Björn Hagströmer

Björn Hagströmer is Associate 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).

Publications

Björn Hagströmer and Albert J. Menkveld (2019). Information Revelation in Decentralized Markets. Journal of Finance, forthcoming

Matthew Baron, Jonathan Brogaard, Björn Hagströmer, and Andrei Kirilenko (2019). Risk and Return in High-Frequency Trading. Journal of Financial and Quantitative Analysis 54(3): 993-1024