Institutional Investors
讲座时间:2017年4月4日
讲座地点:创管学院
讲座内容简介:
In this lecture, Dr. Guo discusses two strategic trading models on the trading behavior of institutional investors under the new market environment: a dynamic Bayesian Nash equilibrium model with smooth liquidity trading and a dynamic Bayesian Nash equilibrium model with informed traders and uninformed technical traders who both conduct technical analysis. These models are useful to explain many new phenomena which cannot be explained by classical models and provide new testable empirical implications.
讲座嘉宾简介:
Ming Guo, ShanghaiTech University.