Richard Haynes

Commodity Futures Trading Commission (CFTC)

1155 21st Street NW

Washington, DC 20581

United States

SCHOLARLY PAPERS

5

DOWNLOADS

487

CITATIONS

1

Scholarly Papers (5)

1.

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
Raymond P.H. Fishe, Richard Haynes and Esen Onur
University of Richmond - E. Claiborne Robins School of Business, Commodity Futures Trading Commission (CFTC) and Commodity Futures Trading Commission (CFTC)
Downloads 179 (164,343)

Abstract:

Loading...

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

2.

The Collateral Rule: An Empirical Analysis of the CDS Market

Number of pages: 57 Posted: 14 Nov 2017
Columbia University, AQR Capital Management, LLC, Yale School of Management and Commodity Futures Trading Commission (CFTC)
Downloads 172 (170,302)

Abstract:

Loading...

Collateral Requirements, Clearinghouse, Credit Default Swaps, Value at Risk

3.

When Do Matthew Effects Occur?

Matthew S. Bothner, Richard Haynes, Wonjae Lee, Edward Bishop Smith, WHEN DO MATTHEW EFFECTS OCCUR?, Journal of Mathematical Sociology, Vol. 34, No. 2, pp. 80-114, 2010
Number of pages: 36 Posted: 22 Jul 2010
ESMT European School of Management and Technology, Commodity Futures Trading Commission (CFTC), Korea Advanced Institute of Science and Technology (KAIST) and Northwestern University
Downloads 135 (208,243)
Citation 1

Abstract:

Loading...

leadership, social networks, status

4.

Assessing the Impact of the Basel III Leverage Ratio on the Competitive Landscape of US Derivatives Markets: Evidence from Options

Number of pages: 14
Lihong McPhail, Richard Haynes and Haoxiang Zhu
Commodity Futures Trading Commission (CFTC), Commodity Futures Trading Commission (CFTC) and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 1

Abstract:

Loading...

capital requirement, leverage ratio, Basel III, options

5.

The Liquidity of Credit Default Index Swap Networks

Number of pages: 33
Lihong McPhail and Richard Haynes
Commodity Futures Trading Commission (CFTC) and Commodity Futures Trading Commission (CFTC)
Downloads 0

Abstract:

Loading...

OTC Market, Liquidity, Credit Default Index Swaps, Network, Execution Cost