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Details about Esen Onur

Workplace:Commodity Futures Trading Commission (CFTC), Government of the United States, (more information at EDIRC)
Department of Economics, California State University-Sacramento, (more information at EDIRC)
Department of Economics, University of Maryland, (more information at EDIRC)

Access statistics for papers by Esen Onur.

Last updated 2024-04-06. Update your information in the RePEc Author Service.

Short-id: pon65


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Working Papers

2017

  1. Trader Positions and Marketwide Liquidity Demand
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads

2011

  1. How much you know matters: A note on the exchange rate disconnect puzzle
    MPRA Paper, University Library of Munich, Germany Downloads

Journal Articles

2024

  1. Determinants of commodity market liquidity
    The Financial Review, 2024, 59, (1), 9-30 Downloads
  2. The end of an era: Who paid the price when the livestock futures pits closed?
    American Journal of Agricultural Economics, 2024, 106, (3), 1111-1140 Downloads

2023

  1. The effect of the last two phases of the uncleared margin rule on participant swap decisions
    Journal of Securities Operations & Custody, 2023, 15, (3), 228-237 Downloads
  2. Trader positions and aggregate portfolio demand
    The Journal of Economic Asymmetries, 2023, 27, (C) Downloads
  3. Who trades bitcoin futures and why?
    Global Finance Journal, 2023, 55, (C) Downloads View citations (1)

2022

  1. Resiliency in the E‐mini futures market
    Journal of Futures Markets, 2022, 42, (1), 5-23 Downloads View citations (3)

2020

  1. Precedence rules in matching algorithms
    Journal of Commodity Markets, 2020, 19, (C) Downloads View citations (1)
  2. Swap trading after Dodd-Frank: Evidence from index CDS
    Journal of Financial Economics, 2020, 137, (3), 857-886 Downloads View citations (31)

2019

  1. Anticipatory Traders and Trading Speed
    Journal of Financial and Quantitative Analysis, 2019, 54, (2), 729-758 Downloads View citations (3)
  2. Derivatives pricing when supply and demand matter: Evidence from the term structure of VIX futures
    Journal of Futures Markets, 2019, 39, (9), 1035-1055 Downloads View citations (2)

2018

  1. Integrating swaps and futures: A new direction for commodity research
    Journal of Commodity Markets, 2018, 10, (C), 3-21 Downloads View citations (4)
  2. Interest Rate Swap Market Complexity and Its Risk Management Implications
    Complexity, 2018, 2018, 1-20 Downloads
  3. The effect of pit closure on futures trading
    Journal of Commodity Markets, 2018, 10, (C), 69-90 Downloads View citations (5)
  4. The effect of settlement rules on the incentive to Bang the Close
    Journal of Futures Markets, 2018, 38, (8), 841-864 Downloads View citations (1)

2015

  1. Determination of Odds in Prediction Markets: Coexistence of Posted-offer and Double-auction Designs
    Journal of Prediction Markets, 2015, 9, (1), 68-86 Downloads

2008

  1. The role of asymmetric information among investors in the foreign exchange market
    International Journal of Finance & Economics, 2008, 13, (4), 368-385 Downloads View citations (5)
 
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