Segui
Gbenga Ibikunle
Titolo
Citata da
Citata da
Anno
Determinants of renewable energy growth: A global sample analysis
M Aguirre, G Ibikunle
Energy policy 69, 374-384, 2014
5832014
European green mutual fund performance: A comparative analysis with their conventional and black peers
G Ibikunle, T Steffen
Journal of Business Ethics 145, 337-355, 2017
2242017
Liquidity and market efficiency in the world's largest carbon market
G Ibikunle, A Gregoriou, AGF Hoepner, M Rhodes
The British Accounting Review 48 (4), 431-447, 2016
1142016
Lagged correlation-based deep learning for directional trend change prediction in financial time series
B Moews, JM Herrmann, G Ibikunle
Expert Systems with Applications 120, 197-206, 2019
1102019
Carbon intensity and the cost of equity capital
A Trinks, G Ibikunle, M Mulder, B Scholtens
The Energy Journal 43 (2), 181-214, 2022
642022
More heat than light: Investor attention and bitcoin price discovery
G Ibikunle, F McGroarty, K Rzayev
International Review of Financial Analysis 69, 101459, 2020
622020
A taxonomy of the ‘dark side’of financial innovation: the cases of high frequency trading and exchange traded funds
I Diaz-Rainey, G Ibikunle
International Journal of Entrepreneurship and Innovation Management 16 (1-2 …, 2012
612012
Opening and closing price efficiency: Do financial markets need the call auction?
G Ibikunle
Journal of International Financial Markets, Institutions and Money 34, 208-227, 2015
552015
The technological transformation of capital markets
I Diaz-Rainey, G Ibikunle, AL Mention
Technological Forecasting and Social Change 99, 277-284, 2015
492015
The CO2 Trading Market in Europe: A Financial Perspective
G Daskalakis, G Ibikunle, I Diaz-Rainey
Financial aspects in energy: A European perspective, 51-67, 2011
442011
Price discovery and trading after hours: new evidence from the world’s largest carbon exchange
G Ibikunle, A Gregoriou, NR Pandit
International Journal of the Economics of Business 20 (3), 421-445, 2013
312013
Informed trading and the price impact of block trades: A high frequency trading analysis
Y Sun, G Ibikunle
International Review of Financial Analysis 54, 114-129, 2017
272017
Predictive intraday correlations in stable and volatile market environments: Evidence from deep learning
B Moews, G Ibikunle
Physica A: Statistical Mechanics and its Applications 547, 124392, 2020
222020
A state-space modeling of the information content of trading volume
K Rzayev, G Ibikunle
Journal of Financial Markets 46, 100507, 2019
222019
Trading places: Price leadership and the competition for order flow
G Ibikunle
Journal of Empirical Finance 49, 178-200, 2018
222018
Greenhouse gas emissions intensity and the cost of capital
A Trinks, G Ibikunle, M Mulder, B Scholtens
202017
The impact of commodity benchmarks on derivatives markets: The case of the dated Brent assessment and Brent futures
A Frino, G Ibikunle, V Mollica, T Steffen
Journal of Banking & Finance 95, 27-43, 2018
172018
Liquidity effects on carbon financial instruments in the EU Emissions Trading Scheme: new evidence from the Kyoto commitment phase
G Ibikunle, A Gregoriou, N Pandit
Available at SSRN 1886586, 2011
172011
Volatility, dark trading and market quality: evidence from the 2020 COVID-19 pandemic-driven market volatility
G Ibikunle, K Rzayev
Systemic Risk Centre, the London School of Economics and Political Science, 2020
152020
Price impact of block trades: the curious case of downstairs trading in the EU emissions futures market
G Ibikunle, A Gregoriou, NR Pandit
The European Journal of Finance 22 (2), 120-142, 2016
142016
Il sistema al momento non può eseguire l'operazione. Riprova più tardi.
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