Class #04:  Thursday 23-Sep-2010 and Saturday 25-Sep-2010


Class notes from the 1st half of class
  • Printed 1 slide per page
  • Printed 6 slides per page

Class notes from the 2nd half of class
(these notes summarize some of the guest speaker's
points but are NOT comprehensive)
  • Printed 1 slide per page
  • Printed 6 slides per page

Questions for assignment due at the beginning of this class
  • Sheet to be turned in
  • Nikkei data for students
  • Reading help for Nikkei case
  • Answers for students

Articles and postings that are useful for this class
  • S&P Index Methodology
  • Hendershott and Seasholes (2007)
  • Dark Pools: Business Week 03-Oct-2007
  • Dark Pools: China Daily 11-Dec-2009
  • Dark Pools: China Daily 15-Sep-2010
  • Millisecond Trading NYT 24-Jul-2009
  • Greenwood's Original Paper on Nikkei
  • XXX

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EIM: Class 04