Ph.D. Mini-Course on Market Microstructure

When:25 August 2015
  - 27 August 2015
, 11:00
 - 14:00
Where:RuW, Campus Westend

Ph.D. Mini-Course by Prof. Albert "Pete" Kyle (Charles E. Smith Chair Professor of Finance at the University of Maryland’s Robert H. Smith School of Business)

Subject: Short Course on Market Microstructure

Schedule:

  • Session 1: Trading as a game. (Tuesday, 25 August 2015, 11 am - 2 pm, RuW 2.102)
  • Session 2: Rational Expectations, Imperfect Competition, and Smooth Trading. (Wednesday, 26 August 2015, 11 am - 2 pm, RuW 2.102)
  • Session 3: Market Microstructure Invariance, Market Crashes, and High-Frequency Trading. (Thursday, 27 August 2015, 11 am - 2 pm, RuW 2.102)

Syllabus: download (pdf)

Certificate of Participation: upon request issued to participants who attend all three sessions