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- Introduction: A review of financial markets
- Market Efficiency and Predictability in Financial Markets: efficient markets theory, technical analysis, fundamental analysis
- Asset Pricing Theories: CAPM, APT
- The interaction between the real economy and the financial markets: macroeconomic activity and financial markets; monetary policy and financial markets; banking sector and the financial markets.
- Market micro-structure
- Bond markets, FX markets, commodity markets
- Behavioral Finance
- Volatility and Risk
- Selected Empirical Research Topics: co-movement of financial markets, contagion,
Soros’ theory of reflexivity
- C.F. Huang and R. Litzenberger. Foundations for Financial Economics. Prentice Hall.
- Bodie, Z., A. Kane, and A.J. Marcus (2007). Investments, McGraw-Hill.
- Grinblatt, M., and S. Titman, Financial Markets and Corporate Strategy. McGraw-Hill.
- E.J. Elton and M.J. Gruber, Modern portfolio theory and investment analysis, Wiley.