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Module Detailed Information for [EC4334]
Academic Year : 2017/2018 Semester : 1
Correct as at 12 Dec 2017 23:57

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Module Information
Module Code :
EC4334 IVLE
Module Title : Financial Market Microstructure
Module Description : Market microstructure studies how trading takes place in financial markets. The module will cover theoretical models and the associated empirical analysis employing game theory and econometric theory. We first analyse the movement of security prices by time series models. Second, we investigate various trading strategies adopted by market participants. We then examine three main types of theoretical models of trading: inventory models, sequential trading models, and strategic trading models. Finally, we study how trading rules and institutional details may lead to different trading processes.
Module Examinable : -
Exam Date : No Exam Date.
Modular Credits : 5
Pre-requisite : Cohort 2011 and before: Completed 80 MCs, including 28 MCs in EC, with a minimum CAP of 3.50 or be on the Honours track. EC3101, EC3304, and EC3333 Cohort 2012 onwards: Completed 80 MCs, including 28 MCs in EC, with a minimum CAP of 3.20 or be on the Honours track. EC3101, EC3304, and EC3333
Preclusion : Nil
Module Workload (A-B-C-D-E)* : 0-3-0-4-5.5
Remarks : Nil
* A: no. of lecture hours per week
B: no. of tutorial hours per week
C: no. of laboratory hours per week
D: no. of hours for projects, assignments, fieldwork etc per week
E: no. of hours for preparatory work by a student per week


Lecture Time Table
Class TypeWeek TypeWeek DayStartEndRoom
1 SEMINAR-STYLE MODULE CLASSEVERY WEEKFRIDAY15001800AS8-0405,

Tutorial Time Table
Attention: The tutorial timetables could be updated from time to time. Students are advised to check regularly for the latest update on the change of tutorial timing.
No Tutorial Class or to be announced. Please check with the department offering this module.





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