Financial Market Microsturcture

Overview:

• Market microstructure studies price movement and how trading takes place in financial markets.
• First, We analyze the movement of security prices by fundamental analysis, technical analysis, time series, trade price and factor price models.
• Second, we investigate models of trading: inventory models, sequential trading models, strategic trading and behavioral models.

Topics:

• Fundamental analysis
• Technical analysis
• Time series analysis
• Event study methdology
• Factor pricing models
• Inventory models
• Sequential trade models
• Strategic tarde models
• Behavorial models

Overview Video: