Trading in Securities Markets

FINA5524, 2018 Semester 1, UWA

FINA3307, 2017 Semester 2, UWA

Week 1: The Trading Process and Market Structures

Week 2: Institutional Trading and Liquidity

Week 3: Price Formation Process

Week 4: Adverse Selection, Trading, and Spreads

Week 5: Market Quality Measures in Order-Driven Markets

Week 7: Evaluating Trading Strategies, Performance and Trading Gone Awry

Week 9: Mind of the Investor

Week 10: Market Efficiency

Week 11: Algorithmic Trading

Week 12: Arbitrage

Week 13: Volatility Trading and Revision