NRE 5020

NRE 5020

Course information provided by the Courses of Study 2023-2024.

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
  •   Regular Academic Session. 

  • 3 Credits GradeNoAud

  • 17842 NRE 5020   LEC 001

  • Instruction Mode: In Person
    Enrollment limited to: Graduate students. Add/Drop dates: January 16th – February 5th Deadline to drop February 5th at 11:59pm. Permission from faculty required to add/drop after February 5th. A late fee of $100.00 will be charged after February 5th. Deadline to drop without “W” March 18th. After this date, "W" grade on your transcript in addition to the late fees.