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