Browsing Publikasjoner fra CRIStin - BI by Author "Jørgensen, Kjell"

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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, ...