| The diversity of high-frequency traders B Hagströmer, L Nordén Journal of Financial Markets 16 (4), 741-770, 2013 | 520 | 2013 |
| Trading fast and slow: Colocation and liquidity J Brogaard, B Hagströmer, L Nordén, R Riordan Review of Financial Studies, hhv045, 2015 | 304 | 2015 |
| Home sweet home: Home bias and international diversification among individual investors A Karlsson, L Nordén Journal of Banking & Finance 31 (2), 317-333, 2007 | 280 | 2007 |
| 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 Available at SSRN 2365988, 2013 | 49* | 2013 |
| Shareholder activism among portfolio managers: rational decisions or 15 minutes of fame? L Nordén, T Strand Journal of Management & Governance 15, 375-391, 2011 | 43 | 2011 |
| Räntebärande instrument: värdering och riskhantering L Nordén, H Asgharian Studentlitteratur, 2007 | 34* | 2007 |
| Asymmetric option price distribution and bid–ask quotes: consequences for implied volatility smiles L Nordén Journal of Multinational Financial Management 13 (4-5), 423-441, 2003 | 30 | 2003 |
| Individual home bias, portfolio churning and performance LL Norden European Journal of Finance 16 (4), 329-351, 2010 | 25 | 2010 |
| Components of the Bid–Ask Spread and Variance: A Unified Approach B Hagströmer, R Henricsson, LL Nordén Journal of Futures Markets 36 (6), 545-563, 2016 | 19 | 2016 |
| The determinants of limit order cancellations P Dahlström, B Hagströmer, LL Nordén Forthcoming in The Financial Review, 2018 | 18 | 2018 |
| Closing Call Auctions at the Index Futures Market B Hagströmer, L Nordén Journal of Futures Markets 34 (4), 299-319, 2014 | 18 | 2014 |
| Early exercise of American put options: Investor rationality on the Swedish equity options market M Engström, L Nordén, A Strömberg Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2000 | 17 | 2000 |
| Option happiness and liquidity: Is the dynamics of the volatility smirk affected by relative option liquidity? L Nordén, C Xu Journal of futures markets 32 (1), 47-74, 2012 | 16 | 2012 |
| A brighter future with lower transactions costs? LL Norden Available at SSRN 1096249, 2008 | 16 | 2008 |
| Does an index futures split enhance trading activity and hedging effectiveness of the futures contract? L Nordén Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2006 | 12 | 2006 |
| Hedging of American equity options: do call and put prices always move in the direction as predicted by the movement in the underlying stock price? L Nordén Journal of Multinational Financial Management 11 (4-5), 321-340, 2001 | 12 | 2001 |
| Alchemy in the 21st century: hedging with gold futures C Xu, L Nordén, B Hagströmer Review of Futures Markets 19 (3), 247-281, 2011 | 10 | 2011 |
| VIX futures calendar spreads AJ Hou, LL Nordén Journal of Futures Markets 38 (7), 822-838, 2018 | 7 | 2018 |
| Two Order Books are Better than One? Trading at Settlement (TAS) in VIX Futures B Huskaj, LL Nordén Journal of Futures Markets 35 (6), 506-521, 2015 | 7 | 2015 |
Björn HagströmerStockholm Business School, Stockholm UniversityVerified email at sbs.su.se
