Esen Onur

Commodity Futures Trading Commission (CFTC)

1155 21st Street NW

Washington, DC 20581

United States

SCHOLARLY PAPERS

11

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1,652

CITATIONS
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Top 24,896

in Total Papers Citations

17

Scholarly Papers (11)

1.

Volatility Derivatives in Practice: Activity and Impact

Number of pages: 52 Posted: 25 Jan 2015 Last Revised: 12 Aug 2015
Scott Mixon and Esen Onur
Commodity Futures Trading Commission and Commodity Futures Trading Commission (CFTC)
Downloads 613 (42,062)
Citation 4

Abstract:

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Variance swap, VIX futures, options, demand pressure, buying pressure

2.

Swap Trading after Dodd-Frank: Evidence from Index CDS

Number of pages: 66 Posted: 04 Oct 2017 Last Revised: 02 Jun 2019
Commodity Futures Trading Commission (CFTC), Commodity Futures Trading Commission (CFTC), U.S. Commodity Futures Trading Commission (CFTC) and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 427 (66,406)
Citation 9

Abstract:

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Dodd-Frank Act, OTC Derivatives, Swaps, Swap Execution Facility, Request for Quotes, Auction, Competition, Winner's Curse, Relationship

3.

Anticipatory Traders and Trading Speed

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 51 Posted: 16 May 2015 Last Revised: 14 Dec 2017
University of Richmond - E. Claiborne Robins School of Business, Commodity Futures Trading Commission (CFTC) and Commodity Futures Trading Commission (CFTC)
Downloads 185 (161,035)
Citation 2

Abstract:

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Algorithmic traders, Manual traders, Cancellation rates, Order book, WTI crude oil futures, Local price trends

The Effect of Settlement Rules on the Incentive to Bang the Close

Number of pages: 51 Posted: 16 Jul 2016 Last Revised: 17 Nov 2017
Esen Onur and David Reiffen
Commodity Futures Trading Commission (CFTC) and U.S. Commodity Futures Trading Commission (CFTC)
Downloads 84 (295,329)

Abstract:

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manipulation, setttlement price, floor trading, futures markets

The Effect of Settlement Rules on the Incentive to Bang the Close

Number of pages: 47 Posted: 13 Aug 2015 Last Revised: 19 Sep 2015
Esen Onur and David Reiffen
Commodity Futures Trading Commission (CFTC) and U.S. Commodity Futures Trading Commission (CFTC)
Downloads 36 (445,186)
Citation 1

Abstract:

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manipulation, setttlement price, floor trading, futures markets

5.

Exploring Commodity Trading Activity: An Integrated Analysis of Swaps and Futures

Number of pages: 40 Posted: 23 Dec 2016
Scott Mixon, Esen Onur and Lynn Riggs
Commodity Futures Trading Commission, Commodity Futures Trading Commission (CFTC) and Commodity Futures Trading Commission (CFTC)
Downloads 111 (243,637)
Citation 1

Abstract:

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swaps market, futures market, WTI crude derivatives

6.

The Effect of Pit Closure on Futures Trading

Number of pages: 40 Posted: 23 Feb 2017 Last Revised: 22 Sep 2017
Eleni Gousgounis and Esen Onur
Stevens Institute of Technology - School of Business and Commodity Futures Trading Commission (CFTC)
Downloads 75 (313,020)

Abstract:

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pit trading, futures, commodity markets, liquidity

7.

Trader Positions and Marketwide Liquidity Demand

FEDS Working Paper No. 2017-103
Number of pages: 36 Posted: 09 Oct 2017
Commodity Futures Trading Commission (CFTC), Commodity Futures Trading Commission (CFTC) and Federal Reserve Board
Downloads 51 (380,211)
Citation 1

Abstract:

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Liquidity, Passive Trading, Price Impact

8.

Determination of Odds in Prediction Markets: Coexistence of Posted-Offer and Double-Auction Designs

Number of pages: 24 Posted: 18 Feb 2015
Levent Çelik and Esen Onur
National Research University Higher School of Economics and Commodity Futures Trading Commission (CFTC)
Downloads 37 (431,240)

Abstract:

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Prediction markets, posted-offer, double-auction

How Much You Know Matters: A Note on the Exchange Rate Disconnect Puzzle

Number of pages: 21 Posted: 12 May 2012
Esen Onur
Commodity Futures Trading Commission (CFTC)
Downloads 18 (545,760)

Abstract:

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Market Microstructure, Foreign Exchange Market, Asymmetric Information

How Much You Know Matters: A Note on the Exchange Rate Disconnect Puzzle

Applied Economics Research Bulletin, Vol. 9, Summer 2014
Number of pages: 21 Posted: 30 Jan 2015
Esen Onur
Commodity Futures Trading Commission (CFTC)
Downloads 15 (565,101)

Abstract:

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Market Microstructure, Foreign Exchange Market, Asymmetric Information

10.

Dividend Swaps and Dividend Futures: State of Play

Forthcoming, Journal of Alternative Investments, https://doi.org/10.3905/jai.2017.19.3.027
Posted: 18 Mar 2015 Last Revised: 22 May 2019
Scott Mixon and Esen Onur
Commodity Futures Trading Commission and Commodity Futures Trading Commission (CFTC)
Downloads 0 (661,885)

Abstract:

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Dividend, swaps, futures

11.

The Role of Asymmetric Information Among Investors in the Foreign Exchange Market

International Journal of Finance and Economics, Volume 13, Issue 4, Pages 307–400, 2008
Posted: 30 Jan 2015
Esen Onur
Commodity Futures Trading Commission (CFTC)

Abstract:

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Foreign Exchange Market, Information Heterogeneity, Market Microstructure