Björn Hagströmer

1.3k total citations
33 papers, 732 citations indexed

About

Björn Hagströmer is a scholar working on Finance, Accounting and Economics and Econometrics. According to data from OpenAlex, Björn Hagströmer has authored 33 papers receiving a total of 732 indexed citations (citations by other indexed papers that have themselves been cited), including 28 papers in Finance, 16 papers in Accounting and 12 papers in Economics and Econometrics. Recurrent topics in Björn Hagströmer's work include Financial Markets and Investment Strategies (24 papers), Corporate Finance and Governance (15 papers) and Financial Risk and Volatility Modeling (6 papers). Björn Hagströmer is often cited by papers focused on Financial Markets and Investment Strategies (24 papers), Corporate Finance and Governance (15 papers) and Financial Risk and Volatility Modeling (6 papers). Björn Hagströmer collaborates with scholars based in Sweden, United States and United Kingdom. Björn Hagströmer's co-authors include Lars L. Nordén, Jonathan Brogaard, Ryan Riordan, Albert J. Menkveld, Monica Giulietti, Björn Hansson, Jane M. Binner, Richard G. Anderson, Håkan Jankensgård and Michał Dzieliński and has published in prestigious journals such as The Journal of Finance, Journal of Financial Economics and Review of Financial Studies.

In The Last Decade

Björn Hagströmer

29 papers receiving 687 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Björn Hagströmer Sweden 12 610 441 266 177 54 33 732
Stephan Jank Germany 10 447 0.7× 344 0.8× 209 0.8× 122 0.7× 40 0.7× 39 599
Daniel Andrei Canada 10 550 0.9× 489 1.1× 210 0.8× 109 0.6× 95 1.8× 21 702
Petko S. Kalev Australia 14 637 1.0× 501 1.1× 284 1.1× 110 0.6× 105 1.9× 66 811
Michael Hasler Canada 8 539 0.9× 471 1.1× 163 0.6× 98 0.6× 110 2.0× 23 659
Lin Tan United States 7 673 1.1× 633 1.4× 240 0.9× 122 0.7× 51 0.9× 11 830
Heejin Yang South Korea 18 633 1.0× 478 1.1× 263 1.0× 127 0.7× 83 1.5× 35 750
Snehal Banerjee United States 13 766 1.3× 451 1.0× 433 1.6× 124 0.7× 103 1.9× 36 910
Mohammad Najand United States 14 583 1.0× 546 1.2× 188 0.7× 162 0.9× 183 3.4× 41 789
Pamela C. Moulton United States 15 722 1.2× 410 0.9× 418 1.6× 149 0.8× 66 1.2× 40 816
Zhaogang Song United States 13 593 1.0× 405 0.9× 153 0.6× 72 0.4× 100 1.9× 55 761

Countries citing papers authored by Björn Hagströmer

Since Specialization
Citations

This map shows the geographic impact of Björn Hagströmer's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Björn Hagströmer with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Björn Hagströmer more than expected).

Fields of papers citing papers by Björn Hagströmer

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Björn Hagströmer. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Björn Hagströmer. The network helps show where Björn Hagströmer may publish in the future.

Co-authorship network of co-authors of Björn Hagströmer

This figure shows the co-authorship network connecting the top 25 collaborators of Björn Hagströmer. A scholar is included among the top collaborators of Björn Hagströmer based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Björn Hagströmer. Björn Hagströmer is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Hagströmer, Björn & Albert J. Menkveld. (2023). Trades, Quotes, and Information Shares. SSRN Electronic Journal.
2.
Brogaard, Jonathan, et al.. (2021). Mid-Day Call Auctions. SSRN Electronic Journal. 1 indexed citations
3.
Hagströmer, Björn. (2021). Bias in the effective bid-ask spread. Journal of Financial Economics. 142(1). 314–337. 37 indexed citations
4.
Hagströmer, Björn, et al.. (2019). Dr. Jekyll and Mr. Hyde : Market Makers and Toxic Arbitrageurs. 1 indexed citations
5.
Hagströmer, Björn, et al.. (2017). Call Auction Volatility Extensions. SSRN Electronic Journal. 3 indexed citations
6.
Hagströmer, Björn. (2017). Overestimated Effective Spreads: Implications for Investors. SSRN Electronic Journal. 3 indexed citations
7.
Hagströmer, Björn, et al.. (2017). Determinants of Limit Order Cancellations. SSRN Electronic Journal. 10 indexed citations
8.
Hagströmer, Björn, et al.. (2016). Components of the Bid–Ask Spread and Variance: A Unified Approach. Journal of Futures Markets. 36(6). 545–563. 7 indexed citations
9.
Dzieliński, Michał, Björn Hagströmer, & Lars L. Nordén. (2016). Best Execution: Can Institutional and Retail Investors Benefit from Fast and Fragmented Trading?. SSRN Electronic Journal.
10.
Hagströmer, Björn. (2016). A Network Map of Information Percolation. SSRN Electronic Journal. 8 indexed citations
11.
Jankensgård, Håkan & Björn Hagströmer. (2015). Optimal Hedging in Financially Constrained Firms When Asset Markets Are Illiquid. SSRN Electronic Journal. 1 indexed citations
12.
Hagströmer, Björn, et al.. (2013). The components of the illiquidity premium: An empirical analysis of US stocks 1927–2010. Journal of Banking & Finance. 37(11). 4476–4487. 28 indexed citations
13.
Hagströmer, Björn & Lars L. Nordén. (2013). The diversity of high-frequency traders. Journal of Financial Markets. 16(4). 741–770. 250 indexed citations
14.
Hagströmer, Björn & Lars L. Nordén. (2013). Closing Call Auctions at the Index Futures Market. Journal of Futures Markets. 34(4). 299–319. 12 indexed citations
15.
Hagströmer, Björn, et al.. (2013). How Aggressive are High-Frequency Traders?. SSRN Electronic Journal. 16 indexed citations
16.
Nordén, Lars L., et al.. (2011). Alchemy in the 21st Century : Hedging with Gold Futures. 19(3). 247–281. 1 indexed citations
17.
Anderson, Richard G., et al.. (2010). Evaluating Systematic Liquidity Estimators.
18.
Hagströmer, Björn, et al.. (2010). Causality in crude oil prices. Applied Economics. 43(24). 3337–3347. 31 indexed citations
19.
Hagströmer, Björn & Jane M. Binner. (2009). Stock portfolio selection with full-scale optimization and differential evolution. Applied Financial Economics. 19(19). 1559–1571. 13 indexed citations
20.
Hagströmer, Björn, et al.. (2005). Chad-Towards Democratisation or Petro-Dictatorship?. KTH Publication Database DiVA (KTH Royal Institute of Technology). 10 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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