Welcome,
Guest
.
Login
.
Türkçe
NİNOVA
COURSES
HELP
ABOUT
Where Am I:
Ninova
/
Courses
/
Institute of Social Science
/
ISS 603E
/
Course Informations
Return to Faculty
Home Page
Course Information
Course Weekly Lecture Plan
Course Evaluation Criteria
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