009Liquidity and Asset Pricing: Evidence on the Role of Investor Holding Period.(2009) In: UiS Working Papers in Economics and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2008The risk components of liquidity In: Working Paper.
[Full Text][Citation analysis]		paper5
2008The Risk Components of Liquidity.(2008) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2008Liquidity at the Oslo Stock Exchange In: Working Paper.
[Full Text][Citation analysis]		paper11
2008Liquidity and the business cycle In: Working Paper.
[Full Text][Citation analysis]		paper50
2008Liquidity and the Business Cycle.(2008) In: UiS Working Papers in Economics and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 50		paper
2009What factors affect the Oslo Stock Exchange? In: Working Paper.
[Full Text][Citation analysis]		paper9
2009What factors affect the Oslo Stock Exchange?.(2009) In: UiS Working Papers in Economics and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2009Mean reversion in profitability for non-listed firms In: Working Paper.
[Full Text][Citation analysis]		paper1
2010The relationship between bankruptcy risk and growth for non-listed firms In: Working Paper.
[Full Text][Citation analysis]		paper1
2010The relationship between bankruptcy risk and growth for non-listed firms.(2010) In: UiS Working Papers in Economics and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2006Equity trading by institutional investors: To cross or not to cross? In: Journal of Financial Markets.
[Full Text][Citation analysis]		article23
2006Order book characteristics and the volume-volatility relation: Empirical evidence from a limit order market In: Journal of Financial Markets.
[Full Text][Citation analysis]		article64
2003Equity trading by institutional investors: Evidence on order submission strategies In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article11
2007Pricing Implications of Shared Variance in Liquidity Measures In: Discussion Papers.
[Full Text][Citation analysis]		paper1

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