Opening and closing price efficiency : do financial markets need the call auction?

von Ibikunle, Gbenga
Veröffentlicht in Journal of international financial markets, institutions & money (2015)

Trading places : price leadership and the competition for order flow

von Ibikunle, Gbenga
Veröffentlicht in Journal of empirical finance (2018)

The market quality effects of sub-second frequent batch auctions : evidence from dark trading restrictions

von Zhang, Zeyu
Veröffentlicht in International review of financial analysis (2023)

Governing carbon through the European Union Emissions trading system : opportunities, pitfalls and future prospects

von Ibikunle, Gbenga
Veröffentlicht in Carbon governance, climate change and business transformation (2015)

European green mutual fund performance : a comparative analysis with their conventional and black peers

von Ibikunle, Gbenga
Veröffentlicht in Journal of business ethics (2017)

Carbon markets : microstructure, pricing and policy

von Ibikunle, Gbenga
Veröffentlicht 2018

Informed trading and the price impact of block trades : a high frequency trading analysis

von Sun, Yuxin
Veröffentlicht in International review of financial analysis (2017)

Volatility and dark trading : evidence from the Covid-19 pandemic

von Ibikunle, Gbenga
Veröffentlicht in The British accounting review (2023)

A state-space modeling of the information content of trading volume

von Rzayev, Khaladdin
Veröffentlicht in Journal of financial markets (2019)

A taxonomy of the "dark side" of financial innovation : the cases of high frequency trading and exchange traded funds

von Diaz-Rainey, Ivan
Veröffentlicht in International journal of entrepreneurship and innovation management (2012)

The market quality implications of speed in cross-platform trading : evidence from Frankfurt-London microwave networks

von Rzayev, Khaladdin
Veröffentlicht in Journal of financial markets (2023)

More heat than light: investor attention and bitcoin price discovery

von Ibikunle, Gbenga
Veröffentlicht in International review of financial analysis (2020)

The CO 2 trading market in Europe : a financial perspective

von Daskalakis, George
Veröffentlicht in Financial aspects in energy (2011)

Price impact of block trades : the curious case of downstairs trading in the EU emissions futures market

von Ibikunle, Gbenga
Veröffentlicht in The European journal of finance (-2016)

Price discovery and trading after hours : new evidence from the world's largest carbon exchange

von Ibikunle, Gbenga
Veröffentlicht in International journal of the economics of business (2013)

The liquidity and trading activity effects of acquisition payment methods : evidence from the announcements of private firms' acquisitions

von Monaco, Eleonora
Veröffentlicht in International review of financial analysis (2022)

The impact of commodity benchmarks on derivatives markets : the case of the dated Brent assessment and Brent futures

von Frino, Alex
Veröffentlicht in Journal of banking & finance (2018)

Carbon intensity and the cost of equity capital

von Trinks, Arjan
Veröffentlicht in The energy journal (2022)

The visible hand : benchmarks, regulation, and liquidity

von Aquilina, Matteo
Veröffentlicht in Journal of financial markets (2022)

The technological transformation of capital markets

von Diaz-Rainey, Ivan
Veröffentlicht in Technological forecasting & social change (2015)