NRE 5020 - Ph.D. Seminar - Market Microstructure

Fall. 3 credits.

M. O’Hara, G. Saar.

This is a doctoral level seminar in finance designed to acquaint students with the research in the area of market microstructure. The focus of the course is on both theoretical and empirical work. The course will evaluate 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. Because information issues are fundamental to many of the issues covered, this course should be of interest to students in Finance, Economics, and Accounting. This course is structured to introduce students to interesting research problems in the securities markets.