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Johannes Atle Skjeltorp

Curriculum Vitae

Education | Employment | Fields of interest | Publications | Working papers | Presentations | Lectures | Visits | Personal | Miscellaneous

Education and degrees

1999-2004

Dr.Oecon in Financial Economics at the Norwegian School of Management, Sandvika, Norway (defended September 1st, 2004)
`"Trading in Equity Markets: A study of Individual, Institutional and Corporate Trading Decisions''
Advisor: Assoc. Prof. Bernt-Arne Ødegaard, Norwegian School of Management (BI)
Adjudication committee: Assoc. Prof. Ilan Cooper (BI), Assoc. Prof. Thierry Foucault (HEC), Assoc. Prof. Tommy Stamland (NHH)

1994-1996 MSc in Financial Economics, Norwegian School of Management (BI), Sandvika, Norway
1991-1994 Bachelor in Business Administration (Diplomøkonom), Norwegian School of Management(BI), Oslo, Norway

Employment
1998 -> Researcher, Research department, Norges Bank (Central bank of Norway)

Fields of Specialization
  • Market Microstructure, Empirical Asset Pricing, Corporate Finance

Publications
  • "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), pp.1779 - 1817
  • "Is the market microstructure of stock markets important?", (238 kB), Norges Bank Economic Bulletin 3/2006. 
  • "Aksjemarkedets mikrostruktur - betyr det noe?" (501 kB), Penger og Kreditt 2/2006.
  • "Tilbakekjøp i Norge. Annonseringseffekten, langsiktig avkastning og tilbakekjøpsaktivitet", Praktisk Økonomi og Finans 1/2005 s.73-82. 
  • "On- or off-market trading? Evidence on Competition, Liquidity and Execution Costs". (with Randi Næs), Canadian Investment Review, Fall 2003, pp.47-51
  • "Scaling in the Norwegian Stock Market". Physica A, issue 283, (2000), pp.486-528.

  • "Nye Metoder Innen Risikoanalyse og Kontroll: Skalering i Finansielle Data". Penger og Kreditt, 1998/4

Working papers

  • "What captures liquidity risk? A comparison of trade and order based liquidity factors" (with Lorán Chollete and Randi Næs)
    Working paper 2007/3, Norges Bank 
  • "Strategic Investor Behaviour and the volatility-volume relation in equity markets" (with Randi Næs).
    Working Paper 2003/9, Norges Bank. PDF
  • "Ownership structure and open market share repurchases in Norway" (with Bernt Arne Ødegaard)
    Working Paper 2004/7, Norges Bank. PDF
  • "The market impact and timing of open market share repurchases in Norway"
    Working Paper 2004/8, Norges Bank. PDF

Presentations
  • Skinance Workshop,  Lech (2007)
  • European Finance Association (EFA) Meeting, Maastricht (2004)
  • French Finance Association (AFFI) (2001, 2003)
  • The Future of Stock Exchanges in a Globalizing World, Toronto (2002)
  • Oslo Børs (Oslo Stock Exchange), Norex/SMARTS seminar (2002)
  • University of Oslo (1998)
  • Workshops/presentations in Norges Bank (1998-2004)
  • Norwegian School of Management (BI), Ph.D. seminar (2000) and Dissertation proposal defense (2003)

Lectures
  • PhD-defense lecture: "The Future of Equity trading: Will the Internet take over?"

Visits
  • New York University, Stern School of Business, Finance Department (August 2001 - July 2002)

Personal
  • Born September 25th 1972.
  • Nationality: Norwegian/USA

 
Norges Bank, Bankplassen 2, PB 1179 Sentrum, 0107 Oslo, tlf (+47) 22 31 60 00
Last updated 07.04.2006