Author : Peter Joakim Westerholm
Publisher :
ISBN 13 : 9789813234093
Total Pages : 250 pages
Book Rating : 4.91/5 ( download)
Book Synopsis Lecture Notes in Market Microstructure and Trading by : Peter Joakim Westerholm
Download or read book Lecture Notes in Market Microstructure and Trading written by Peter Joakim Westerholm and published by . This book was released on 2018 with total page 250 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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