Class #04: Thursday 27-Sep-2012 and Saturday 29-Sep-2012
Questions for assignment due at the beginning of this class
We are doing the Nikkei 225 Reconstitution case
S
heet to be turned in
Ni
kkei data
updated
(reposted 25-Sep-2012)
Reading help for Nikkei case
(reposted 25-Sep-2012)
Answers for students
Class notes from the 1st half of class
P
rinted 1
slide
per
page
Printed 6
slides
per
page
Class notes from the 2nd half of class
P
rinted 1 slide per page
P
rinted 6 slides per page
Articles on trading
Millisecond Trading NYT
24-Jul-2009
Hendershott and Seasholes (2007)
Dark pools
D
ark Pools: Business Week
03-Oct-2007
Dark Pools: China Daily
11-Dec-2009
Dark Pools: China Daily
15-Sep-2010
Dark Pools: SCMP
12-Dec-2011
Dark Pools: FT
08-May-2012
Other topics
Vanguard to change benchmarks
03-Oct-2012
S
&P Index Methodology
ver 2012-Mar
UBS Technical Strategy Guide
20120914
Bloomberg Iron Market
20120924
Greenwood's Original Paper
2005 JFE
G
reenwood's Original Paper
G
raphs Only
{
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EIM: Class 04
Class 01
Class 02
Class 03
Class 04
Class 05
Class 06
Class 07
Final