Lars L. Nordén

Stockholm University — Sweden

Economics, Econometrics and Finance · Social Sciences

15h-index1.9kcitations59works16.42yr avg
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Research Topics

Financial Markets and Investment Strategies(46), Market Dynamics and Volatility(19), Corporate Finance and Governance(14), Capital Investment and Risk Analysis(13), Stochastic processes and financial applications(11)

Publications57 total

Tick Size, Lot Size, and Liquidity in Futures Trading
Journal of Futures Markets·2025
<p>Assessing Cross-Currency Predictability in Forex Markets: Insights from Limit Order Book Data</p>
SSRN Electronic Journal·2025Open Access
High-Frequency Traders’ Single-Dealer Platforms And Market Quality
SSRN Electronic Journal·2025Open Access
Futures trading costs and market microstructure invariance: Identifying bet activity
Journal of Futures Markets·2024· 3 citedOpen Access
The determinants of limit order cancellations
Financial Review·2023· 7 citedOpen Access
Costs and benefits of trading with stock dealers: The case of systematic internalizers
European Financial Management·2023· 4 citedOpen Access
Futures Trading Costs and Market Microstructure Invariance: Identifying Bet Activity
SSRN Electronic Journal·2022· 1 citedOpen Access
High-Frequency Traders and Single-Dealer Platforms
SSRN Electronic Journal·2020· 5 citedOpen Access
Dr. Jekyll and Mr. Hyde : Market Makers and Toxic Arbitrageurs
2019· 1 cited
VIX futures calendar spreads
Journal of Futures Markets·2017· 6 citedOpen Access
Determinants of Limit Order Cancellations
SSRN Electronic Journal·2017· 15 citedOpen Access
Components of the Bid–Ask Spread and Variance: A Unified Approach
Journal of Futures Markets·2016· 12 cited
Best Execution: Can Institutional and Retail Investors Benefit from Fast and Fragmented Trading?
SSRN Electronic Journal·2016· 1 citedOpen Access
Trading Fast and Slow: Colocation and Liquidity
Review of Financial Studies·2015· 234 cited
Effects of the introduction of stock index futures on the underlying stocks : the role of futures market
2015
Two Order Books are Better than One? Trading at Settlement (TAS) in VIX Futures
Journal of Futures Markets·2014· 10 citedOpen Access
How Aggressive Are High‐Frequency Traders?
Financial Review·2014· 32 cited
Two Order Books Are Better than One? Trading at Settlement (TAS) in VIX Futures
SSRN Electronic Journal·2014· 5 citedOpen Access
The diversity of high-frequency traders
Journal of Financial Markets·2013· 404 cited
Closing Call Auctions at the Index Futures Market
Journal of Futures Markets·2013· 15 cited
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Frequent Co-authors

Björn Hagströmer(16), Caihong Xu(6), Anders Karlsson(3), Petter Dahlström(3), Ai Jun Hou(3), Jonathan Brogaard(2), Ryan Riordan(2), Dong Zhang(2), Malin Engström(2), Bujar Huskaj(2), Fatemeh Aramian(2), Fredrik Berchtold(2), Martin Weber(1), Richard Henricsson(1), Zhang Dong(1), Caihong Xu(1), Michał Dzieliński(1), Martin Weber(1), Bernd Kortüm(1), Chengcheng Qu(1)