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Swedish House of Finance
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Market Microstructure

Albert S. “Pete” Kyle, University of Maryland. September 23–26, 2019, at Swedish House of Finance

Content.

Market microstructure combines theoretical modelling, institutional understanding, and empirical analysis to understand how prices result from the interactions of traders in financial markets. This will be an idiosyncratic course which emphasizes my own, mostlytheoretical contribution.

Course credit.

Students are required to:

• Complete required homework problems.

• Write a 5-page discussion of a small set of papers assigned at the end of the course in lieu of an exam. Both requirements are to be completed after the lectures have finished. Format. 18 hours of lectures over four days.

 

Please read more about the course in the Syllabus.

Registration

Please register in advance with the course secretary Jenny Wahlberg Andersson


e-mail: jenny.wahlberg.andersson@hhs.se

Syllabus

Read more

Schedule

Classes will be held at the premises of SHoF, Drottninggatan 98, 111 60 Stockholm on the following days:


September 23, 9-12 & 13:30-15
September 24, 9-12 & 13:30-15
September 25, 9-12 & 13:30-15
September 26, 9-12 & 13:30-15

Travel Stipends

SHoF offers travel stipends to PhD students from Swedish universities. To apply, please send a brief motivation letter/mail by the supervisor and a budget to jenny.wahlberg.andersson@hhs.se.
The Nordic Finance Network (NFN) offers travel stipends to PhD students from other Nordic countries who come from one of the NFN member institutions.
Information on how to apply for NFN travel stipends is on http://nfn.aalto.fi/courses.htm.

  • About
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  • National PhD program
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    • Fama French Factors
    • FinBas
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    • NASDAQ HFT
    • Nordic Compass, SHoF's ESG Database
    • PAtLink
    • Serrano
    • News

Swedish House of Finance

Bertil Ohlins gata 4, 113 50 Stockholm

info@houseoffinance.se +46 8 736 91 00
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