Checking date: 06/04/2021


Course: 2021/2022

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:




Requirements (Subjects that are assumed to be known)
Business Economics I & II Financial Economics, Dynamic Asset Pricing, Information in Markets and Market Microstructure Corporate Finance I & II Advanced Empirical Methods in Finance
Objectives
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.