Academy of Mathematics and Systems Science, CAS
Colloquia & Seminars

Speaker:	康俊卿, 中山大学
Inviter:	娄有成
Title:	Informed Trading with Awareness
Language:	Chinese
Time & Venue:	2024.01.25 09:30-10:30 内部讨论
Abstract:	We study how the awareness of additional risk component influences the financial market quality. Investors without awareness of the additional risk component trade ’as if’ there exists only the conventional risk component while investors with awareness process both information about the conventional and the additional risk components and trade with them. The increasing in awareness benefits financial market when information quality about the additional risk component is relatively high, vise versa