The Finance Section at Stockholm Business School is home to more than 25 faculty members and PhD students, making it one of the largest finance research units in Sweden. The research conducted here includes all areas of finance, with particular focus on risk management and derivatives, financial market microstructure, and corporate governance.

The Finance faculty members teach at two high-quality programs: the B.Sc. in Business Administration (with possible specialization in Finance) and the M.Sc. in Banking and Finance.
 

Finance – Selected publications

2020 Hagströmer Björn Bias in the Effective Bid-Ask Spread. Journal of Financial Economics,  forthcoming. Link.
2020 Post Thierry
Rodríguez-Longarela Iñaki		 Risk Arbitrage Opportunities for Stock Index Options. Operations Research,  forthcoming. Link.
2020 Hou Ai Jun
Wang Weining
Chen Cathy Yi‐Hsuan
Härdle Wolfgang		 Pricing Cryptocurrency Options: The Case of Bitcoin and CRIX. Journal of Financial Econometrics,  forthcoming. Link.
2020 Josephson Jens
Shapiro Joel		 Credit ratings and structured finance. Journal of Financial Intermediation, 41(100816). Link.
2019 Hagströmer Björn
Menkveld Albert		 Information Revelation in Decentralized Markets. Journal of Finance, 74(6): 2751-2787. Link.
2019 Zareei Abalfazl Network origins of portfolio risk. Journal of Banking and Finance, 109(105663). Link.
2019 Xu Caihong
Zhang Dong		 Market Openness and Market Quality in Gold Markets. Journal of Futures Markets, 39(3), 384-401. Link.
2019 Baron Matthew 
Brogaard Jonathan
Hagströmer Björn
Kirilenko Andrei		 Risk and Return in High-Frequency Trading. Journal of Financial and Quantitative Analysis, 54(3), 993-1024. Link.
2018 Lundström Christian
Peltomäki Jarkko		 Optimal Embedded Leverage. Quantitative Finance, 18(7), 1077-1085. Link.
2018 Chowdhury Abu 
Mollah Sabur
Farooque Omar		 Insider-trading, discretionary accruals and information asymmetry. The British Accounting Review, 50 (4), 341-363. Link.
2018 Dzieliński Michal 
Rieger Marc Oliver
Talpsepp Tõnn		 Asymmetric attention and volatility asymmetry. Journal of Empirical Finance, 45, 59–67. Link.
2018 Hou Ai Jun
Nordén Lars L.		 VIX Futures Calendar Spreads. Journal of Futures Markets, 38, 822-838. Link.
2018 Asgharian Hossein 
Liu Lu
Larsson Marcus		 Cross-border asset holding and comovements in sovereign bond markets. Journal of International Money and Finance, 86, 189-206. Link.
2017 Eriksson Kent
Fjeldstad Øystein
Jonsson Sara		 Transaction organizations and SME internationalization: the effect of home and host country bank relationships on international performance. International Business Review, 26(1), 130-144
2017 Davydov Denis
Florestedt Otto
Peltomäki Jarkko
Schön Marcus		 Portfolio performance across genders and generations: The role of financial innovation. International Review of Financial Analysis, 50, 44-51. Link.
2017 Longarela Iñaki R.  Explaining vertical gender segregation: a research agenda. Work, Employment and Society, 31(5), 861-871. Link.