2024-25 Spring - FINA5410 - Market Microstructure

Course

Description

The course is designed to provide students with an overview of how supply equals demand in real-world financial markets. After taking this course , students would be able to appreciate the frictions existing in actual financial markets - bid-ask spreads, trade impact on price, brokerage commissions, quantity limitations, time delays, market manipulation, etc. - and be able to devise trading strategies that minimize these frictions.
Course period1/02/2530/06/25
Course levelPG
Course formatLecture