第三类是知情交易者(Informed Trader), 他们知道某只股票的内部消息, 并可以交易个 股与股指期货。第四类是竞争性的风险 …www.docin.com|基于29个网页 2. 资讯交易者 如果投资人是理性预期者或是凭资讯交易者(Informed Trader),目前股价应已反映此共识;此指标对未来股价应无预测性;相反 …tw.myblog.yahoo.co...
2)informed trader信息交易者 1.This paper studies the connection between the irrational behavior of and the herding equilibrium of informed traders in security market.分析了证券市场上信息交易者的非理性行为与其羊群行为均衡之间的关系。 英文短句/例句 1.Study on Herding Equilibrium of Irrational Informed ...
the general market participant and the informed trader. This difference is shown to be nonnegative when the signal-to-noise ratio of the information flow is known in advance. Explicit trading strategies leading to statistical arbitrage opportunities, taking advantage of the additional information, ...
informed trader知情交易者 1.Supposing the traders could be classified as three types—liquidity traders,informed traders and uninformed traders,this paper presented a model on the order-driven market.假设交易者可以分为流动性交易者、知情交易者和不知情交易者三类,则可以针对指令驱动市场建立模型:流动性交...
Hedge Fund Investment Process 热度: Internal capital markets and investment policy evidence from corporate spinoffs 热度: market segmentation and share price premium evidence from chinese stock markets 热度: InformedTraderUsageofStockvs.OptionMarkets: ...
This paper examines whether informed traders change their preferred order type and order size based on the horizon of their private information. Specifically, we investigate whether informed traders prefer market or limit orders, small, medium or large order, right before quarterly earnings announcements...
In showing that an equilibrium trading strategy for informed traders and an equilibrium pricing rule for the market maker exist, the trade-off between this uncertainty and informed trader competition can be studied for different types of information, and its impact on information release policies of ...
Based upon the trader categorization defined in the preceding chapter, this chapter aims at describing and analyzing the liquidity demand (aggressor) and supply (originator) behavior of the different trader categories. The behavior of informed traders will be compared to the behavior of the other ...
4. Effect of Trader Behavior and Trade Duration on Price Volatility: Evidence from the TXO Options Market [C] . WU Peishan, CHIU Chinpo Environment, low-carbon and strategy. . 2011 机译:交易者行为和交易持续时间对价格波动的影响:来自TXO期权市场的证据 5. Informed institutional investors' tr...
reversal. However, limits to uninformed trader rationality of the form assumed by HS would also create long-term reversal. Other deviations from rationality could cause different patterns of return predictability. In particular, strong contrarian behavior, of the form often seen among ...