4
H index
1
i10 index
70
Citations
Government of the United States (51% share) | 4 H index 1 i10 index 70 Citations RESEARCH PRODUCTION: 17 Articles 2 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Esen Onur. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Journal of Commodity Markets | 3 |
| Journal of Futures Markets | 3 |
| Year | Title of citing document |
|---|---|
| 2024 | Analyzing selected cryptocurrencies spillover effects on global financial indices: Comparing risk measures using conventional and eGARCH-EVT-Copula approaches. (2024). Desheng, Wu Dash ; Ahmad, Touqeer ; Ur, Shafique ; Karamoozian, Amirhossein. In: Papers. RePEc:arx:papers:2407.15766. Full description at Econpapers || Download paper |
| 2024 | Volatility feedback and dealership position: Evidence from the CDS Index, Corporate Bonds, and Government Bonds. (2024). Chen, Steven Shu-Hsiu. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012054. Full description at Econpapers || Download paper |
| 2024 | Volatile safe-haven asset: Evidence from Bitcoin. (2024). Yae, James ; Tian, George Zhe. In: Journal of Financial Stability. RePEc:eee:finsta:v:73:y:2024:i:c:s1572308924000706. Full description at Econpapers || Download paper |
| 2025 | Stress testing OTC derivatives: Clearing reforms and market frictions. (2025). Casu, Barbara ; Katsoulis, Petros ; Kalotychou, Elena. In: Journal of Financial Stability. RePEc:eee:finsta:v:77:y:2025:i:c:s1572308925000178. Full description at Econpapers || Download paper |
| 2024 | Unlocking the black box of sentiment and cryptocurrency: What, which, why, when and how?. (2024). Williams, T H ; Strauss, Jack ; Mekelburg, Erik ; Bennett, Donyetta. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s1044028324000176. Full description at Econpapers || Download paper |
| 2024 | New insights into liquidity resiliency. (2024). Wafula, Ronald ; Papavassiliou, Vassilios ; Boubaker, Sabri ; Osullivan, Conall. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001609. Full description at Econpapers || Download paper |
| 2025 | The impact of search frictions in experimental asset markets: Over-the-counter versus double auction. (2025). Puzzello, Daniela ; Lu, Dong ; Ding, Shuze. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:229:y:2025:i:c:s0167268124004438. Full description at Econpapers || Download paper |
| 2024 | When failure is an option: Fragile liquidity in over-the-counter markets. (2024). Schuerhoff, Norman ; Hendershott, Terrence ; Schurhoff, Norman ; Livdan, Dmitry. In: Journal of Financial Economics. RePEc:eee:jfinec:v:157:y:2024:i:c:s0304405x24000825. Full description at Econpapers || Download paper |
| 2024 | Do agricultural swaps co-move with equity markets? Evidence from the COVID-19 crisis. (2024). Prager, Daniel L ; Burns, Christopher B. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000242. Full description at Econpapers || Download paper |
| 2024 | Ethereum futures and the efficiency of cryptocurrency spot markets. (2024). NEKHILI, Ramzi ; Bouri, Elie ; Kristjanpoller, Werner. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:654:y:2024:i:c:s0378437124006708. Full description at Econpapers || Download paper |
| 2024 | Arbitrage opportunities and feedback trading in regulated bitcoin futures market: An intraday analysis. (2024). Wang, Jinghua ; Ngene, Geoffrey M. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:743-761. Full description at Econpapers || Download paper |
| 2024 | Simultaneous Search and Adverse Selection. (2024). Wolthoff, Ronald ; Gottardi, Piero ; Auster, Sarah. In: IZA Discussion Papers. RePEc:iza:izadps:dp16822. Full description at Econpapers || Download paper |
| 2024 | Spoof, Bluff, Go For It: A Defence of Spoofing. (2024). Khorasanee, Kasim. In: Journal of Business Ethics. RePEc:kap:jbuset:v:189:y:2024:i:1:d:10.1007_s10551-022-05296-7. Full description at Econpapers || Download paper |
| 2024 | Intermediation Networks and Derivative Market Liquidity: Evidence from CDS Markets. (2024). Tompaidis, Stathis ; Paddrik, Mark. In: Working Papers. RePEc:ofr:wpaper:24-01. Full description at Econpapers || Download paper |
| 2024 | Do Credit Default Swaps Still Lead? The Effects of Regulation on Price Discovery. (2024). Gadgil, Salil. In: Working Papers. RePEc:ofr:wpaper:24-04. Full description at Econpapers || Download paper |
| 2025 | Is liquidity provision informative? Evidence from agricultural futures markets. (2025). Ma, Richie R ; Serra, Teresa. In: American Journal of Agricultural Economics. RePEc:wly:ajagec:v:107:y:2025:i:1:p:125-151. Full description at Econpapers || Download paper |
| 2025 | Term Structure and Risk Premiums of Commodity Futures With Linear Regressions. (2025). Kim, Daejin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:2:p:118-142. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2023 | The effect of the last two phases of the uncleared margin rule on participant swap decisions In: Journal of Securities Operations & Custody. [Full Text][Citation analysis] | article | 0 |
| 2024 | Determinants of commodity market liquidity In: The Financial Review. [Full Text][Citation analysis] | article | 0 |
| 2015 | Determination of Odds in Prediction Markets: Coexistence of Posted-offer and Double-auction Designs In: Journal of Prediction Markets. [Full Text][Citation analysis] | article | 0 |
| 2019 | Anticipatory Traders and Trading Speed In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 5 |
| 2024 | The impact of margin requirements on voluntary clearing decisions In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 2 |
| 2023 | Who trades bitcoin futures and why? In: Global Finance Journal. [Full Text][Citation analysis] | article | 5 |
| 2020 | Swap trading after Dodd-Frank: Evidence from index CDS In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 37 |
| 2018 | Integrating swaps and futures: A new direction for commodity research In: Journal of Commodity Markets. [Full Text][Citation analysis] | article | 7 |
| 2018 | The effect of pit closure on futures trading In: Journal of Commodity Markets. [Full Text][Citation analysis] | article | 3 |
| 2020 | Precedence rules in matching algorithms In: Journal of Commodity Markets. [Full Text][Citation analysis] | article | 1 |
| 2023 | Trader positions and aggregate portfolio demand In: The Journal of Economic Asymmetries. [Full Text][Citation analysis] | article | 0 |
| 2017 | Trader Positions and Marketwide Liquidity Demand In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Interest Rate Swap Market Complexity and Its Risk Management Implications In: Complexity. [Full Text][Citation analysis] | article | 0 |
| 2008 | The role of asymmetric information among investors in the foreign exchange market In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 4 |
| 2011 | How much you know matters: A note on the exchange rate disconnect puzzle In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2024 | The end of an era: Who paid the price when the livestock futures pits closed? In: American Journal of Agricultural Economics. [Full Text][Citation analysis] | article | 0 |
| 2018 | The effect of settlement rules on the incentive to Bang the Close In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 1 |
| 2019 | Derivatives pricing when supply and demand matter: Evidence from the term structure of VIX futures In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 2 |
| 2022 | Resiliency in the E‐mini futures market In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 3 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team