77 Massachusetts Avenue
Cambridge, MA 02139-4307
1050 Massachusetts Avenue
Cambridge, MA 02138
1954 Huashan Road
Shanghai P.R.China, 200030
Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA)
in Total Papers Downloads
in Total Papers Citations
options, information, volume, derivatives
options, derivatives, information, volatility
Volatility, Stock Options, Deriviatives, Information
Tri-Party Repo, Pricing, Haircut, Money Market Funds
This is a National Bureau of Economic Research Paper. NBER charges a fee of
$5.00 for this paper.
File name: nber.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
Market Efficiency, Multi-tiered Information Release, High-frequency Trading
Short Sale, Options, CDS, Derivatives, Infomation
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 0.729 seconds