Kjell Jorgensen

BI Norwegian Business School - Department of Financial Economics

Nydalsveien 37

Oslo, 0442

Norway

http://www.bi.no

SCHOLARLY PAPERS

4

DOWNLOADS

415

SSRN CITATIONS

4

CROSSREF CITATIONS

3

Scholarly Papers (4)

1.

Throttling Hyperactive Robots - Order to Trade Ratios at the Oslo Stock Exchange

Number of pages: 26 Posted: 22 Feb 2014 Last Revised: 19 May 2017
BI Norwegian Business School - Department of Financial Economics, Central Bank of Norway and University of Stavanger
Downloads 192 (171,155)
Citation 8

Abstract:

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High Frequency Trading, Regulation, Order to Trade Ratio

2.

Undisclosed Orders and Market Quality

Number of pages: 80 Posted: 01 Mar 2012
Kjell Jorgensen
BI Norwegian Business School - Department of Financial Economics
Downloads 94 (298,437)

Abstract:

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Market Microstructure, Market Quality, Undisclosed Orders

3.

A Direct Approach to Cross Market Spillovers

Number of pages: 49 Posted: 13 Jan 2012
Siri Valseth and Kjell Jorgensen
University of Stavanger Business School and BI Norwegian Business School - Department of Financial Economics
Downloads 68 (361,308)
Citation 1

Abstract:

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Cross Market spillovers, Regime-switching, Market Microstructure

4.

Foreign Portfolio Flows and the Trading Environment

Number of pages: 58 Posted: 22 Mar 2012
Kjell Jorgensen and Richard Priestley
BI Norwegian Business School - Department of Financial Economics and Norwegian Business School
Downloads 61 (382,007)
Citation 1

Abstract:

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Foreign Investment, Portfolio Flows, Cost of Equity Capital, Market Liquidity