Covers financial markets structure, participants, government debt, asset managers, market sizes, derivatives, trading frequencies, orders, and portfolio returns.
Explores the assessment of market regulation, focusing on high-frequency trading and the impact of regulatory changes on liquidity and market quality.
Explores arbitrage in multiperiod models, covering dynamic trading, absence of arbitrage, trading strategies, discounted prices, and martingales.
Covers stylized facts of asset returns, summary statistics, testing for normality, Q-Q plots, and efficient market hypothesis.
