2013 Unit of Study

The session(s) below are for 2013. For Summer School 2013 unit of study availability please visit the Summer School website (main Summer session January/February 2013).

The University of Sydney session calendar shows exact dates for sessions.

Broking and Market Making
UoS Code FINC6003
Credit points 6
Offered Semester 2
Prerequisites FINC5001 or FINC5002 or FINC6000
Corequisites
Prohibitions
Assumed Knowledge
Additional Information
Lectures 1x 3hr seminar per week
Assessment mid-semester exam (15%), class participation (5%), multiple choice question construction (5%), individual article annotation (10%), major assignment (20%), final exam (45%)
Description Broking and Market making is a unit of study that specialises in these particular areas of the financial services industry. Financial intermediaries have a crucial role for the function of capital markets and they are also the most likely employers of finance students. In this unit, we start with the theory on: what the functions of brokers and market makers are, what their sources of income are, how they help to make market more efficient and when their actions lower market quality. We then move on to investigate the academic research literature that specialises on issues important to these financial intermediaries. Starting with the rich literature on dealer markets, we will particularly focus on recent research on price formation, information dissemination and trading in limit order book markets that are becoming the market design of choice. We will also look in detail at the recent phenomena of fragmentation of markets, order referencing and internalisation.
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