434645 VO Market efficiency

summer semester 2016 | Last update: 16.03.2016 Place course on memo list
VO Market efficiency
VO 1

Development of an understanding of the game-theoretical implications of the information structures in markets; critical reflection on information. Empirical evidence on the EMH, HFT, algorithmic trading, and the crises of 2007-2012.

EMH (Shiller vs. Fama), expert performance, the usefulness of information in theory, simulations, and experiments, markets today: high frequency trading, algorithmic trading, limits of arbitrage, Financial crisis and European debt crisis

lecture, discussion

Oral exam, active participation in class

Slides will be provided on OLAT

Positive grades of the modules according to § 7 Abs. 1 Z 2 to 5

see dates
Group 0
Date Time Location
Mon 2016-03-07
09.00 - 12.45 SR 19 (Sowi) SR 19 (Sowi) Barrier-free
Mon 2016-03-14
09.00 - 12.45 SR 19 (Sowi) SR 19 (Sowi) Barrier-free
Mon 2016-04-04
09.00 - 12.45 SR 19 (Sowi) SR 19 (Sowi) Barrier-free