You're researching a steroid hormone that binds to a receptor inside the cell. Once the receptor binds to its hormone, the receptor moves into the nucleus of the cell. The result of hormone-receptor binding is that new mRNA molecules are made. The receptor is also a

transcription factor

Explanation:

Transcription is the process by which a specific fragment of DNA (e.g., a gene sequence) is used as template to synthesize an RNA molecule, typically a messenger RNA (mRNA), which is then used to synthesize a protein by a process called translation. Transcription factors are proteins that bind to specific genomic sequences (e.g., promoter sequences) in order to alter the mechanism of transcription. Transcription factors function coordinately to stimulate or inhibit specific cellular processes (e.g., cell division, cell growth, cell migration, etc.) according to the cell type and stage of development. Transcription factors may act alone or form macromolecular complexes that stimulate or block the recruitment of the RNA polymerases (RNA pols), which are key enzymes required for transcribing a fragment of a DNA strand (e.g, a gene) into an RNA sequence during transcription.

i think it is dna, i'm not totally sure but i think it might be.