NRE 5020

NRE 5020

Course information provided by the Courses of Study 2019-2020.

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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Enrollment Information
Syllabi: none
  •   Regular Academic Session. 

  • 3 Credits Opt NoAud

  • 16363NRE 5020  LEC 001

  • Instruction Mode: Hybrid - Online & In Person
    Open to Non Johnson Graduate Students ONLY Non-Johnson Students ONLY: January 14th at 8:00am to February 4th at 4:00pm. You may add or drop a full semester class after February 4th with permission of the faculty. A late fee of $100.00 will be charged for each add or drop transaction. If you are dropping after March 17th you will also receive a "W" on your transcript in addition to the late fees.