NRE 5020

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  • Schedule of Classes - October 31, 2025 7:07PM EDT

NRE 5020
PhD Seminar - Market Microstructure

Course information provided by the 2025-2026 Catalog.

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.


Last 4 Terms Offered 2024SP, 2022FA, 2022SP, 2020SP

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Syllabi: none

  •   Regular Academic Session. 

  • 3 Credits GradeNoAud

  • 15235 NRE 5020   LEC 001

    • M
    • Jan 20 - May 5, 2026

    • Saar, G

      Ye, M

  • Instruction Mode: In Person

    Enrollment limited to: graduate students.
    Add/Drop dates: 9:00am, January 13, 2026 – 11:59pm, February 3, 2026. Students are required to obtain faculty permission to add/drop after February 3, 2026. If you drop after March 17, 2026, you will also receive a “W” on your transcript.

    Department Consent Required (Add)