Lecture notes in market microstructure and trading
Title Statements
- Full title :Lecture notes in market microstructure and trading / Peter Joakim Westerholm, University of Sydney, Australia.
Edition Statements
- Publication Date:2019
Publication Statements
- Publisher(s):World Scientific Publishing Co Pte Ltd
- Place of Publication:Singapore
- Language:eng
- Publication Date:2019
The Physical Object
- Description:xi, 254 pages ; : 24 cm.
Edition Identifiers
- ISBN:9789813234093, 9813234091, 9811200467, 9789811200465
- oclc:on1009183098
- LC Classification:HG4523
- Dewey Decimal:332/.0415
Table of Contents
Introduction: the economics of trading -- Introduction to securities trading and markets -- Institutional trading -- Transaction costs -- Market fragmentation and regulation -- Adverse selection and market making -- Behavioral finance, the mind of the investor -- Random walks, risk and arbitrage -- Arbitrage in real trading markets and hedging -- Efficient markets, information based trading, trading gone awry -- Algorithmic trading -- Bringing it all together to improve markets through regulation -- Advanced application and research : market regulation, corporate governance and insider trading -- Dealer markets vs. limit order markets -- Liquidity volatility and transparency -- Kyle and glosten milgrom -- High frequency trading -- Computer laboratory trading session and introduction to coding of algorithmic trading modules.
Read More ↓Subjects
Writers
More from this Series
No reviews yet. Be the first to rate this work.
Related Works
more →
Global markets and financial crises in Asia: towards a theory for the 21st century
Khan, Haider
Global markets and financial crises in Asia: towards a theory for the 21st century
Khan, Haider
Global markets and financial crises in Asia: towards a theory for the 21st century
Khan, Haider
Global markets and financial crises in Asia: towards a theory for the 21st century
Khan, Haider
Global markets and financial crises in Asia: towards a theory for the 21st century
Khan, Haider
Global markets and financial crises in Asia: towards a theory for the 21st century
Khan, Haider A.
Global markets and financial crises in Asia: towards a theory for the 21st century
Khan, Haider A.
Global markets and financial crises in Asia: towards a theory for the 21st century
Khan, Haider Ali
Global markets and financial crises in Asia: towards a theory for the 21st century
Khan, Haider Ali
Global markets and financial crises in Asia: towards a theory for the 21st century
Khan, Haider Ali
Files & Downloads
-
Lecture Notes in Market Microstructure and Tradin…
PDF · 8.3 MB · updated
Rate & Review