| The diversity of high-frequency traders B Hagströmer, L Nordén Journal of Financial Markets 16 (4), 741-770, 2013 | 526 | 2013 |
| Trading fast and slow: Colocation and liquidity J Brogaard, B Hagströmer, L Nordén, R Riordan Review of Financial Studies 28 (12), 3407-3443, 2015 | 305 | 2015 |
| Risk and return in high-frequency trading M Baron, J Brogaard, B Hagströmer, A Kirilenko | 286 | 2017 |
| Bias in the effective bid-ask spread B Hagströmer Journal of Financial Economics 142 (1), 314-337, 2021 | 71 | 2021 |
| Non-standard errors AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ... Tinbergen Institute Discussion Paper 2021-102/IV, 2021 | 54 | 2021 |
| How Aggressive Are High‐Frequency Traders? B Hagströmer, L Nordén, D Zhang Financial Review 49 (2), 395-419, 2014 | 49 | 2014 |
| Online Appendix: How Aggressive are High-Frequency Traders? B Hagströmer, LL Norden, D Zhang | 49* | 2013 |
| Information Revelation in Decentralized Markets B Hagströmer, AJ Menkveld Journal of Finance, Forthcoming, 19-2, 2019 | 47* | 2019 |
| The components of the illiquidity premium: An empirical analysis of US stocks 1927–2010 B Hagströmer, B Hansson, B Nilsson Journal of Banking & Finance 37 (11), 4476-4487, 2013 | 47 | 2013 |
| Causality in crude oil prices S Wlazlowski, B Hagströmer, M Giulietti Applied Economics 43 (24), 3337-3347, 2011 | 42 | 2011 |
| multiwayvcov: Multi-way standard error clustering. R package version 1.2. 3 N Graham, M Arai, B Hagströmer | 35* | 2016 |
| multiwayvcov: Multi-way Standard Error Clustering N Graham, M Arai, B Hagströmer R package version 1 (2), 2015 | 35 | 2015 |
| Chad: towards democratisation or petro-dictatorship? H Eriksson, B Hagströmer Nordic Africa Institute, 2005 | 32 | 2005 |
| Stock portfolio selection with full-scale optimization and differential evolution B Hagströmer, JM Binner Applied Financial Economics 19 (19), 1559-1571, 2009 | 29 | 2009 |
| The determinants of limit order cancellations P Dahlström, B Hagströmer, LL Nordén Forthcoming in The Financial Review, 2018 | 19 | 2018 |
| Mean–Variance versus Full‐Scale Optimization: Broad Evidence for the UK B Hagströmer, RG Anderson, JM Binner, T Elger, B Nilsson The Manchester School 76 (s1), 134-156, 2008 | 19 | 2008 |
| Closing Call Auctions at the Index Futures Market B Hagströmer, L Nordén Journal of Futures Markets 34 (4), 299-319, 2014 | 18 | 2014 |
| Components of the Bid-Ask Spread and Variance: A Unified Approach B Hagströmer, R Henricsson, L Nordén | 18* | |
| Do Volatility Extensions Improve the Quality of Closing Call Auctions? E Félez-Viñas, B Hagströmer Financial Review, 2021 | 14* | 2021 |
| Does commonality in illiquidity matter to investors? RG Anderson, JM Binner, B Hagströmer, B Nilsson FRB of St. Louis Working Paper No, 2013 | 14 | 2013 |
Lars L. NordénProfessor of Finance, Stockholm University在 sbs.su.se 的电子邮件经过验证
