Björn Hagströmer is Professor in Finance at Stockholm Business School, Stockholm University, and a visiting research fellow at the Swedish House of Finance. He is also a member of the European Securities and Markets Authority (ESMA) Group of Economic Advisers.
Hagströmer’s main research interests are empirical market microstructure and empirical asset pricing. His current focuses include (i) information revelation in financial markets, (ii) large and long-term investors in fast and fragmented markets, and (iii) liquidity measurement.
Education: PhD from Aston Business School, Aston University (2010). MSc from Department of Economics, Lund University (2006).
Björn Hagströmer (2021). Bias in the Effective Bid-Ask Spread. Journal of Financial Economics, vol. 142, pp. 314-337
Björn Hagströmer and Ester Félez-Viñas (2021). Do volatility extensions improve the quality of closing call auctions?. Financial Review, vol. 56, pp. 385-406
Björn Hagströmer and Albert J. Menkveld (2019). Information Revelation in Decentralized Markets. Journal of Finance, vol. 74 , pp. 2751-2787