Esen Onur

Commodity Futures Trading Commission (CFTC)

1155 21st Street NW

Washington, DC 20581

United States

SCHOLARLY PAPERS

19

DOWNLOADS
Rank 25,600

SSRN RANKINGS

Top 25,600

in Total Papers Downloads

3,723

SSRN CITATIONS
Rank 18,855

SSRN RANKINGS

Top 18,855

in Total Papers Citations

50

CROSSREF CITATIONS

20

Scholarly Papers (19)

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 823 (55,442)
Citation 15

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 661 (73,911)
Citation 22

Abstract:

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

The Impact of Margin Requirements on Voluntary Clearing Decisions

Number of pages: 44 Posted: 16 Mar 2021 Last Revised: 13 Apr 2021
Esen Onur, David Reiffen and Rajiv Sharma
Commodity Futures Trading Commission (CFTC), U.S. Commodity Futures Trading Commission (CFTC) and U.S. Commodity Futures Trading Commission (CFTC)
Downloads 341 (161,905)

Abstract:

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Uncleared Margin Rule, CCP, Clearing, NDF

The Impact of Margin Requirements on Voluntary Clearing Decisions

Number of pages: 51 Posted: 25 Mar 2022 Last Revised: 12 Mar 2024
Esen Onur, David Reiffen and Rajiv Sharma
Commodity Futures Trading Commission (CFTC), U.S. Commodity Futures Trading Commission (CFTC) and U.S. Commodity Futures Trading Commission (CFTC)
Downloads 47 (740,489)

Abstract:

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Uncleared Margin Rule, NDF, CCP, clearing, Margin

4.

Who Trades Bitcoin Futures and Why?

Global Finance Journal, Vol. 55, 2023
Number of pages: 39 Posted: 10 Nov 2021 Last Revised: 17 Sep 2023
Commodity Futures Trading Commission (CFTC), Commodity Futures Trading Commision, Commodity Futures Trading Commission (CFTC) and Commodity Futures Trading Commission
Downloads 375 (146,481)
Citation 6

Abstract:

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Bitcoin, Bitcoin Futures, Concentrated Traders, Diversified Traders, Micro Bitcoin Futures

5.

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 257 (218,071)
Citation 4

Abstract:

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

6.

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 206 (269,490)
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 122 (419,197)
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 65 (632,426)
Citation 2

Abstract:

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manipulation, setttlement price, floor trading, futures markets

8.

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 136 (384,108)
Citation 6

Abstract:

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Dealers, Hedging, Risk Appetite, Inter-mediation Service

9.

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 123 (415,112)
Citation 6

Abstract:

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pit trading, futures, commodity markets, liquidity

10.

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 113 (442,149)
Citation 1

Abstract:

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11.

Contagion across Futures Markets through Trader Portfolios

Number of pages: 49 Posted: 03 Oct 2023
Alex Ferko, Esen Onur and Tugkan Tuzun
Commodity Futures Trading Commission (CFTC), Commodity Futures Trading Commission (CFTC) and Board of Governors of the Federal Reserve System
Downloads 89 (520,287)

Abstract:

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Interconnectedness, Contagion, Funding Liquidity, Futures Networks

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 40 (791,566)

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 33 (847,764)

Abstract:

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Market Microstructure, Foreign Exchange Market, Asymmetric Information

13.

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 62 (637,287)
Citation 1

Abstract:

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Large Orders, Implementation Shortfall, Treasury Futures

14.

Determinants of Commodity Market Liquidity

WILEY Online Library, 30 September 2023 | https://doi.org/10.1111/fire.12366
Number of pages: 40 Posted: 08 Nov 2023
Pankaj K. Jain, Ayla Kayhan and Esen Onur
University of Memphis - Fogelman College of Business and Economics, Commodity Futures Trading Commission (CFTC) and Commodity Futures Trading Commission (CFTC)
Downloads 60 (647,702)

Abstract:

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Market liquidity, Amihud price impact, microstructrure noise, commodity futures markets, futures positions data, inventory management, hedging demand, active position taking

15.

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

American Journal of Agricultural Economics (AJAE), Forthcoming
Number of pages: 52 Posted: 05 Sep 2020 Last Revised: 06 Feb 2024
Eleni Gousgounis and Esen Onur
U.S. Commodity Futures Trading Commission (CFTC) and Commodity Futures Trading Commission (CFTC)
Downloads 57 (663,917)

Abstract:

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

16.

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
University of Leicester - Department of Economics, Finance and Accounting and Commodity Futures Trading Commission (CFTC)
Downloads 57 (663,917)

Abstract:

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Prediction markets, posted-offer, double-auction

17.

Precedence Rules in Matching Algorithms

Journal of Commodity Markets, Volume 19, September 2020
Number of pages: 28 Posted: 26 Sep 2021
Richard Haynes and Esen Onur
Government of the United States of America - Department of the Treasury and Commodity Futures Trading Commission (CFTC)
Downloads 56 (669,482)
Citation 1

Abstract:

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Precedence rules; FIFO; Pro-rata; K-Algo

18.

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 (1,118,883)

Abstract:

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Dividend, swaps, futures

19.

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