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Zhu, Haoxiang's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
5,871 |
Total
Citations
71 |
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1.
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Duffie, Darrell Stanford University - Graduate School of Business Zhu, Haoxiang Massachusetts Institute of Technology (MIT) - Sloan School of Management
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23 Feb 09
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Last Revised:
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28 Apr 11
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2,140
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30
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central clearing, netting efficiency, counterparty risk, over-the-counter derivatives
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2.
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Joslin, Scott University of Southern California Singleton, Kenneth J. Stanford University-Graduate School of Business Zhu, Haoxiang Massachusetts Institute of Technology (MIT) - Sloan School of Management
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23 Mar 09
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Last Revised:
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13 Oct 10
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1,827
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23
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dynamic term structure model, no-arbitrage, Gaussian, estimation
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3.
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Zhu, Haoxiang Massachusetts Institute of Technology (MIT) - Sloan School of Management
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16 Dec 10
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Last Revised:
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21 Nov 12
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1,218
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11
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dark pools, price discovery, liquidity, fragmentation, equity market structure
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4.
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Zhu, Haoxiang Massachusetts Institute of Technology (MIT) - Sloan School of Management
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07 Nov 09
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07 Nov 11
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311
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over-the-counter market, search, adverse selection, market breakdown, fragmentation, outside options, bargaining
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5.
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Du, Songzi Simon Fraser University (SFU) - Department of Economics Zhu, Haoxiang Massachusetts Institute of Technology (MIT) - Sloan School of Management
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10 Apr 11
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Last Revised:
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23 Aug 12
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266
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2
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Credit Default Swaps, Credit Event Auctions, Price Bias, Double Auction
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6.
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Du, Songzi Simon Fraser University (SFU) - Department of Economics Zhu, Haoxiang Massachusetts Institute of Technology (MIT) - Sloan School of Management
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16 Apr 12
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Last Revised:
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27 Mar 13
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83
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ex post equilibrium, double auction, information aggregation, dynamic trading, trading frequency
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7.
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Le, Anh University of North Carolina Kenan-Flagler Business School Zhu, Haoxiang Massachusetts Institute of Technology (MIT) - Sloan School of Management
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20 Mar 13
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Last Revised:
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27 Mar 13
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26
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gold lease rates, expectation hypothesis, risk premia, term structure
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Records 1 -
7
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