Financial Market Microsturcture

Photo by Markus Spiske on Unsplash


  • 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.


  • 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:

Chiu Yu Ko
Chiu Yu Ko
Associate Professor

My research interests include Game Theory, Industrial Organization, Political Economics and Financial Economics.