Randi Naes

Norwegian Ministry of Trade and Industry

Senior Advisor

P.O. Box 8014 Dep

N-0030 Oslo

Norway

  • Norwegian Ministry of Trade and Industry

    • Email
    • Tel: +47 22 24 04 34
    • Fax: +47 22 42 40 62
SCHOLARLY PAPERS

8

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43

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22

Scholarly Papers (8)

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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
Randi Naes, Johannes Atle Skjeltorp and Bernt Arne Ødegaard
Norwegian Ministry of Trade and Industry, Central Bank of Norway and University of Stavanger
Downloads 750 (57,029)
Citation 40

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Market Microstructure, Liquidity, Business Cycles

2.

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

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 562 (82,512)
Citation 12

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Market microstructure, equity trading, asymmetric information

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 451 (107,846)
Citation 11

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Market microstructure, liquidity, turnover, holding period

4.

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 441 (110,703)
Citation 14

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

5.

The Risk Components of Liquidity

EFA 2008 Athens Meetings Paper
Number of pages: 24 Posted: 17 Mar 2008
Lorán Chollete, Randi Naes and Johannes Atle Skjeltorp
UiS Business School, Norwegian Ministry of Trade and Industry and Central Bank of Norway
Downloads 408 (121,228)
Citation 3

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Liquidity Risk, Liquidity Factors, Asset Pricing, Market Microstructure

6.

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

Number of pages: 47 Posted: 02 Mar 2007
Lorán Chollete, Randi Naes and Johannes Atle Skjeltorp
UiS Business School, Norwegian Ministry of Trade and Industry and Central Bank of Norway
Downloads 370 (135,464)

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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
Randi Naes, Johannes Atle Skjeltorp and Bernt Arne Ødegaard
Norwegian Ministry of Trade and Industry, Central Bank of Norway and University of Stavanger
Downloads 354 (142,245)
Citation 9

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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
Lorán Chollete, Randi Naes and Johannes Atle Skjeltorp
UiS Business School, Norwegian Ministry of Trade and Industry and Central Bank of Norway
Downloads 203 (248,755)

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