Astra

Lecture 1_ Concepts and Institutions (Financial Markets Microstructure)

Lecture 2_ Measuring Liquidity (Financial Markets Microstructure)

Lecture 3, part 1_ Information and Prices (Financial Markets Microstructure)

Lecture 3, part 2_ Glosten-Milgrom Model (Financial Markets Microstructure)

Exercise class 3, part 1 (Financial Markets Microstructure)

Exercise class 3, part 2 (Financial Markets Microstructure)

Exercise class 4, part 1 (Financial Markets Microstructure)

Exercise class 4, part 2 (Financial Markets Microstructure)

Exercise class 5, part 1 (Financial Markets Microstructure)

Lecture 4_ Determinants of Liquidity (Financial Markets Microstructure)

Lecture 5, part 1_ Depth determinants, Kyle Model (Financial Markets Microstructure)

Lecture 5, part 2_ Empirics of Illiquidity (Financial Markets Microstructure)

Lecture 6_ Limit Order Book Markets (Financial Markets Microstructure)

Lecture 7, part 1_ Market Design (Financial Markets Microstructure)

Lecture 7, part 2_ LOB Markets - Dynamic Analysis (Financial Markets Microstructure)

Lecture 8, part 1_ Market Fragmentation (Financial Markets Microstructure)

Lecture 8, part 2_ Market Fragmentation (Financial Markets Microstructure)

Exercise class 5, part 2 (Financial Markets Microstructure)

Lecture 9, part 1_ Market Transparency (Financial Markets Microstructure)

Lecture 9, part 2_ Market Transparency (Financial Markets Microstructure)

Lecture 10, part 1_ Value of Liquidity (Financial Markets Microstructure)

Lecture 10, part 2_ Value of Liquidity (Financial Markets Microstructure)

Lecture 11, part 1_ Corporate Governance (Financial Markets Microstructure)

Lecture 11, part 2_ Digital Markets (Financial Markets Microstructure)

Lecture 12, part 1_ High-Frequency and Algorithmic Trading (Financial Markets Microstructure)

Lecture 12, part 2_ High-Frequency Trading (Financial Markets Microstructure)

Lecture 13, part 1_ High-Frequency Trading; Public Information (Financial Markets Microstructure)

Lecture 13, part 2_ Public Information (Financial Markets Microstructure)

Lecture 14, part 1_ Herding and Bubbles (Financial Markets Microstructure)

Lecture 14, part 2_ Herding and Bubbles (Financial Markets Microstructure)

Lecture 15, part 1_ Auction Models (Financial Markets Microstructure)

Lecture 15, part 2_ Auction Models (Financial Markets Microstructure)