Research projects

Information Supply and Demand in the Stock Market

Information processing is a fundamental determinant of price discovery in the stock market. This project aims to show incremental knowledge of how information supply and demand in the stock market interact, how market participants contribute to the information diffusion, and how information supply and demand jointly affect stock prices.

Long-term and short-term financial risk

This project looks at financial risk in the long-term and the short-term. The main overall contribution to previous research is to investigate how long-term and short-term risk relate to different determining factors, and different types of information and news.

Human Interaction in Automated Financial Markets

Modern financial markets increasingly automatize tasks that used to be performed by humans. Even though the automatization is pursued in the name of lower costs and increased efficiency, the marginalization of human interaction could be detrimental to the informativeness of market prices.

Financial Market Microstructure (FMM)

The field of financial market microstructure studies how the interaction of investors and institutions generate markets with varying efficiency and liquidity depending on different rules and regulations. Through close collaboration with policy-makers and local finance industry, SBS has become a leading institution in this field.

Financial Networks

Several researchers at the Finance Section at SBS are active in the growing field of financial networks