Johannes Atle Skjeltorp : Citation Profile

Are you Johannes Atle Skjeltorp?

Norges Bank

8

H index

6

i10 index

398

Citations

RESEARCH PRODUCTION:

8

Articles

22

Papers

RESEARCH ACTIVITY:

   18 years (2000 - 2018). See details.
   Cites by year: 22
   Journals where Johannes Atle Skjeltorp has often published
   Relations with other researchers
   Recent citing documents: 32.    Total self citations: 10 (2.45 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psk14
   Updated: 2024-12-03    RAS profile: 2024-10-09    
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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 (18)

Milas, Costas (6)

Zhou, Wei-Xing (6)

KOSTAKIS, ALEXANDROS (5)

Theissen, Erik (5)

Thomas, Susan (5)

Bekaert, Geert (4)

Hagströmer, Björn (4)

giouvris, evangelos (4)

Cui, Wei (4)

Nilsson, Birger (4)

Cites to:

Foucault, Thierry (28)

Næs, Randi (20)

Ødegaard, Bernt (19)

Amihud, Yakov (14)

Fama, Eugene (12)

Biais, Bruno (12)

Moinas, Sophie (11)

French, Kenneth (10)

Menkveld, Albert (8)

Madhavan, Ananth (8)

Kandel, Eugene (8)

Main data

Where Johannes Atle Skjeltorp 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 Stavanger6
Discussion Papers / Norwegian School of Economics, Department of Business and Management Science2
Tinbergen Institute Discussion Papers / Tinbergen Institute2

Recent works citing Johannes Atle Skjeltorp (2024 and 2023)

YearTitle of citing document
2023Dynamic Networks in Large Financial and Economic Systems. (2020). Baruník, Jozef ; Ellington, Michael. In: Papers. RePEc:arx:papers:2007.07842.

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2023Neural Stochastic Agent-Based Limit Order Book Simulation: A Hybrid Methodology. (2023). Cartlidge, John ; Shi, Zijian. In: Papers. RePEc:arx:papers:2303.00080.

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2023Stock Market Liquidity during Periods of Distress and its Implications: Evidence from International Financial Markets. (2023). Enow, Samuel Tabot. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-01-1.

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2023Leadership in a pandemic: Do more able managers keep firms out of trouble?. (2023). Truong, Cameron ; Pham, Mia Hang ; Nguyen, Hung T. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022001034.

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2023Hurst exponent dynamics of S&P 500 returns: Implications for market efficiency, long memory, multifractality and financial crises predictability by application of a nonlinear dynamics analysis framewo. (2023). Vogl, Markus. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:166:y:2023:i:c:s0960077922010633.

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

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2023One for the money, two for the show? The number of designated market makers and liquidity. (2023). Westheide, Christian ; Theissen, Erik. In: Economics Letters. RePEc:eee:ecolet:v:224:y:2023:i:c:s0165176523000174.

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

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2023Liquidity Dry-ups in equity markets. (2023). Wang, Xiaoqiong ; Li, Chengcheng ; Kim, Donghyun. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000522.

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2023Does sentiment affect stock returns? A meta-analysis across survey-based measures. (2023). Badura, Ondej ; Bajzik, Josef ; Gric, Zuzana. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002892.

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2023The impact of COVID-19 on stock market liquidity: Fresh evidence on listed Chinese firms. (2023). Apergis, Nicholas ; Xu, Bing ; Lau, Chi Keung. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003630.

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2024Geopolitical risk and stock price crash risk: The mitigating role of ESG performance. (2024). Pellegrino, Luigi Raffaele ; Meles, Antonio ; Fiorillo, Paolo ; Verdoliva, Vincenzo. 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 ; Jang, Bong-Gyu ; Chae, Jiwon. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001182.

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2023How digital technology improves the high-quality development of enterprises and capital markets: A liquidity perspective. (2023). Liu, Boyang. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000570.

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

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2023When is the order-to-trade ratio fee effective?. (2023). Thomas, Susan ; Panchapagesan, Venkatesh ; Aggarwal, Nidhi. In: Journal of Financial Markets. RePEc:eee:finmar:v:62:y:2023:i:c:s1386418122000532.

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2023Real estate illiquidity and returns: A time-varying regional perspective. (2023). Zhu, Yunyi ; Fu, XI ; Ellington, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:58-72.

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2023Reprint of: Do retail traders destabilize financial markets? An investigation surrounding the COVID-19 pandemic. (2023). Blau, Benjamin ; Yasin, Awaid ; Butt, Hassan A ; Baig, Ahmed S. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s0378426622003247.

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2023Stock market liquidity and bank stability. (2023). Samarasinghe, Ama. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x2300094x.

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2023The implications of liquidity ratios: Evidence from Pakistan stock exchange limited. (2023). Gregoriou, Andros ; Hudson, Robert ; Ullah, Subhan ; Ahmed, Rizwan. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:235-243.

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2023Volatility feedback effect and risk-return tradeoff. (2023). Nam, Kiseok ; Marks, Joseph M ; Chelikani, Surya. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:92:y:2023:i:c:p:49-65.

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

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

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2023.

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2023Tick Size Wars: The Market Quality Effects of Pricing Grid Competition. (2023). Ødegaard, Bernt ; Meling, Tom G ; Foley, Sean. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:2:p:659-692..

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

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Works by Johannes Atle Skjeltorp:

YearTitleTypeCited
2015When Do Listed Firms Pay for Market Making in Their Own Stock? In: Financial Management.
[Full Text][Citation analysis]		article9
2011Stock Market Liquidity and the Business Cycle In: Journal of Finance.
[Full Text][Citation analysis]		article165
2003Strategic Investor Behaviour and the Volume-Volatility Relation in Equity Markets In: Working Paper.
[Full Text][Citation analysis]		paper2
2004The ownership structure of repurchasing firms In: Working Paper.
[Full Text][Citation analysis]		paper2
2007What captures liquidity risk? A comparison of trade and order based liquidity factors In: Working Paper.
[Full Text][Citation analysis]		paper5
2007Hvilke faktorer driver kursutviklingen på Oslo Børs? In: Working Paper.
[Full Text][Citation analysis]		paper2
2008The risk components of liquidity In: Working Paper.
[Full Text][Citation analysis]		paper4
2008The Risk Components of Liquidity.(2008) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2008Liquidity at the Oslo Stock Exchange In: Working Paper.
[Full Text][Citation analysis]		paper7
2008Liquidity and the business cycle In: Working Paper.
[Full Text][Citation analysis]		paper48
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: 48		paper
2009What factors affect the Oslo Stock Exchange? In: Working Paper.
[Full Text][Citation analysis]		paper7
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: 7		paper
2009The information content of market liquidity: An empirical analysis of liquidity at the Oslo Stock Exchange? In: Working Paper.
[Full Text][Citation analysis]		paper4
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2010Why do firms pay for liquidity provision in limit order markets? In: Working Paper.
[Full Text][Citation analysis]		paper1
2010Why do firms pay for liquidity provision in limit order markets?.(2010) In: UiS Working Papers in Economics and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2011Sunshine trading: Flashes of trading intent at the NASDAQ In: Working Paper.
[Full Text][Citation analysis]		paper3
2012Sunshine Trading: Flashes of Trading Intent at the NASDAQ.(2012) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2012Identifying cross-sided liquidity externalities In: Working Paper.
[Full Text][Citation analysis]		paper8
2013Identifying Cross-Sided Liquidity Externalities.(2013) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2016Flashes of Trading Intent at NASDAQ In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article4
2018Throttling hyperactive robots – Order-to-trade ratios at the Oslo Stock Exchange In: Journal of Financial Markets.
[Full Text][Citation analysis]		article17
2006Order book characteristics and the volume-volatility relation: Empirical evidence from a limit order market In: Journal of Financial Markets.
[Full Text][Citation analysis]		article58
2003Equity trading by institutional investors: Evidence on order submission strategies In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article12
2000Scaling in the Norwegian stock market In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article31
2007Pricing Implications of Shared Variance in Liquidity Measures In: Discussion Papers.
[Full Text][Citation analysis]		paper1
2012The liquidity of the Secondary Market for Debt Securities in Norway In: UiS Working Papers in Economics and Finance.
[Full Text][Citation analysis]		paper0
2014Throttling hyperactive robots - Message to trade ratios at the Oslo Stock Exchange In: UiS Working Papers in Economics and Finance.
[Full Text][Citation analysis]		paper8
2018Cross-Sided Liquidity Externalities In: Management Science.
[Full Text][Citation analysis]		article0

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