Details about Esen Onur

Access statistics for papers by Esen Onur.

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

Short-id: pon65

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.)

2011

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

Journal Articles

2024

1. Determinants of commodity market liquidity
   The Financial Review, 2024, 59, (1), 9-30
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

2023

3. 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
4. Trader positions and aggregate portfolio demand
   The Journal of Economic Asymmetries, 2023, 27, (C)
5. Who trades bitcoin futures and why?
   Global Finance Journal, 2023, 55, (C) View citations (5)

2022

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

2020

7. Precedence rules in matching algorithms
   Journal of Commodity Markets, 2020, 19, (C) View citations (1)
8. Swap trading after Dodd-Frank: Evidence from index CDS
   Journal of Financial Economics, 2020, 137, (3), 857-886 View citations (35)

2019

9. Anticipatory Traders and Trading Speed
   Journal of Financial and Quantitative Analysis, 2019, 54, (2), 729-758 View citations (4)
10. Derivatives pricing when supply and demand matter: Evidence from the term structure of VIX futures
    Journal of Futures Markets, 2019, 39, (9), 1035-1055 View citations (2)

2018

11. Integrating swaps and futures: A new direction for commodity research
    Journal of Commodity Markets, 2018, 10, (C), 3-21 View citations (7)
12. Interest Rate Swap Market Complexity and Its Risk Management Implications
    Complexity, 2018, 2018, 1-20
13. The effect of pit closure on futures trading
    Journal of Commodity Markets, 2018, 10, (C), 69-90 View citations (5)
14. The effect of settlement rules on the incentive to Bang the Close
    Journal of Futures Markets, 2018, 38, (8), 841-864 View citations (1)

2015

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

2008

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