Long-Lived Private Information Model- Spot and Future Markets Model
碩士 === 國立雲林科技大學 === 財務金融系碩士班 === 92 === We develop a multi-period auction model in which a single informed trader strateg- ically exploiting his long-lived information between spot market and future market. Our model is in the spirit of the essence of Kyle(1985) but differentiates from Kyle by int...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/39905285406535992685 |