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Common information in carry trade risk factors

Byrne, Joseph P.; Ibrahim, Boulis Maher; Sakemoto, Ryuta - In: Journal of international financial markets, … 52 (2018), pp. 37-47

Persistent link: https://www.econbiz.de/10011986186

Why do carbon prices and price volatility change?

Ibrahim, Boulis Maher; Kalaitzoglou, Iordanis Angelos - In: Journal of banking & finance 63 (2016), pp. 76-94

Persistent link: https://www.econbiz.de/10011634175

International stock return co-movements and trading activity

Sheng, Xin; Brzeszczyński, Janusz; Ibrahim, Boulis Maher - In: Finance research letters 23 (2017), pp. 12-18

Persistent link: https://www.econbiz.de/10011808297

Market conditions and order-type preference

Kalaitzoglou, Iordanis Angelos; Ibrahim, Boulis Maher - In: International review of financial analysis 87 (2023), pp. 1-18

Persistent link: https://www.econbiz.de/10014456331

Rising corporate debt and value relevance of supply-side factors in South Africa

Machokoto, Michael; Areneke, Geofry; Ibrahim, Boulis Maher - In: Journal of business research : JBR 109 (2020), pp. 26-37

Persistent link: https://www.econbiz.de/10012237920

OTC trades and liquidity in the European carbon market more than meets the eye

Kalaitzoglou, Iordanis Angelos; Ibrahim, Boulis Maher - In: Applied economics 52 (2020) 16, pp. 1745-1762

Persistent link: https://www.econbiz.de/10012197590

Carry trades and commodity risk factors

Byrne, Joseph P.; Ibrahim, Boulis Maher; Sakemoto, Ryuta - In: Journal of international money and finance 96 (2019), pp. 121-129

Persistent link: https://www.econbiz.de/10012139634

The time-varying risk price of currency portfolios

Byrne, Joseph P.; Ibrahim, Boulis Maher; Sakemoto, Ryuta - In: Journal of international money and finance 124 (2022), pp. 1-14

Persistent link: https://www.econbiz.de/10013435240

Trading patterns in the European carbon market: The role of trading intensity and OTC transactions

Kalaitzoglou, Iordanis; Ibrahim, Boulis Maher - In: The Quarterly Review of Economics and Finance 53 (2013) 4, pp. 402-416

This paper examines the effect of trading intensity and OTC transactions on expected market conditions in the early development period of the European Carbon futures market. Past duration and trading intensity are used as information related order flow variables in modelling time between...

Persistent link: https://www.econbiz.de/10010868874

Does order flow in the European Carbon Futures Market reveal information?

Kalaitzoglou, Iordanis; Ibrahim, Boulis M. - In: Journal of Financial Markets 16 (2013) 3, pp. 604-635

This paper identifies the classes of agents at play in the European Carbon Futures Market and analyzes their trading behaviour during the market's early development period. A number of hypotheses related to microstructure are tested using enhanced ACD models. Evidence is presented that the...

Persistent link: https://www.econbiz.de/10010869355