Lecture Notes in Market Microstructure and Trading

Joakim Westerholm

in World Scientific Books from World Scientific Publishing Co. Pte. Ltd.

Abstract: This book, written by Joakim Westerholm, Professor of Finance and former trading professional, is intended to be used as basis for developing courses in Securities markets, Trading, and Market microstructure and connects theoretic rigor with practical real world applications.

Keywords: Trading; Securities Markets; Priced Discovery; Liquidity; Microstructure; Investments (search for similar items in EconPapers)
JEL-codes: F10 (search for similar items in EconPapers)
Date: 2019
ISBN: 9789813234093
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https://www.worldscientific.com/worldscibooks/10.1142/10822 (text/html)
Ebook Access is available upon purchase

Chapters in this book:

Ch 1 INTRODUCTION LECTURE IN TRADING IN SECURITIES MARKETS AND ADVANCED MARKET MICROSTRUCTURE THEORY — THE ECONOMICS OF TRADING , pp 3-22

Joakim Westerholm

Ch 2 INTRODUCTION TO SECURITIES TRADING AND MARKETS , pp 23-39

Peter Joakim Westerholm

Ch 3 INSTITUTIONAL TRADING , pp 41-49

Peter Joakim Westerholm

Ch 4 EXECUTION COSTS , pp 51-66

Peter Joakim Westerholm

Ch 5 MARKET FRAGMENTATION AND REGULATION , pp 67-92

Peter Joakim Westerholm

Ch 6 ADVERSE SELECTION AND MARKET MAKING , pp 93-111

Peter Joakim Westerholm

Ch 7 BEHAVIORAL FINANCE , pp 113-129

Peter Joakim Westerholm

Ch 8 RANDOM WALKS, RISK AND ARBITRAGE , pp 131-140

Peter Joakim Westerholm

Ch 9 ARBITRAGE IN REAL TRADING MARKETS AND HEDGING , pp 141-147

Peter Joakim Westerholm

Ch 10 MARKET EFFICIENCY , pp 149-170

Peter Joakim Westerholm

Ch 11 TRADING GONE WRONG , pp 171-186

Peter Joakim Westerholm

Ch 12 REVISION AND EXAM PREPARATION , pp 187-192

Peter Joakim Westerholm

Ch 13 LINKING MARKET MICROSTRUCTURE TO MAINSTREAM FINANCE , pp 195-207

Peter Joakim Westerholm

Ch 14 LIMIT ORDER MARKETS , pp 209-220

Peter Joakim Westerholm

Ch 15 LIQUIDITY PROVIDERS: DEALING AND MARKET MAKING , pp 221-229

Peter Joakim Westerholm

Ch 16 LIQUIDITY, VOLATILITY AND TRANSPARENCY , pp 231-248

Peter Joakim Westerholm

Ch 17 THE GLOSTEN–MILGROM AND KYLE MODELS , pp 249-254

Peter Joakim Westerholm

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