Market Microstructure

Course Name: Market Microstructure
Course ID: MIE61
ECTS: 3
Examination Modality:
Course Hours: 18
Instructor: Stefano Lovo
Tutorials Hours: 0
Language: English

Objective

Planning

Références

T. Foucault, M. Pagano and A Roëll, Market LIquidity, Oxford University Press.

M. O'Hara, Market Microstructure, Blackwell Publishing.

V. Krishna, Auction Theory, Academic Press.