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Björn Hagströmer

About Björn Hagströmer

Björn Hagströmer, With an exceptional h-index of 16 and a recent h-index of 12 (since 2020), a distinguished researcher at Stockholms universitet, specializes in the field of finance, market microstructure, asset pricing.

His recent articles reflect a diverse array of research interests and contributions to the field:

The determinants of limit order cancellations

Market Fragmentation, Liquidity, and Efficiency

The Retail Investment Boom and the Cost of Trading Small Stocks

Trades, quotes, and information shares

Market Fragmentation in Europe

Non-standard errors

Do volatility extensions improve the quality of closing call auctions?

Mid-Day Call Auctions

Björn Hagströmer Information

University

Position

Stockholm Business School

Citations(all)

1568

Citations(since 2020)

923

Cited By

1031

hIndex(all)

16

hIndex(since 2020)

12

i10Index(all)

19

i10Index(since 2020)

12

Email

University Profile Page

Google Scholar

Björn Hagströmer Skills & Research Interests

finance

market microstructure

asset pricing

Top articles of Björn Hagströmer

The determinants of limit order cancellations

Financial Review

2024/2

Björn Hagströmer
Björn Hagströmer

H-Index: 10

Market Fragmentation, Liquidity, and Efficiency

2024

Michał Dzieliński
Michał Dzieliński

H-Index: 7

Björn Hagströmer
Björn Hagströmer

H-Index: 10

Chengcheng Qu
Chengcheng Qu

H-Index: 4

The Retail Investment Boom and the Cost of Trading Small Stocks

2023/10

Björn Hagströmer
Björn Hagströmer

H-Index: 10

Trades, quotes, and information shares

Available at SSRN 4356262

2023/2/13

Björn Hagströmer
Björn Hagströmer

H-Index: 10

Market Fragmentation in Europe

2022/11/11

Björn Hagströmer
Björn Hagströmer

H-Index: 10

Non-standard errors

2021/11/11

Felix Holzmeister
Felix Holzmeister

H-Index: 10

Juergen Huber
Juergen Huber

H-Index: 21

Michael Kirchler
Michael Kirchler

H-Index: 28

Utz Weitzel
Utz Weitzel

H-Index: 22

Yacine Ait-Sahalia
Yacine Ait-Sahalia

H-Index: 41

Vitali Alexeev
Vitali Alexeev

H-Index: 7

Diego Amaya
Diego Amaya

H-Index: 5

James Angel
James Angel

H-Index: 14

Gaetan Bakalli
Gaetan Bakalli

H-Index: 4

Andrea Barbon
Andrea Barbon

H-Index: 3

Oleg Bondarenko
Oleg Bondarenko

H-Index: 14

Elie Bouri
Elie Bouri

H-Index: 38

Gunther Capelle-Blancard
Gunther Capelle-Blancard

H-Index: 17

Massimiliano Caporin
Massimiliano Caporin

H-Index: 21

Tolga Caskurlu
Tolga Caskurlu

H-Index: 2

Bidisha Chakrabarty
Bidisha Chakrabarty

H-Index: 12

Mikhail Chernov
Mikhail Chernov

H-Index: 20

Tarun Chordia
Tarun Chordia

H-Index: 33

Benjamin Clapham
Benjamin Clapham

H-Index: 5

Hans Degryse
Hans Degryse

H-Index: 27

Christophe Desagre
Christophe Desagre

H-Index: 0

Thomas Dimpfl
Thomas Dimpfl

H-Index: 18

Teodor Dyakov
Teodor Dyakov

H-Index: 3

Michał Dzieliński
Michał Dzieliński

H-Index: 7

Izidin El Kalak
Izidin El Kalak

H-Index: 5

Michael Farrell
Michael Farrell

H-Index: 1

Andrea Flori
Andrea Flori

H-Index: 8

Sean Foley
Sean Foley

H-Index: 11

Michael Frömmel
Michael Frömmel

H-Index: 11

Sascha Füllbrunn
Sascha Füllbrunn

H-Index: 9

Baoqing Gan
Baoqing Gan

H-Index: 1

Dirk Gerritsen
Dirk Gerritsen

H-Index: 7

Javier Gil-Bazo
Javier Gil-Bazo

H-Index: 7

Ufuk Güçbilmez
Ufuk Güçbilmez

H-Index: 4

Joachim Grammig
Joachim Grammig

H-Index: 11

Björn Hagströmer
Björn Hagströmer

H-Index: 10

Lawrence Harris
Lawrence Harris

H-Index: 8

Nikolaus Hautsch
Nikolaus Hautsch

H-Index: 20

Terrence Hendershott
Terrence Hendershott

H-Index: 25

Ann Marie Hibbert
Ann Marie Hibbert

H-Index: 8

Erik Hjalmarsson
Erik Hjalmarsson

H-Index: 14

Alex R Horenstein
Alex R Horenstein

H-Index: 4

Da Huang
Da Huang

H-Index: 2

Christophe Hurlin
Christophe Hurlin

H-Index: 24

Alexey Ivashchenko
Alexey Ivashchenko

H-Index: 1

Hossein Jahanshahloo
Hossein Jahanshahloo

H-Index: 1

Andreas Kaeck
Andreas Kaeck

H-Index: 9

Arzé Karam
Arzé Karam

H-Index: 3

Egle Karmaziene
Egle Karmaziene

H-Index: 3

Ekaterina Kazak
Ekaterina Kazak

H-Index: 2

Vincent Van Kervel
Vincent Van Kervel

H-Index: 4

Saad Khan
Saad Khan

H-Index: 5

Marta Khomyn
Marta Khomyn

H-Index: 1

Tony Klein
Tony Klein

H-Index: 10

Aleksey Kolokolov
Aleksey Kolokolov

H-Index: 5

Do volatility extensions improve the quality of closing call auctions?

2021/8

Björn Hagströmer
Björn Hagströmer

H-Index: 10

Mid-Day Call Auctions

Available at SSRN 3868037

2021/6/15

Björn Hagströmer
Björn Hagströmer

H-Index: 10

Caihong Xu
Caihong Xu

H-Index: 4

Bias in the effective bid-ask spread

Journal of Financial Economics

2021

Björn Hagströmer
Björn Hagströmer

H-Index: 10

See List of Professors in Björn Hagströmer University(Stockholms universitet)

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