1) informed trading
知情交易
1.
A Study on the Informed Trading and Market Manipulation under the Asymmetric Information;
非对称信息下的知情交易与市场操纵研究
2.
Then this paper models the measurement of probability of informed trading in an order-driven stock market of China on the basis of stock transaction data.
根据知情交易者和未知情交易者行为,构建了交易者序贯交易过程。
3.
Based on the model of EKOP,this paper estimates the probability of informed trading(PIN) in Shanghai stock market,describes the feature of PIN,and tests the risk pricing capability of PIN.
本文以EKOP模型为基础,研究了沪市股票知情交易概率的特征,并检验了知情交易概率的风险定价能力。
2) 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:流动性交易者的最优指令决定于他对股票价值的估计、股票的即时价格和流动性;在私有信息传播过程中,知情交易者因为竞争要提交指令尽快成交;不知情交易者可以通过分析指令簿和指令成交记录来猜测私有信息的价值。
2.
This paper studied the trading strategy of an informed trader to maximize his final wealth under the condition of trading fee and interest rate.
研究了在交易费用和利率的条件下,知情交易者为获取最大期末财富所采取的指令提交策略。
3.
There are two kinds of investors in the market,informed traders and uninformed traders.
市场上有知情交易者和不知情交易者两类投资者,研究发现:货币供给对知情交易者影响很小,但是货币供给对不知情交易者的影响很大。
3) pin
[英][pɪn] [美][pɪn]
知情交易概率
1.
Taking annual reports disclosure as the event,information asymmetry is directly measured by PIN (probability of informed trading) and its effect on price discovery is explored through event study around periodical reports Empirical results show that information asymmetry aggravates before public release of annual reports and it is inversely proportional to firm size.
以公司年报披露为事件,用知情交易概率直接衡量定期公告期间的信息不对称水平,并通过事件研究法分析公告期间信息不对称对价格发现的影响。
4) uniformed trader
未知情交易者
5) uninformed trader
非知情交易者
1.
The paper investigates the informed and uninformed traders arriving rate and the effected factors in the market.
本文实证研究了我国证券市场知情与非知情交易者的市场到达率及其影响因素。
6) insider deal
知情人的交易
补充资料：知情
1.了解事件的原委情状。 2.特指了解有关案件的情况。 3.领情。
说明：补充资料仅用于学习参考，请勿用于其它任何用途。
参考词条