Class #04: Thursday 23-Sep-2010 and Saturday 25-Sep-2010
Class notes from the 1st half of class
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Printed 6
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Class notes from the 2nd half of class
(these notes summarize some of the guest speaker's
points but are NOT comprehensive)
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rinted 1 slide per page
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rinted 6 slides per page
Questions for assignment due at the beginning of this class
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heet 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
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&P Index Methodology
Hendershott and Seasholes (2007)
D
ark 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
G
reenwood's Original Paper on Nikkei
XXX
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EIM: Class 04
Class 01
Class 02
Class 03
Class 04
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Class 07
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