Financial market structure is about how legislation, technology, and trading rules influence trading strategies and market quality, such as efficiency and liquidity.
Efficiency and liquidity are often taken for granted in financial economic theory, but in reality they vary considerably. The course combines basic theoretical and empirical concepts with current issues in the field. In addition to lectures and seminars based on the textbook and academic articles, the course includes computer labs with market data analysis, as well as several guest lectures. Students are expected to be familiar with basics in finance, econometrics, and statistical programming (such as Matlab or R).