معرفی
Björn Hagströmer is an Associate Professor at Stockholm University's Stockholm Business School, specializing in financial economics and market microstructure. His research focuses on high-frequency trading, market liquidity dynamics, and the structural evolution of financial markets. He has contributed extensively to understanding fragmentation in European markets, the behavior of high-frequency traders, and the design of optimal trading mechanisms like call auctions.
His work bridges theoretical models with empirical analysis of real-world market data, addressing issues such as bid-ask spread biases, limit order cancellations, and the impact of colocation strategies on liquidity provision. Hagströmer's studies often involve collaborations with leading institutions, including the Federal Reserve Bank of St. Louis and Vrije Universiteit Amsterdam.
Key themes across his research include evaluating the efficiency of decentralized markets, measuring information revelation through trading activity, and assessing regulatory policies affecting market quality. His findings have been published in top journals like the Journal of Financial Economics and Review of Financial Studies.
