Checking date: 12/04/2019


Course: 2019/2020

Advanced Topics in Financial Markets Research
(17198)
Study: Master in Business and Finance (69)
EPE


Coordinating teacher: PENALVA ZUASTI, JOSE SEBASTIAN

Department assigned to the subject: Department of Business Administration

Type: Electives
ECTS Credits: 5.0 ECTS

Course:
Semester:




Students are expected to have completed
Business Economics I & II Financial Economics, Dynamic Asset Pricing, Information in Markets and Market Microstructure Corporate Finance I & II Advanced Empirical Methods in Finance
Competences and skills that will be acquired and learning results.
Ability to do top level research in the area of asset pricing and market microstructure
Description of contents: programme
Advanced topics in asset pricing and market microstructure. Because the course is given as a series of personalized tutorials, the bibliography is adapted to the students' research interest.
Learning activities and methodology
Readings, presentations, and tutorial sessions
Assessment System
  • % end-of-term-examination 0
  • % of continuous assessment (assigments, laboratory, practicals...) 100
Basic Bibliography
  • Algorithmic and High-Frequency Trading. Álvaro Cartea, Sebastian Jaimungal, José Penalva . Cambridge University Press. 2015

The course syllabus and the academic weekly planning may change due academic events or other reasons.