Market Microstructure

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Skill Level Intermediate

Language English

Course Overview

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.

Instructors

Enrolment options

Market Microstructure

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

Video Trailer (Embedded): https://player.vimeo.com/video/772355042

Livello Corso: Intermedio

Certificato: No

Messa a fuoco: Modalità Force Focus con controllo dell'allievo

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