![](https://lms.federica.eu/pluginfile.php/645070/course/overviewfiles/Market-Microstructure.jpg)
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.
This course is part of the “Finance” Program. If you wish to follow this course, you need to enrol via the Program at this link.
- Docente: Marco Pagano
Link Video Vimeo: 772355042
Area: Università
Ente: Università degli studi di Napoli Federico II
Lingua: en_US
Lis: No
Vecchia edizione: No
Livello Corso: Intermediate