Advanced Market Microstructure

Ects : 3

Enseignant responsable :

  • JEROME DUGAST
  • SABRINA BUTI
  • FABRICE RIVA
  • CAROLE GRESSE

Volume horaire : 21

Description du contenu de l'enseignement :

1. Liquidity and Asset Prices

2. Limit Order Markets and OTC Markets: a Review of Theory

3. Market Transparency

4. Market Fragmentation

5. Algorithmic Trading and High-Frequency Trading

6. Microstructure and Corporate Finance

7. Information Technologies, Big Data, and Financial Markets

Coefficient : 1

Compétence à acquérir :

The course aims to acquaint students with advanced topics in market microstructure.

Mode de contrôle des connaissances :

Referee reports or paper replications