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Björn Hagströmer
Björn Hagströmer
Stockholm Business School, Stockholm University
Verified email at sbs.su.se - Homepage
Title
Cited by
Cited by
Year
The diversity of high-frequency traders
B Hagströmer, L Nordén
Journal of Financial Markets 16 (4), 741-770, 2013
5202013
Trading fast and slow: Colocation and liquidity
J Brogaard, B Hagströmer, L Nordén, R Riordan
Review of Financial Studies 28 (12), 3407-3443, 2015
3042015
Risk and return in high-frequency trading
M Baron, J Brogaard, B Hagströmer, A Kirilenko
2762017
Bias in the effective bid-ask spread
B Hagströmer
Journal of Financial Economics 142 (1), 314-337, 2021
642021
How Aggressive Are High‐Frequency Traders?
B Hagströmer, L Nordén, D Zhang
Financial Review 49 (2), 395-419, 2014
492014
Online Appendix: How Aggressive are High-Frequency Traders?
B Hagströmer, LL Norden, D Zhang
49*2013
Non-standard errors
AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ...
Tinbergen Institute Discussion Paper 2021-102/IV, 2021
482021
The components of the illiquidity premium: An empirical analysis of US stocks 1927–2010
B Hagströmer, B Hansson, B Nilsson
Journal of Banking & Finance 37 (11), 4476-4487, 2013
462013
Information Revelation in Decentralized Markets
B Hagströmer, AJ Menkveld
Journal of Finance, Forthcoming, 19-2, 2019
44*2019
Causality in crude oil prices
S Wlazlowski, B Hagströmer, M Giulietti
Applied Economics 43 (24), 3337-3347, 2011
402011
multiwayvcov: Multi-way standard error clustering. R package version 1.2. 3
N Graham, M Arai, B Hagströmer
35*2016
multiwayvcov: Multi-way Standard Error Clustering
N Graham, M Arai, B Hagströmer
R package version 1 (2), 2015
352015
Chad: towards democratisation or petro-dictatorship?
H Eriksson, B Hagströmer
Nordic Africa Institute, 2005
302005
Stock portfolio selection with full-scale optimization and differential evolution
B Hagströmer, JM Binner
Applied Financial Economics 19 (19), 1559-1571, 2009
292009
Mean–Variance versus Full‐Scale Optimization: Broad Evidence for the UK
B Hagströmer, RG Anderson, JM Binner, T Elger, B Nilsson
The Manchester School 76 (s1), 134-156, 2008
192008
Components of the Bid-Ask Spread and Variance: A Unified Approach
B Hagströmer, R Henricsson, L Nordén
19*
The determinants of limit order cancellations
P Dahlström, B Hagströmer, LL Nordén
Forthcoming in The Financial Review, 2018
182018
Closing Call Auctions at the Index Futures Market
B Hagströmer, L Nordén
Journal of Futures Markets 34 (4), 299-319, 2014
182014
Do Volatility Extensions Improve the Quality of Closing Call Auctions?
E Félez-Viñas, B Hagströmer
Financial Review, 2021
15*2021
Does commonality in illiquidity matter to investors?
RG Anderson, JM Binner, B Hagströmer, B Nilsson
FRB of St. Louis Working Paper No, 2013
142013
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