1031_SECURITIES MARKETS MICROSTRUCTURE PRACTICE
Course Period：FromNow ~ Any Time
Course Intro
Course Plan
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Syllabus
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01 Introduction
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02 Trading Systems
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03 競價與交易制度
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04 Alternative Views of Market Making (Hans Stoll)
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05 Market Structure
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06 Liquidity
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07 透明度
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08 資訊與價格
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09 Returns and Volatility
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10 Intertemporal Correlation
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Link to 2.03--開盤、收盤機制之影響
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Link to 2.05--A cross-exchange companion
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Link to 2.05--Consolidation Fregmentation of orders
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Link to 2.1--委託單型態
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Link to 6.2--Measuring Transaction Cost
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Link to 6.4--Commonality in liquidity
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Link to 8.1 Heterogeneous beliefs
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Link to 9.3.3 交易成本 交易量與波動性--交易成本之實證
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Short selling constraint -theories and empirical results
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liq proxies, return and liquidity risk
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程式交易大哉問
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演算法交易-交易成本解析-格式改 1203
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演算法交易-交易演算法與策略選擇-1224
Co-Instructor(s)
馬黛
馬黛
Co-Instructor(s)
劉柔均
劉柔均
Co-Instructor(s)
徐星豪
徐星豪
Co-Instructor(s)
吳亭儀
吳亭儀
Co-Instructor(s)
趙祐瑄
趙祐瑄
Co-Instructor(s)
鄭乃維
鄭乃維
Co-Instructor(s)
謝守豐
謝守豐
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