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BFIN 3018 - MARKET MICROSTRUCTUREMinimum Credits: 3 Maximum Credits: 3 Analyzes the process and results of trading assets under a set of explicit trading rules. Research in this area examines the structure provided by various market mechanisms to model how rules for price setting evolve in markets. The purpose of this seminar is to provide an introduction to the basic paradigms that are used to explain the behavior of markets and their participants. In addition to discussing the theory underlying market microstructure, we will examine a variety of empirical papers that use tick-by-tick data on bonds, stocks, options and futures. Academic Career: Graduate Course Component: Seminar Grade Component: Grad LG/SNC Basis Course Requirements: Katz Grad School of Business students only.
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