NRE 5020

Last Updated

  • Schedule of Classes - June 21, 2024 12:50PM EDT
  • Course Catalog - June 6, 2024 12:59PM EDT

NRE 5020
PhD Seminar - Market Microstructure

Course information provided by the 2024-2025 Catalog. Courses of Study 2024-2025 is scheduled to publish mid-June.

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 (None)

When Offered Spring.

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Syllabi: none

  •   Regular Academic Session. 

  • 1-3 Credits GradeNoAud

  •  9713 NRE 5020   LEC 001

    • M

    • O'Hara, M

      Ye, M

    • M

    • O'Hara, M

      Ye, M

    • M

    • O'Hara, M

      Ye, M

    • M

    • O'Hara, M

      Ye, M

  • Instruction Mode: In Person

    Enrollment limited to: graduate students.
    Add/Drop Dates: 9:00 am, January 16, 2024 - 11:59 pm, February 5, 2024. Students will be assessed a $100 late fee and be required to obtain faculty permission to add/drop after February 5, 2024. If you drop after March 18, 2024, you will also receive a "W" on your transcript in addition to the late fees.

    Instructor Consent Required (Add)