Randi Næs

Finance · 2006–2011

A researcher in the Science corpus: 2 papers; trusts 4 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Finance — 19 citations into it; #8,526 of 10,518 by trust here, #5,938 by citations
• Accounting — 11 citations into it

Whom Randi Næs trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Y. Amihud
2. W. Kang
3. Allaudeen Hameed
4. Michael W. McCracken

Who trusts Randi Næs overall

1. C. Rösch
2. C. Kaserer
3. Robert M. Bushman
4. R. D. McLean
5. Omair Haroon

Papers from Randi Næs's perspective

Ordered by how strongly the researchers Randi Næs trusts endorse each paper. Same corpus, a different order for every researcher.

1. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
2. Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
3. Stock Market Declines and Liquidity
4. The Cross Section of Expected Stock Returns
5. Individual Equity Return Data from Thomson Datastream: Handle with Care!
6. Commonality in Liquidity
7. Market Liquidity and Trading Activity
8. The Bond/Old-Bond Spread
9. A Century of Stock Market Liquidity and Trading Costs
10. Predictive Regressions: A Reduced-Bias Estimation Method (Journal of Financial and Quantitative Analysis)

Their papers

• Order Book Characteristics and the Volume-Volatility Relation: Empirical Evidence from a Limit Order Market (2006) — 149 citations
• Stock Market Liquidity and the Business Cycle (2011) — 449 citations