Browsing BI Open by Author "Skjeltorp, Johannes A."

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Throttling hyperactive robots: Order-to-trade ratios at the Oslo Stock Exchange

Jørgensen, Kjell; Skjeltorp, Johannes A.; Ødegaard, Bernt Arne (Journal article; Peer reviewed, 2018)

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, ...
Trading in Equity Markets: A study of Individual, Institutional and Corporate Trading

Skjeltorp, Johannes A. (Series of Dissertations, Doctoral thesis, 2004)

This thesis is about the trading behavior of various participants in equity markets, how they trade in various settings, their transactions costs and how their trading activity affect prices.