Dr. P.V. Viswanath

 

pviswanath@pace.edu

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FIN: Market Microstructure
Course Outline and TimeTable

 
 

Summer 2005

 
 

Class Meeting session and Days

Topics

Projects and other Deadlines

Session 1
June 3; 2 p.m. to 5 p.m.

 

Prof. Padma Kadiyala

Session 2
June 6; 5 p.m. to 8 p.m.

  Prof. Padma Kadiyala

Session 3
June 8; 5 p.m. to 8 p.m.

  Prof. Padma Kadiyala

Session 4
June 10; 2 p.m. to 5 p.m.

  Prof. Padma Kadiyala

Session 5
June 13; 10 a.m. to 1 p.m.

  Prof. Padma Kadiyala

Session 6
June 15; 10 a.m. to 1 p.m.

  Prof. Padma Kadiyala

Session 7
June 17; 10 a.m. to 1 p.m.

Chaps. 2, 3: Introduction
Chap. 4: Types of Orders
Prof. P.V. Viswanath

Session 8
June 20; 10 a.m. to 12:30 p.m.

Chap. 5: Market Structures
Chapter 6: Order Driven Markets
Prof. P.V. Viswanath

Session 9
June 22; 10 a.m. to 1 p.m.

Chapter 13: Dealer Markets
Chapter 14: Bid-Ask Spreads
Prof. P.V. Viswanath

Session 10
June 24; 10 a.m. to 1 p.m.

Chapter 9: Good Markets
Chapter 5 (Francioni and Schwartz): Institutional Order Flow
Prof. P.V. Viswanath
Session 11
June 27; 10 a.m. to 1 p.m.
Chapter 25: Specialists Prof. P.V. Viswanath

Session 12
June 29; 10 a.m. to 1 p.m.

Chapter 26: Competition within and Among Markets;
Presentations
Prof. P.V. Viswanath

Session 13
July 1; 9 a.m. to 1 p.m.

Final Exam Profs. Padma Kadiyala and P.V. Viswanath

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