معرفی
Lars L. Norden is affiliated with Stockholm University - Stockholm Business School as a Researcher. His work spans financial markets, focusing on market microstructure, derivatives, and trading technologies.
- Key Research Areas: High-Frequency Trading, Futures and Options, Liquidity, Market Quality, Trading Costs
Lars has published extensively on SSRN, with recent studies analyzing Nonstandard Errors (2024), Trading at Settlement (2024), and Limit Order Cancellations (2023). His research often involves cross-institutional collaborations.
His work on VIX Futures and Gold Hedging provides insights into volatility management and commodity risk mitigation. Current projects explore market fragmentation and insider trading venues.
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