Jo Saakvitne

BI Norwegian Business School

PhD Candidate

Nydalsveien 37

Oslo, 0442

Norway

SCHOLARLY PAPERS

3

DOWNLOADS

522

CITATIONS

2

Scholarly Papers (3)

1.

'Banging the Close': Price Manipulation or Optimal Execution?

Number of pages: 43 Posted: 22 Mar 2016 Last Revised: 17 Sep 2016
Jo Saakvitne
BI Norwegian Business School
Downloads 310 (96,780)
Citation 1

Abstract:

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Forex Trading, Market Manipulation, Optimal Execution

2.

Fixing the Fix? Assessing the Effectiveness of the 4pm Fix Benchmark

FCA Occasional Paper
Number of pages: 98 Posted: 25 Oct 2018
Georgetown University - Department of Economics, Financial Conduct Authority, BI Norwegian Business School and BI Norwegian Business School
Downloads 194 (155,410)
Citation 1

Abstract:

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benchmark, foreign exchange markets, 4pm fix, market microstructure, transactions-based fixing

3.

Trading Strategies and Information Flow Around Price Benchmarks

Number of pages: 27 Posted: 20 May 2019
Jo Saakvitne
BI Norwegian Business School
Downloads 18 (531,108)

Abstract:

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Benchmarks, price impact, trading strategies, equilibrium