Tepper School of Business

 

 

45-871 Trade and Investment Strategy

 

                                                                                                                                     

                                                                                                                                     Professor Robert A. Miller  ramiller@cmu.edu

                                                                                                                                     Teaching Assistant

                                                                                                                                      Pei Xue  pxue@andrew.cmu.edu

 

 

 

 

B.    LIMIT ORDER MARKETS

 

Supplementary Material and Games used in this portion of the course

 

 

Wednesday November 6:        5. How Limit Order Markets Works

5.1  Landing Game (right click to save)

 

Monday November 11:           6. Liquidity and Market Dynamics

                                                 6.1 Estimating the Gains from Trade in Limit Order Markets

                                       

 

Wednesday November 13:      7. Trading on an LOM Platform

                                                 7.1 Recycling Game (right click to save)

                                               

 

 

Monday November 18:           8. Arbitrage Pricing

8.1 Telecommunication Providers (right click to save)

 

Monday November 20:          9. Price Discovery

                                               9.1 Currency game (right click to save)