Welcome, Guest . Login . Türkçe
Where Am I: Ninova / Courses / Institute of Social Science / ISS 603E / Course Informations
 

Course Information

Course Name
Turkish Finans Piyasalarının Mikroyapısı
English Financial Market Microstructure
Course Code
ISS 603E Credit Lecture
(hour/week)
Recitation
(hour/week)
Laboratory
(hour/week)
Semester 2
3 3 - -
Course Language English
Course Coordinator Cumhur Enis Ekinci
Course Objectives Emphasize the complex nature of and organizational differences between financial market

Expose trading rules and their effects on price formation process

Prepare a ground for discussion on the competition between world financial markets and on the place of stock market industry within the economy
Course Description Introduction to Microstructural Aspects of Financial Markets, Basic Theoretical and Empirical Tools in Microstructure, Agency and Market Making, Bid-Ask Spread and Its Components, Transaction Costs, Informational Aspects, Liquidity, Orders and Order Book, Price Discreteness, Trading Volume, Seasonalities, Transparency, Optimal Market Design, Types and Characteristics of Financial Data
Course Outcomes Students who successfully pass this course gain knowledge, skills and competency such as:
I.Ability to compare the structures of world financial markets and assess the economic and social consequences of this structuring
II.Abilitydistinguishing between various theoretical approaches attempting to reach the optimal market design
III.Knowledge of financial information and data sources
IV.Ability to conduct a theoretical or empirical work (finding a problematic-modeling-testing-interpreting) on a topic within the scope of market microstructure.
Pre-requisite(s) ISL 511 Yatırım Analizi
ISS 602E Financial Econometrics
Required Facilities
Other
Textbook
Other References
 
 
Courses . Help . About
Ninova is an ITU Office of Information Technologies Product. © 2024