Esen Onur

Commodity Futures Trading Commission (CFTC)

1155 21st Street NW

Washington, DC 20581

United States

SCHOLARLY PAPERS

14

DOWNLOADS
Rank 26,619

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Top 26,619

in Total Papers Downloads

1,997

SSRN CITATIONS
Rank 25,360

SSRN RANKINGS

Top 25,360

in Total Papers Citations

21

CROSSREF CITATIONS

13

Scholarly Papers (14)

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 665 (43,456)
Citation 12

Abstract:

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

2.

Swap Trading after Dodd-Frank: Evidence from Index CDS

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 67 Posted: 04 Oct 2017 Last Revised: 27 Aug 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 564 (53,806)
Citation 10

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 206 (165,066)
Citation 2

Abstract:

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

4.

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 142 (227,930)
Citation 1

Abstract:

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swaps market, futures market, WTI crude derivatives

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 89 (320,352)
Citation 1

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 40 (480,789)
Citation 1

Abstract:

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manipulation, setttlement price, floor trading, futures markets

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
U.S. Commodity Futures Trading Commission (CFTC) and Commodity Futures Trading Commission (CFTC)
Downloads 80 (339,127)
Citation 3

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 Board of Governors of the Federal Reserve System
Downloads 67 (374,413)

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 Celik and Esen Onur
City, University of London and Commodity Futures Trading Commission (CFTC)
Downloads 41 (466,503)

Abstract:

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Prediction markets, posted-offer, double-auction

9.

Risk Appetite and Intermediation by Swap Dealers

Number of pages: 55 Posted: 28 Apr 2020
Scott Mixon and Esen Onur
Commodity Futures Trading Commission and Commodity Futures Trading Commission (CFTC)
Downloads 37 (484,205)
Citation 1

Abstract:

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Dealers, Hedging, Risk Appetite, Inter-mediation Service

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 20 (598,268)

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 16 (627,344)

Abstract:

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Market Microstructure, Foreign Exchange Market, Asymmetric Information

11.

Large Order Size Liquidity in Treasury Markets

Number of pages: 40 Posted: 05 Sep 2020
U.S. Commodity Futures Trading Commission (CFTC), Commodity Futures Trading Commission (CFTC) and New York University (NYU) - Leonard N. Stern School of Business
Downloads 16 (605,116)

Abstract:

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Large Orders, Implementation Shortfall, Treasury Futures

12.

The End of an Era: Who Pays the Price when the Livestock Futures Pits Close?

Number of pages: 47 Posted: 05 Sep 2020
Eleni Gousgounis and Esen Onur
U.S. Commodity Futures Trading Commission (CFTC) and Commodity Futures Trading Commission (CFTC)
Downloads 14 (618,839)

Abstract:

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pit trading, electronic trading, livestock futures, execution costs, customer orders

13.

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 (739,831)

Abstract:

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Dividend, swaps, futures

14.

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