Lecture notes in market microstructure and trading

Peter Joakim Westerholm (University of Sydney, Australia)

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

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Year of publication:	[2019] ; 1 edition
Authors:	Westerholm, Peter Joakim
Publisher:	New Jersey : World Scientific
Subject:	Marktmikrostruktur \| Market microstructure \| Anlageverhalten \| Behavioural finance \| Wertpapierhandel \| Securities trading \| Finanzmarkt \| Financial market
Description of contents:	Table of Contents [gbv.de]