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| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | 노찬우 | en_US |
| dc.date.accessioned | 2014-12-01T11:46:13Z | - |
| dc.date.available | 2014-12-01T11:46:13Z | - |
| dc.date.issued | 2010 | en_US |
| dc.identifier.other | OAK-2014-00040 | en_US |
| dc.identifier.uri | http://postech.dcollection.net/jsp/common/DcLoOrgPer.jsp?sItemId=000000542611 | en_US |
| dc.identifier.uri | https://oasis.postech.ac.kr/handle/2014.oak/542 | - |
| dc.description | Doctor | en_US |
| dc.description.abstract | In his seminal paper, Kyle (1985) analyzed a market model with an informed trader who has monopoly on long-lived information. We consider a market with the same participants as in Kyle's, but where the informed trader has monopoly on two types of information, long-lived one and short-lived one. A necessary and sufficient condition for a market equilibrium in the form of a difference equation system is found, and a method of calculating a solution is suggested. The strategic behavior of the informed trader is analyzed with the emphasis on the interactive effect of the two types of information. | en_US |
| dc.language | eng | en_US |
| dc.publisher | 포항공과대학교 | en_US |
| dc.rights | BY_NC_ND | en_US |
| dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/2.0/kr | en_US |
| dc.title | Strategic Trading of Informed Trader with Monopoly on Short- and Long-Lived Information | en_US |
| dc.title.alternative | 장기 및 단기 지속 정보를 독점한 정보거래자의 전략적 거래 | en_US |
| dc.type | Thesis | en_US |
| dc.contributor.college | 일반대학원 수학과 | en_US |
| dc.date.degree | 2010- 2 | en_US |
| dc.contributor.department | 포항공과대학교 수학과 대학원 | en_US |
| dc.type.docType | Thesis | - |
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