Advanced Market Microstructure

Crédit : 3 ECTS
Langue du cours : anglais

Volume horaire

• CM : 21 h

Compétences à acquérir

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

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

Mode de contrôle des connaissances

Referee reports or paper replications

Enseignant responsable

SABRINA BUTI

Enseignant responsable

JEROME DUGAST

Enseignant responsable

FABRICE RIVA

Enseignant responsable

CAROLE GRESSE