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Alexis Stenfors

Portsmouth Business School

Portsmouth, PO1 3DE

United Kingdom

University of Doha for Science and Technology (UDST)

Doha

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  • Portsmouth Business School

  • University of Doha for Science and Technology (UDST)

SCHOLARLY PAPERS

14

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in Total Papers Downloads

4,457

TOTAL CITATIONS

8

Scholarly Papers (14)

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1.

Calendar Spreads as Autonomous Liquidity Pools: Evidence from Triangular Rollover Dynamics in Bond Futures Markets

Number of pages: 47 Posted: 26 Jun 2026
Illia Uzun and Alexis Stenfors
University of Portsmouth and Portsmouth Business School
Downloads 2,249

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Bond futures, Limit order book, Market Microstructure, related securities, rollovers, spreads, trading

2.

Detecting the Risk of Cross-Product Manipulation in the EUREX Fixed Income Futures Market

Number of pages: 47 Posted: 27 Aug 2023 Last Revised: 26 Jan 2024
Alexis Stenfors, Kaveesha Dilshani, Andy Guo and Peter Mere
Portsmouth Business School, University of Technology Sydney (UTS) - Data Science Institute, University of Technology Sydney (UTS) and Macquarie University
Downloads 499 (142,638)
Citation 2

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Bond futures, fixed income, cross-product manipulation, cross-market manipulation, limit order book, market microstructure, ramping, related securities, spoofing, trading, trade surveillance

3.

Spoofing and Pinging in Foreign Exchange Markets

Number of pages: 41 Posted: 01 Nov 2018
Alexis Stenfors and Masayuki Susai
Portsmouth Business School and Nagasaki University
Downloads 416 (177,047)
Citation 2

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market microstructure, limit order book, foreign exchange, high-frequency trading, manipulation, spoofing, pinging, stealth trading

4.

Model-Free Connectedness Measures

Number of pages: 18 Posted: 26 Jan 2023 Last Revised: 13 Apr 2023
David Gabauer, Ioannis Chatziantoniou and Alexis Stenfors
Johannes Kepler University, Hellenic Mediterranean University and Portsmouth Business School
Downloads 238 (321,897)

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Dynamic connectedness; unconditional connectedness measures; model-free; contemporaneous connectedness

5.

Quantile-on-Quantile Connectedness Measures: Evidence From the US Treasury Yield Curve

Number of pages: 11 Posted: 27 Aug 2023
David Gabauer and Alexis Stenfors
Johannes Kepler University and Portsmouth Business School
Downloads 232 (336,244)

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US yield curve; dynamic connectedness; quantile-on-quantile.

6.

US sectoral stock market volatility and geopolitical risk categories

Number of pages: 18 Posted: 21 Jan 2025
Ioannis Chatziantoniou, David Gabauer and Alexis Stenfors
Hellenic Mediterranean University, Lincoln University (NZ) and Portsmouth Business School
Downloads 155 (494,203)
Citation 4

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stock price volatility, industry sectors, geopolitical risk components

7.

The Impact of Strategic Limit Order Submissions on Foreign Exchange Market Liquidity

Number of pages: 33 Posted: 26 Jan 2018
Alexis Stenfors and Masayuki Susai
Portsmouth Business School and Nagasaki University
Downloads 139 (534,155)

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market microstructure, limit order book, foreign exchange, high-frequency trading, volume-based liquidity

8.

AI-Driven Financial Market Surveillance of Shadow Insider Trading

Number of pages: 63 Posted: 08 Nov 2025
Boyu Li, Alexis Stenfors, Kaveesha Dilshani, Andy Guo, Peter Mere and Fang Chen
affiliation not provided to SSRN, Portsmouth Business School, University of Technology Sydney (UTS) - Data Science Institute, University of Technology Sydney (UTS), Macquarie University and University of Technology Sydney
Downloads 104 (704,534)

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Cross-product manipulation, Machine learning, related securities, shadow trading, ST-graph attention network, trade surveillance

9.

Shadow Trading Detection: A Graph-Based Surveillance Approach

Number of pages: 17 Posted: 12 Jun 2025
Alexis Stenfors, Andy Guo, Boyu Li, Kaveesha Dilshani, Peter Mere and Fang Chen
Portsmouth Business School, University of Technology Sydney (UTS), affiliation not provided to SSRN, University of Technology Sydney (UTS) - Data Science Institute, Macquarie University and University of Technology Sydney
Downloads 104 (694,528)

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Attention network, cross-product manipulation, graph learning, Insider Trading, Machine Learning, related securities, shadow trading, stock prediction, trade surveillance

10.

LUMI: Learning Unified Market Interdependencies via Networked Attention for Stock Prediction

Number of pages: 51 Posted: 14 Jan 2026
Kaveesha Dilshani, Boyu Li, Andy Guo, Alexis Stenfors, Peter Mere and Fang Chen
University of Technology Sydney (UTS) - Data Science Institute, affiliation not provided to SSRN, University of Technology Sydney (UTS), Portsmouth Business School, Macquarie University and University of Technology Sydney
Downloads 89 (771,553)

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Stock Prediction, Graph Neural Networks, Deep Learning

11.

Calendar Spreads as Autonomous Liquidity Pools in Bond Futures Markets

Number of pages: 38 Posted: 13 Feb 2026
Illia Uzun and Alexis Stenfors
University of Portsmouth and Portsmouth Business School
Downloads 84 (891,180)

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Bond futures, limit order book, market microstructure, related securities, rollovers, spreads, trading

12.

Eurozone Sectoral Inflation Networks

Number of pages: 38 Posted: 29 Oct 2025
David Gabauer, Alexis Stenfors and Valerio Vinco
Lincoln University, Portsmouth Business School and Roma Tre University
Downloads 55 (1,031,043)

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Consumer inflation, Dynamic Connectedness, Gini-decomposed connectedness

13.

Beyond LIBOR: Money Markets and the Illusion of Representativeness

Number of pages: 13 Posted: 18 Feb 2021
Lilian Muchimba and Alexis Stenfors
Portsmouth Business School and Portsmouth Business School
Downloads 53 (1,031,043)

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Bank of Zambia, banks, benchmarks, Eurodollar market, LIBOR, monetary transmission mechanism, reference rates

14.

Decomposing the Rate of Inflation: Price-Setting and Monetary Policy

Number of pages: 23 Posted: 03 Jun 2025
Alexis Stenfors, Mimoza Shabani, David Gabauer and Jan Toporowski
Portsmouth Business School, University of East London, Lincoln University and affiliation not provided to SSRN
Downloads 40 (1,196,171)

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Consumer price index, inflation components, dynamic connectedness, inflation targeting, monetary policy