globe
  1. Essential 12 items
    1. Market Microstructure in Emerging and Developed Markets - H. Kent Baker, Halil Kiymaz 2013 (electronic resource)

      Book Essential

    2. Puzzle of Microstructure Market Maker Models - Rafael Romeu 2004 (electronic resource)

      Book Essential

    3. Market microstructure theory - Maureen O'Hara 1995

      Book Essential Please note this addition to your reading list, I shall be talking about it in the next 2 lectures.

    4. Financial theory and corporate policy - Thomas E. Copeland, J. Fred Weston, Kuldeep Shastri 2014

      Book Essential Chapters 1, 2,3 & 4 will be used in semester 1 whereas chapters 5 & 6 for semester 2

    5. Corporate financial management - Glen Arnold 2013

      Book Essential

    6. The UK financial system: theory and practice - M. J. Buckle, John L. Thompson c2004

      Book Essential

    7. Financial market analysis - David Blake 2000 (various printings)

      Book Essential

    8. Financial Markets and Institutions - Frederic S. Mishkin, Stanley Eakins 2014

      Book Essential

    9. Options, futures, and other derivatives - John Hull 2015

      Book Essential

    10. Dynamic Asset Pricing Theory - Darrell Duffie 2005

      Book Essential

    11. Professional automated trading: theory and practice - Eugene A. Durenard 2013

      Book Essential

    12. High-frequency financial econometrics - Yacine A©t-Sahalia, Jean Jacod 2014

      Book Essential

  2. Further reading 7 items
    1. The economics of money, banking and finance: a European text - P. G. A. Howells, K. Bain 2008

      Book Further reading For topics in banking and financial institutions

    2. Finance & financial markets - Keith Pilbeam 2010

      Book Further reading

    3. Foundations of financial markets and institutions - Frank J. Fabozzi, Franco Modigliani, Frank Joseph Jones c2010

      Book Further reading

    4. Financial institutions and markets - Jeff Madura c2010

      Book Further reading

    5. Financial institutions management: a risk management approach - Anthony Saunders, Marcia Millon Cornett 2014

      Book Further reading

    6. Behavioural finance - William Forbes 2009

      Book Further reading

    7. Behavioral finance: psychology, decision-making, and markets - Lucy F. Ackert, Richard Deaves c2010

      Book Further reading