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Westerholm P. Lecture Notes in Market Microstructure and Trading

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Westerholm P. Lecture Notes in Market Microstructure and Trading
New Jersey: World Scientific, 2019. — 269 p.
Securities Trading and Markets.
Introduction Lecture in Trading in Securities Markets and Advanced Market Microstructure Theory — The Economics of Trading.
Introduction to Securities Trading and Markets.
Institutional Trading.
Execution Costs.
Market Fragmentation and Regulation.
Adverse Selection and Market Making.
Behavioral Finance.
Random Walks, Risk and Arbitrage.
Arbitrage in Real Trading Markets and Hedging.
Market Efficiency.
Trading Gone Wrong.
Revision and Exam Preparation.
Advanced Application and Research.
Linking Market Microstructure to Mainstream Finance.
Limit Order Markets.
Liquidity Providers: Dealing and Market Making.
Liquidity, Volatility and Transparency.
The Glosten-Milgrom and Kyle Models.
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