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

2016

Mollah Sabur 
Quoreshi A. M. M. Shahiduzzaman 
Goran Zafirov 

Equity market contagion during global financial and Eurozone crises. Evidence from a dynamic correlation analysis. Journal of International Financial Markets, Institutions, and Money, 41, 151-167
2016

Hagströmer Björn 
Henricsson Richard 
Nordén Lars L. 

Components of the Bid-Ask Spread and Variance. A Unified Approach. Journal of Futures Markets, 36(6), 545-563

2016 Ramiah Vikash 
Zhao Yilang 
Moosa Imad 
Graham Michael 

A behavioural approach to working capital management. European Journal of Finance, 22(8-9), 662-687

2016

Mollah Sabur 
Hassan Kabir 
Farooque Omar Al 
Mobarek Asma 

The Governance, Risk-taking, and Performance of Islamic Banks. Journal of Financial Services Research

2016

Asgharian Hossein 
Christiansen Charlotte 
Hou Ai Jun 

Macro-Finance Determinants of the Long-Run Stock-Bond Correlation. The DCC-MIDAS Specification. Journal of Financial Econometrics, 14(3), 617-642

2016

Mobarek Asma 
Muradoglu Gulnur 
Mollah Sabur 
Hou Ai Jun 

Determinants of Time Varying Co-movements among International Stock Markets during Crisis and Non-crisis periods. Journal of Financial Stability, 24, , 1-11
2015 Huskaj Bujar 
Nordén Lars L. 
Two Order Books are Better than One? Trading At Settlement (TAS) in VIX Futures. Journal of Futures Markets, 35(6), 506-521
2015 Longarela Iñaki R. 
Mayoral Silvia 
Quote inefficiency in options markets. Journal of Banking & Finance, 55, , 23-36
2015

Liljebom Eva 
Mollah Sabur 
Rotter Patrik 

Do dividends signal future earnings in the Nordic stock markets? Review of Quantitative Finance and Accounting, 44(3), 493-511

2015 Mollah Sabur 
Zaman Mahbub 
Shari’ah Supervision, Corporate Governance and Performance. Conventional vs. Islamic Banks. Journal of Banking and Finance, 58, , 418-435
2015 Graham Michael 
Peltomäki Jarkko 
Sturludottir Hildur
Do capital controls affect stock market efficiency? Lessons from Iceland. International Review of Financial Analysis, 41, , 82-88
2015

Brogaard Jonathan 
Hagströmer Björn 
Nordén Lars 
Riordan Ryan

Trading Fast and Slow. Colocation and Liquidity. The Review of Financial Studies, 28(12), 3407-3443

 

 

Operations research – Selected publications

2016 Choi Yongrok 
Ye Xiaoxia 
Zhao Lu 
Luo Amanda C.
Optimizing enterprise risk management. A literature review and critical analysis of the work of Wu and Olson. Annals of Operations Research, 237(1-2), 281-300
  Baron Opher 
Berman Oded 
Wu Desheng 

Bargaining within the Supply Chain and Its Implications in an Industry. Decision Sciences, 47(2), 193-218

2016 Zhao Fuguo 
Wu Desheng 
Liang Liang 
Dolgui Alexandre

Lateral inventory transshipment problem in online-to-offline supply chain. International Journal of Production Research, 54(7), 1951-1963

2016

Hnaien Faicel 
Dolgui Alexandre 
Wu Desheng Dash

Single-period inventory model for one-level assembly system with stochastic lead times and demand. International Journal of Production Research, 54(1), 186-203

2015 Wu Desheng Dash 

Selling to the Socially Interactive Consumer. Order More or Less?. IEEE Transactions on Systems, Man, and Cybernetics: Systems, 45(3), 399-410

2015 Zhaoae Fuguo 
Wu Desheng 
Liang Liang 
Dolgui Alexandre
Cash flow risk in dual-channel supply chain. International Journal of Production Research, 53(12), 3678-3691