Zobrazeno 1 - 10
of 42
pro vyhledávání: '"Bernt Arne Ødegaard"'
Publikováno v:
Review of Finance. 27:659-692
We explore the effects of a “tick size war” in which European trading venues directly competed on the minimum pricing increment in the limit order book, the tick size. We find that venues that reduced their tick size immediately captured market s
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9042afb5a781a88f313f6bbc3a452c89
https://doi.org/10.1093/rof/rfac032
https://doi.org/10.1093/rof/rfac032
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8159e5b723c6029220240d6a1c12d640
https://doi.org/10.2139/ssrn.4095395
https://doi.org/10.2139/ssrn.4095395
Publikováno v:
Journal of Financial Markets
The COVID-19 epidemic has caused some of the largest - and fastest - market dislocations in modern history. Contemporaneous with the significant fall in equity market values is the evaporation of market liquidity. We document the evolution of transac
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::050aec663c8004b6fdb561c1c7889dc3
https://hdl.handle.net/2123/22952
https://hdl.handle.net/2123/22952
Autor:
Valeriia Klova, Bernt Arne Ødegaard
Publikováno v:
SSRN Electronic Journal.
Equity markets are evolving rapidly. The technology of financial intermediation has changed from monopolistic (manual) market makers to multiple algorithms providing liquidity in competing order books, both visible and dark. Has this changed market q
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::11f188aa8664e36803c82e3a745e1390
https://doi.org/10.2139/ssrn.3187437
https://doi.org/10.2139/ssrn.3187437
Autor:
Bernt Arne Ødegaard, B. Espen Eckbo
Publikováno v:
SSRN Electronic Journal.
Following Norway's forced board gender-balancing (12/2007), which more than doubled the network of female directors, the short-term market reaction to the population of primary female insider purchases has become significantly positive. However, acco
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0e1bf174a06aaad172641775212cc694
https://doi.org/10.2139/ssrn.3475061
https://doi.org/10.2139/ssrn.3475061
Autor:
Magnus Dahlquist, Bernt Arne Ødegaard
Publikováno v:
SSRN Electronic Journal.
We have reviewed Norges Bank’s active management of the Government Pension Fund Global, referred to simply as the “Fund.” The absolute performance of the Fund is almost entirely determined by the benchmark choice set by the Ministry of Finance
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4a8b632c5df0bf3f44b41a50b78bdcec
https://doi.org/10.2139/ssrn.3114175
https://doi.org/10.2139/ssrn.3114175
We investigate the effects of introducing a fee on excessive order-to-trade ratios (OTRs) on market quality at the Oslo Stock Exchange (OSE). We find that traders reacted to the regulation as measured OTRs fell. However, market quality, measured with
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::169dc3b13418a639dccfe77c06946542
http://hdl.handle.net/11250/2489452
http://hdl.handle.net/11250/2489452
Autor:
Bernt Arne Ødegaard, B. Espen Eckbo
Publikováno v:
Praktisk økonomi & finans. 31:343-360
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0af8cb1e003c9586fcbeac6c4f305c5b
https://doi.org/10.18261/issn1504-2871-2015-04-11
https://doi.org/10.18261/issn1504-2871-2015-04-11
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::aa277c90a1cf80b29d2efadfddeabb54
https://doi.org/10.2139/ssrn.2866943
https://doi.org/10.2139/ssrn.2866943
Autor:
Bernt Arne Ødegaard
Publikováno v:
SSRN Electronic Journal.
We characterize the liquidity of bond trading at the Oslo Stock Exchange (OSE). We use the complete history of bond prices quoted at the OSE from 1990 to 2016. We first characterize the market place, summarize trading grouped by type of issuers. The
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0bb5dcbff2e349a9cc74a21998c81d6b
https://doi.org/10.2139/ssrn.2919301
https://doi.org/10.2139/ssrn.2919301