This paper provides a guide to high frequency option trade and quote data disseminated by theOptions Price Reporting Authority (OPRA). We present a comprehensive overview of the U.S. option market, including details on market regulation and the trading processes for all 16 constituent option...

We present a simple model featuring the supply side of the Bitcoin ecosystem, i.e. the market structure of "mining". Our model suggests that a large mining pool entertains the trade-off between compromising the network given its market power and attracting sufficient hashrate delegations from...