International Summer School in Empirical Methods in Market Microstructure Research

The Department of Economics of the University of Molise, in collaboration with ECMCRC (European Capital Markets Cooperative Research Centre) and CMCRC (Capital Markets Cooperative Research Centre), is organizing an International Summer School on “Empirical Methods in Market Microstructure Research”.

The Summer School will take place from 9 to 13 July, 2018, and it is hosted in the beautiful medieval town of Agnone, located in the upper part of Molise.

Conducted in English, the programme addresses graduate and postgraduate students

from Economics with background knowledge in introductory finance and basic statistics.

The programme deals with empirical market microstructure research; it aims at investigating the impact of regulation or market structure on the quality and efficiency of markets, through a combination of introductory classes on how to conduct empirical research and “hands on” practical work in computer laboratory sessions.

This course is designed to provide students with an understanding of (1) approaches

to empirical tests in market microstructure research, (2) Thompson Reuters Tick History

(TRTH) data and how it can be used to conduct empirical tests, and (3) the SAS language and how it can be used to analyse large datasets (Big Data) comprised of billions of observations.

Summer School prize

Capital Market Cooperative Research Centre, an Australian leading research and development organisation based in Sydney, will offer the best performing student a grant of up to 5.000 AUD for reimbursement of costs to spend 3 weeks visiting its headquarter in Sydney to work on a specific research project. The student, depending on his/her performance, will be offered the possibility to join one of the CMCRC PhD programs. The PhD program has a duration of 3 years, to be spent mainly in Sydney, and the student, if successful, will benefit of annual scholarship of AUD 50,000.

Fees

The participation fee to the Summer School is 200€. This fee includes all teaching, social activities, some meals and transfer from and to Isernia on shuttle bus. All other expenses incurred by Participants are chargeable to themselves only. Admitted applicants who accept the place shall agree to pay the programme fees in full within 15 days of notification of acceptance. Failure to do so, will result in the applicant’s cancellation.

 

Full details and application forms available at http://dipeconomia.unimol.it/EMMMR

 

Contact: EMMMR@unimol.it