Johannes Atle Skjeltorp : Citation Profile

Norges Bank

8

H index

6

i10 index

421

Citations

RESEARCH PRODUCTION:

8

Articles

22

Papers

RESEARCH ACTIVITY:

   18 years (2000 - 2018). See details.
   Cites by year: 23
   Journals where Johannes Atle Skjeltorp has often published
   Relations with other researchers
   Recent citing documents: 35.    Total self citations: 10 (2.32 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psk14
   Updated: 2026-01-17    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 (19)

Milas, Costas (6)

Zhou, Wei-Xing (6)

Bradrania, Reza (5)

Theissen, Erik (5)

Aggarwal, Nidhi (5)

KOSTAKIS, ALEXANDROS (5)

Thomas, Susan (5)

Degryse, Hans (5)

Clark, Todd (4)

Rodrigues, Paulo (4)

Cites to:

Foucault, Thierry (28)

Næs, Randi (20)

Ødegaard, Bernt (19)

Amihud, Yakov (14)

Biais, Bruno (12)

Fama, Eugene (12)

Moinas, Sophie (11)

French, Kenneth (10)

Menkveld, Albert (8)

Kandel, Eugene (8)

Madhavan, Ananth (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 (2025 and 2024)

YearTitle of citing document
2025Upholding integrity: The influence of executives’ backgrounds on corporate information environment. (2025). Vu, Ngan Hoang ; Nguyen, Hung T ; Dang, Ha V ; Pham, Mia Hang. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:46:y:2025:i:c:s2214635025000310.

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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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2025Who does not advance loses ground: Green investment as a strategic response by small and medium-sized enterprises to economic policy uncertainty. (2025). Liao, Jing ; Anderson, Hamish D ; Yue, Shuai. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325005390.

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2025In government-supported academic institutions we trust: Enterprise postdoctoral programmes and stock liquidity. (2025). Ling, Chuanqi ; Yang, Jinyu ; Dong, Dayong ; Cao, Jiawei. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s105752192500376x.

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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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2025The stock market and corporate consequences of ethical exclusions by the world’s largest fund. (2025). Ødegaard, Bernt ; Berle, Erika ; He, Wanwei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:102:y:2025:i:c:s1042443125000642.

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2025Does maker-taker limit order subsidy improve market outcomes? Quasi-natural experimental evidence. (2025). Swan, Peter L ; De, Frederick H ; Lin, Yiping. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:170:y:2025:i:c:s0378426624002449.

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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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2024High-frequency trading in the stock market and the costs of options market making. (2024). Sagade, Satchit ; Nimalendran, Mahendrarajah ; Rzayev, Khaladdin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:159:y:2024:i:c:s0304405x24001235.

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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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2024High-frequency trading in the stock market and the costs of options market making. (2024). Sagade, Satchit ; Nimalendran, Mahendrarajah ; Rzayev, Khaladdin. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:124228.

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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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2025COVID-19 and persistence in the stock market: a study on a leading emerging market. (2025). Bhattacharjee, Anindita ; Nandy, Monomita ; Lodh, Suman. In: International Journal of Disclosure and Governance. RePEc:pal:ijodag:v:22:y:2025:i:2:d:10.1057_s41310-024-00250-7.

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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 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]		article178
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]		paper6
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]		article5
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]		article61
2003Equity trading by institutional investors: Evidence on order submission strategies In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article13
2000Scaling in the Norwegian stock market In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article32
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]		article3

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