Johannes Skjeltorp is a Senior Researcher in the Financial Stability Research Unit of Norges Bank. Skjeltorp obtained his PhD at the Norwegian School of Management (BI) in 2004. He has been with the research department since March 1998.
Skjeltorp's main research interests are equity market microstructure, corporate finance and asset pricing.
"Stock Market Liquidity and the Business Cycle" (with Randi Næs and Bernt-Arne Ødegaard), Journal of Finance, Vol. LXVI, No. 1, February 2011.
Internet appendix (published)
"Order Book Characteristics and the Volume-Volatility relation: Empirical evidence from a Limit Order Market" (with Randi Næs), Journal of Financial Markets, issue 9 (2006), p. 408 - 432.
"Equity trading by institutional investors: Evidence on order submission strategies" (with Randi Næs), Journal of Banking and Finance, vol.27, issue 7 (2003), p.1779 - 1817.
"On- or off-market trading? Evidence on Competition, Liquidity and Execution Costs" (with Randi Næs), Canadian Investment Review, Fall 2003, p.47-51.
- "Scaling in the Norwegian Stock Market" Physica A, issue 283, (2000), p.486-528.