Johannes A. Skjeltorp

Senior Analyst/Researcher

Contact:

E-mail: jsk@nbim.no
Phone: +47 93 22 73 52 

Norges Bank Investment Management (NBIM)
P.O.Box 1179 Sentrum
0107 Oslo
Norway

Research interests

Equity market microstructure, corporate finance and asset pricing

CV (PDF, 97.9 Kb)

Johannes Skjeltorp is working as a Senior Analyst in the Norges Bank Investment Management (NBIM). He has previously worked as a Assistant Director and Senior Researcher in the Research Unit of Norges Bank Financial Stability. Skjeltorp obtained his PhD at the Norwegian School of Management (BI) in 2004. He has worked in Norges Bank since March 1998.

Work in progress / Working Papers

  • "Flashes of Trading intent at the NASDAQ", (with Elvira Sojli and Wing Wah Tham), Journal of Financial and Quantitative Analysis (Forthcoming), 2014.
    - Center for the Study of Financial Regulation - Newsletter
    - Best Paper Award in Special Topics at Midwest Finance Association annual meeting 2012
  • "When do listed firms pay for market making in their own stock?", (with Bernt-Arne Ødegaard), Financial Management (Forthcoming), 2014.
  • "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.

Publications in Norwegian Journals

Other writings

Published 20 April 2005 13:20