Siri Valseth

OsloMet - Oslo Metropolitan University

P.O. Box 4

Oslo, 0130

Norway

  • OsloMet - Oslo Metropolitan University

SCHOLARLY PAPERS

6

DOWNLOADS

789

TOTAL CITATIONS

8

Scholarly Papers (6)

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1.

A Direct Approach to Cross Market Spillovers

Number of pages: 49 Posted: 13 Jan 2012
Siri Valseth and Kjell Jorgensen
OsloMet - Oslo Metropolitan University and BI Norwegian Business School - Department of Financial Economics
Downloads 189 (345,637)
Citation 3

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Cross Market spillovers, Regime-switching, Market Microstructure

2.

Price Discovery in Government Bond Markets

Number of pages: 44 Posted: 12 Jan 2012 Last Revised: 30 Jun 2012
Siri Valseth
OsloMet - Oslo Metropolitan University
Downloads 157 (407,140)
Citation 3

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government bond markets, dealers, order flow, price discovery

3.

Informed Trading in Hybrid Bond Markets

Number of pages: 22 Posted: 04 Aug 2016 Last Revised: 06 Aug 2018
Siri Valseth
OsloMet - Oslo Metropolitan University
Downloads 147 (429,888)

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Dealers, Information leakage, LOB, OTC, Pretrade transparency

4.

Committees and Decision Making

Number of pages: 48 Posted: 20 Mar 2020
Neeraj Arora, Kenneth A. Kavajecz, Yuko Onozaka and Siri Valseth
Wisconsin School of Business, Edgewood College, University of Stavanger and OsloMet - Oslo Metropolitan University
Downloads 112 (532,317)
Citation 1

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Committee Decisions, Group Decisions, Text Analysis, Information Interpretation, Cognitive Persuasion, Affective Persuasion

5.

Forecasting Yield Changes Using Bond Market Order Flow

Number of pages: 50 Posted: 01 Jan 2012 Last Revised: 17 Oct 2012
Siri Valseth
OsloMet - Oslo Metropolitan University
Downloads 100 (578,417)
Citation 1

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Bond dealers, market microstructure, predictability, yield changes

6.

Challenging the Spanning Hypothesis at Short Horizons - Evidence from Norway

Number of pages: 41 Posted: 17 Nov 2017
Siri Valseth
OsloMet - Oslo Metropolitan University
Downloads 84 (645,504)

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bond dealers, bond excess returns, order flow, predictability, spanning hypothesis, yield changes