Randi Naes

Norwegian Ministry of Trade and Industry

Senior Advisor

P.O. Box 8014 Dep

N-0030 Oslo

Norway

SCHOLARLY PAPERS

9

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SSRN CITATIONS
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Top 14,829

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36

CROSSREF CITATIONS

20

Scholarly Papers (9)

1.

Stock Market Liquidity and the Business Cycle

Journal of Finance, Forthcoming
Number of pages: 35 Posted: 11 Jul 2008 Last Revised: 25 May 2010
Norwegian Ministry of Trade and Industry, Central Bank of Norway and University of Stavanger
Downloads 640 (40,255)
Citation 27

Abstract:

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Market Microstructure, Liquidity, Business Cycles

2.

Equity Trading by Institutional Investors: To Cross or Not to Cross

EFA 2002 Berlin Meetings Discussion Paper
Number of pages: 23 Posted: 05 Aug 2002
Randi Naes and Bernt Arne Ødegaard
Norwegian Ministry of Trade and Industry and University of Stavanger
Downloads 421 (68,435)
Citation 9

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Costs of equity trading, Trading mechanisms, Alternative trading systems, Crossing networks, Institutional equity trading

3.

Liquidity and Asset Pricing: Evidence on the Role of Investor Holding Period

EFA 2008 Athens Meetings Paper
Number of pages: 40 Posted: 17 Mar 2008 Last Revised: 25 May 2010
Randi Naes and Bernt Arne Ødegaard
Norwegian Ministry of Trade and Industry and University of Stavanger
Downloads 388 (75,412)
Citation 10

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Market microstructure, liquidity, turnover, holding period

4.

The Risk Components of Liquidity

EFA 2008 Athens Meetings Paper
Number of pages: 24 Posted: 17 Mar 2008
UiS Business School, Norwegian Ministry of Trade and Industry and Central Bank of Norway
Downloads 383 (76,518)
Citation 3

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Liquidity Risk, Liquidity Factors, Asset Pricing, Market Microstructure

5.

Order Book Characteristics and the Volume-Volatility Relation: Empirical Evidence from a Limit Order Market

EFA 2004 Maastricht Meetings Paper No. 2742
Number of pages: 55 Posted: 19 Jul 2004
Randi Naes and Johannes Atle Skjeltorp
Norwegian Ministry of Trade and Industry and Central Bank of Norway
Downloads 371 (79,421)
Citation 8

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Market microstructure, equity trading, asymmetric information

6.

What Captures Liquidity Risk? Order Based Versus Trade Based Liquidity Measures

Number of pages: 47 Posted: 02 Mar 2007
UiS Business School, Norwegian Ministry of Trade and Industry and Central Bank of Norway
Downloads 334 (89,642)

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Market microstructure, Common factor, Asset pricing, Liquidity factor, High frequency liquidity

7.

Liquidity at the Oslo Stock Exchange

Number of pages: 45 Posted: 11 Jul 2008
Norwegian Ministry of Trade and Industry, Central Bank of Norway and University of Stavanger
Downloads 267 (114,153)
Citation 8

Abstract:

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G12, G14

8.

Pricing Implications of Shared Variance in Liquidity Measures

NHH Dept. of Finance & Management Science Discussion Paper No. 2006/9
Number of pages: 35 Posted: 07 Mar 2007
UiS Business School, Norwegian Ministry of Trade and Industry and Central Bank of Norway
Downloads 165 (180,462)

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Market microstructure, Common factor, Asset pricing, Liquidity factor, high frequency liquidity

9.

Mean Reversion in Profitability for Non‐Listed Firms

European Financial Management, Vol. 18, Issue 5, pp. 929-949, 2012
Number of pages: 21 Posted: 20 Oct 2012
Kjell Bjørn Nordal and Randi Naes
affiliation not provided to SSRN and Norwegian Ministry of Trade and Industry
Downloads 2 (640,107)
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non‐listed firms, profitability, mean reversion