Date | Apr 27, 2017 |
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Speaker | Lee, Kiseop |
Dept. | purdue University |
Room | 129-104 |
Time | 13:00-15:00 |
In general, market participants have different information levels, and their trading strategies and behaviors heavily depends on their information levels. We discuss how to mathematically model this information asymmetry, and how a more informed trader outperforms a less informed one in several different information models.