Financial Markets OverviewCovers financial markets structure, participants, government debt, asset managers, market sizes, derivatives, trading frequencies, orders, and portfolio returns.
Efficient Data ClusteringCovers efficient data exploitation through clustering methods and the optimization of market returns using asset clustering.
Event Studies: Market EfficiencyExplores event studies in financial economics, testing market efficiency with abnormal return calculations and examples like earnings surprises.
Correcting the MarketExplores correcting market failures due to externalities through permit auctions and trading.
Factor Models in FinanceExplores factor models in finance, covering mean-variance portfolios, size and value anomalies, and momentum strategies.
