The course focuses on price formation and liquidity in securities markets. The main issues covered are how to measure trading costs; how security prices, their liquidity and speed of price discovery are jointly determined, and how order flow affects prices; what are the determinants of market depth; how security trading is organized and regulated and how it has been reshaped by algorithmic and high frequency trading; how the organization of security trading affects trading costs and informational efficiency.
Link Video Vimeo: 772355042
Area: Università
Ente: Università degli studi di Napoli Federico II
Lingua: en_US
Badge: No
Nascondi contenuti in pag. Iscrizione: Yes
Vecchia edizione: No
LIS: No
Livello Corso: Intermedio
Certificato: No
Messa a fuoco: Modalità Force Focus con controllo dell'allievo