Gjerde, Øystein

Øystein Gjerde

E-mail:

Oystein.Gjerde@nhh.no

Øystein Gjerde

Telephone:

+47 55 95 92 71

Fax:

+47 55 95 93 20

Title:

Professor, dr. oecon., NHH 1990

Date of birth:

September 8, 1956

Nationality:

Norwegian

Teaching languages:

Norwegian, English


Teaching areas:

Finance, capital budgeting, operations management


Research:

Present:

Finance

 

Former:

Finance


Selected publications:

  • The value-relevance of adopting IFRS: Evidence from 145 NGAAP restatements, Journal of international Accounting, Auditing and Taxation, Vol. 17, no. 2, 2008, pp. 92-112 (with Kjell Henry Knivsflå and Frode Sættem).

  • Linkages among interest rates in the United States, Germany and Norway, The Scandinavian Journal of Economics, Vol. 103, no. 1, 2001, pp.127-145 (with Frode Sættem and Helge Bremnes).

  • The stock market and investment in the small and open Norwegian economy, Empirical Economics, Vol. 26, no. 3, 2001, pp. 565-580 (with Frode Sættem and Kjell Henry Knivsflå).

  • Causal relations among stock returns and macroeconomic variables in a small, open economy, Journal of international Financial Markets, Institutions and Money, Vol. 9, no. 1, 1999, pp. 61-74 (with Frode Sættem).

  • A multivariate cointegration analysis of interest rates in the Eurocurrency market, Journal of International Money and Finance 16, 1997, 767-778 (with Helge Bremnes and Frode Sættem).

  • Linkages among European and world stock markets, European Journal of Finance 1, 1995, 165-179 (with Frode Sættem).

  • Risk-based capital requirements and bank portfolio risk, Journal of Banking and Finance 19, 1995, 1159-1173 (with Kristian Semmen).

  • Option initiation and underlying market behavior: Evidence from Norway, Journal of Futures Markets 15, 1995, 881-899 (with Frode Sættem).

  • Market efficiency in Scandinavian racetrack betting, Scandinavian Journal of Management 10, 1994, 409-420.

  • Performance evaluation of Norwegian mutual funds, Scandinavian Journal of Management 7, 1991, 297-307 (with Frode Sættem).

  • A simple risk-reducing cross hedging strategy: Using soybean oil futures with fish oil sales, Review of Futures Markets 8, 1989, 180-195.

  • Measuring hedging effectiveness in a traditional one-periodic portfolio framework, Journal of Futures Markets 7, 1987, 663-674.