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Asimetrične Informacije Na Finansijskom Tržištu – Igre Sa Sekvencijalnim Potezima

Author

Listed:
  • Dejan Tifunović

Abstract

U ovom radu proučavamo uspostavljanje ravnoteže na finansijskom tržištu u uslovima kada su investitori asimetrično informisani, koristeći metodologiju teorije igara. Pokazaćemo da se kupo-prodajna marža (spread) povećava sa povećanjem verovatnoće insajderskog trgovanja. Dinamički modeli trgovine sugerišu da se sa protekom vremena smanjuje informaciona prednost insajdera u odnosu na organizatora tržišta (market maker). Pomoću sekvencijalnih modela trgovine je moguće objasniti razne vrste tržišnih manipulacija i berzanske slomove.

Suggested Citation

  • Dejan Tifunović, 2006. "Asimetrične Informacije Na Finansijskom Tržištu – Igre Sa Sekvencijalnim Potezima," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 51(170), pages 7-42, July - Se.
    • Handle: RePEc:beo:journl:v:51:y:2006:i:170:p:7-42
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