Information in Markets and Market Microstructure
Study: Master in Business and Finance (69)
Coordinating teacher: PENALVA ZUASTI, JOSE SEBASTIAN
Department assigned to the subject: Department of Business Administration
ECTS Credits: 5.0 ECTS
Students are expected to have completed
Competences and skills that will be acquired and learning results.
Description of contents: programme
Learning activities and methodology
- % end-of-term-examination 80
- % of continuous assessment (assigments, laboratory, practicals...) 20
- Álvaro Cartea, Sebastian Jaimungal & Jose Penalva. Algorithmic and High-Frequency Trading . Cambridge University Press. 2015
- Markus K. Brunnermeier. Asset Pricing Under Asymmetric Information: Bubbles, Crashes, Technical Analysis, and Herding. OUP Oxford. 2001
The course syllabus and the academic weekly planning may change due academic events or other reasons.