README

Material and information related to Financial Markets Microstructure course read to Masters in Economics students at Københavns Universitet.

The course largely follows the textbook by Foucault, Pagano, and Roell. Later lectures explore special topics based on recent research articles. See the reading list for more detailed info and further readings.

This repo contains lecture slides and problem sets with solutions. Exam problems with solutions will be added in a later commit.

Current version: Spring 2020.