ECTS : 3
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
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