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723-M1040 Security Market Microstructure

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Week 1<br />

Week 2<br />

Week 3<br />

Week 4<br />

Week 5<br />

Week 6<br />

Week 7<br />

Week 8<br />

Week 9<br />

Week 10<br />

Week 11<br />

Week 12<br />

Week 13<br />

Week 14<br />

Week 15<br />

Week 16<br />

Week 17<br />

Rational Expectations Equilibrium (REE) Models<br />

REE Models (continued)<br />

Speculation, Bubbles, and No Trade Theorem<br />

Speculation and bubbles (continued)<br />

Order-driven Mechanisms<br />

Order-driven Mechanisms (continued)<br />

Quote-driven Mechanisms<br />

Limit Order <strong>Market</strong>s<br />

Fragmentation and Consolidation<br />

Algorithmic Trading<br />

Theory of Trading Volume<br />

Theory of Trading Volume (continued)<br />

Economic Causes for <strong>Market</strong> Crash<br />

Efficiency Issues of Insider Trading<br />

Oral Presentation<br />

Oral Presentation<br />

Oral Presentation<br />

4

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