Björn Hagströmer (Stockholm Business School) Leonid Kogan (MIT) Sydney C. Ludvigson (NYU) Albert J. Menkveld (VU Amsterdam) Motohiro Yogo (Princeton) Organizing committee. Björn Hagströmer, Stockholm Business School (conference chair) Albert J. Menkveld, VU University Amsterdam (co-chair) Lu Liu, Stockholm Business School

Sven Johan Gösta Barthen Hagströmer, född 30 november 1943 i Solna, är en svensk finansman. Han är son till Gösta Christer Sturmark och Björn Ulvaeus.

Petter Dahlström, Björn Hagströmer, Lars L. Nordén* Heavy limit order traffic congests limit order books and triggers regulatory responses such as limit order fees, minimum quote lives, and speed bumps. We postulate that limit order cancellations occur because of reductions in the expected profits of the orders. Using a model of Björn Hagströmer, Stockholm Business School Cash flow for trade n, where M is the signed quantity Endr of r dayposition closedat closingprice L á L : ; H twt Measures of trading performance Lsr ? : Í L á M á Ç á @ 5 L “Quality”measure: L ÍL á M EL ¾ È ½ M ¾ È ½ Ç á @ 5 Björn Hagströmer… Illiquidity frictions and asset pricing anomalies Björn Hagströmera, Björn Hanssonb, Birger Nilsson,b aStockholm University, School of Business, S-10691 Stockholm, Sweden bDepartment of Economics and Knut Wicksell Centre, School of Economics and Management, Lund University, S-22007 Lund, Sweden Abstract This paper investigates the relation between illiquidity level and illiquidity Björn Hagströmer is Professor of Finance and Director of Research Studies at Stockholm Business School (SBS). He joined SBS after obtaining his PhD degree at Aston Business School (Birmingham, UK) in 2010. Teaching Björn is the course director of Financial Market Structure (FMS).

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Nordiska Afrikainstitutet, Uppsala 2005. The opinions expressed in this volume are those of the authors and do not necessarily reflect the views of Nordiska Afrikainstitutet Björn Hagströmer* Richard G. Anderson§ Jane M. Binner± Birger Nilsson May 26, 2009 We develop the principal component analysis (PCA) approach to systematic liquidity measurement by introducing moving and expanding estimation windows. We evaluate these methods along with Björne Hagström finns på Facebook Gå med i Facebook för att komma i kontakt med Björne Hagström och andra som du känner. Med Facebook kan du dela ditt (with Björn Hagströmer, Richard Anderson, Jane Binner and Thomas Elger) Manchester School, 2008, vol. 76, 134-156.

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Petter Dahlström, Björn Hagströmer, Lars L. Nordén* Heavy limit order traffic congests limit order books and triggers regulatory responses such as limit order fees, minimum quote lives, and speed bumps. We postulate that limit order cancellations occur because of reductions in the expected profits of the orders. Using a model of Björn Hagströmer, Stockholm Business School Cash flow for trade n, where M is the signed quantity Endr of r dayposition closedat closingprice L á L : ; H twt Measures of trading performance Lsr ? : Í L á M á Ç á @ 5 L “Quality”measure: L ÍL á M EL ¾ È ½ M ¾ È ½ Ç á @ 5 Björn Hagströmer… Illiquidity frictions and asset pricing anomalies Björn Hagströmera, Björn Hanssonb, Birger Nilsson,b aStockholm University, School of Business, S-10691 Stockholm, Sweden bDepartment of Economics and Knut Wicksell Centre, School of Economics and Management, Lund University, S-22007 Lund, Sweden Abstract This paper investigates the relation between illiquidity level and illiquidity Björn Hagströmer is Professor of Finance and Director of Research Studies at Stockholm Business School (SBS).

Björn Hagströmer. Discussant: Olga Obizhaeva . 15:45 – 16:30 “When Do Low-Frequency Measures Really Measure Transaction Costs?” Mohammad R. Jahan-Parvar and Filip Zikes. Discussant: Bernt Arne Odegaard

He is also a member of the European Securities and Markets Authority (ESMA) Group of Economic Advisers. Bio Björn Hagströmer is Professor of Finance at Stockholm Business School, Stockholm University, and a visiting researcher at the Swedish House of Finance. He received his PhD in 2010 from Aston University, Birmingham, UK. Hagströmer, Björn. Visiting Researcher Swedish House of Finance. Contact information Bjorn.Hagstromer@hhs.se. Stockholm School of Economics | Box 6501 | SE-113 (with Björn Hansson and Birger Nilsson).

Antal projekt: 2. Relaterade projekt. Projekt-id, Titel, Finansiär, Start, Slut, Budget.
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Bjorn.Hagstromer@hhs.se. Stockholm School of Economics | Box 6501 | SE-113 83 Stockholm | Phone: +46 8 736 90 00.

We study performance and competition among firms engaging in high-frequency trading (HFT). We construct measures of latency and find that differences in relative latency account for large differences in HFT firms’ trading performance. HFT firms that improve their latency rank due to colocation upgrades see improved trading performance. Hans Eriksson and Björn Hagströmer CHAD – TOWARDS DEMOCRATISATION OR PETRO-DICTATORSHIP?
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Total downloads of all papers by Björn Hagströmer. If you need immediate assistance, call 877-SSRNHelp (877 777 6435) in the United States, or +1 212 448 2500 outside of the United States, 8:30AM to 6:00PM U.S. Eastern, Monday - Friday.

Co-workers & collaborators. SW. Sofie Wennström. Analyst  av A Palmborg · 2015 — Vilka förhållningssätt till högfrekvenshandel finns hos Handelsbanken, Pan Capital,. Björn Hagströmer och Finansinspektionen? 2. Hur kan respektive  Hagströmer, Björn. Stockholms universitet, Samhällsvetenskapliga fakulteten, Företagsekonomiska institutionen.