NRE 5020

Last Updated

  • Schedule of Classes - April 13, 2023 2:00PM EDT
  • Course Catalog - April 12, 2023 7:14PM EDT

NRE 5020
PhD Seminar - Market Microstructure

Course information provided by the Courses of Study 2022-2023.

This is a doctoral level seminar in finance designed to acquaint students with the research in the area of market microstructure.  The course evaluates the main theoretical models and their applications.  Increasingly issues in microstructure are empirical in nature, and we will spend time on the empirical approaches used in such research. We will discuss a variety of current market microstructure topics including high-frequency trading and OTC markets. Because information and liquidity issues are fundamental to many of the issues covered in microstructure, this course should be of interest to students in a wide range of disciplines.

When Offered Spring.

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Syllabi: none

  •   Seven Week - First. 

  • 1 Credit GradeNoAud

  • 19621 NRE 5020   LEC 001

    • W TBA
    • Aug 31, 2022

    • O'Hara, M

      Saar, G

  • Instruction Mode: In Person
    Add/Drop Dates: August 15th at 9:00am thru August 29th at 11:59pm. After August 29th, permission of the instructor is required to add/drop and a late fee of $100.00 will be charged. If you are dropping after September 19th you will also receive a "W" on your transcript in addition to the late fees.

    Department Consent Required (Add)