Similar Search Results - EconBiz

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

Ibikunle, Gbenga; Gregoriou, Andros; Pandit, Naresh R. - In: International journal of the economics of business 20 (2013) 3, pp. 421-445

Persistent link: https://www.econbiz.de/10010230272

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

Ibikunle, Gbenga; Gregoriou, Andros; Pandit, Naresh R. - In: The European journal of finance 22 (2016) 1/3, pp. 120-142

Persistent link: https://www.econbiz.de/10011419961

Carbon Markets : Microstructure, Pricing and Policy

Ibikunle, Gbenga; Gregoriou, Andros - 2018

This book explores the microstructure of carbon markets and the pricing of carbon financial instruments generally. It provides a critical microstructure analysis of the EU Emissions Trading Scheme (EU-ETS), and also examines the theoretical and related market design issues affecting emissions...

Persistent link: https://www.econbiz.de/10012397159

Carbon markets : microstructure, pricing and policy

Ibikunle, Gbenga; Gregoriou, Andros - 2018

This book explores the microstructure of carbon markets and the pricing of carbon financial instruments generally. It provides a critical microstructure analysis of the EU Emissions Trading Scheme (EU-ETS), and also examines the theoretical and related market design issues affecting emissions...

Persistent link: https://www.econbiz.de/10011813094

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

Ibikunle, Gbenga - In: Journal of international financial markets, … 34 (2015), pp. 208-227

Persistent link: https://www.econbiz.de/10011474516

Trading places : price leadership and the competition for order flow

Ibikunle, Gbenga - In: Journal of empirical finance 49 (2018), pp. 178-200

Persistent link: https://www.econbiz.de/10012117739

Earnings announcements and the components of the bid-ask spread : evidence from the London Stock Exchange

Gregoriou, Andros - In: Journal of economic studies 40 (2013) 2, pp. 112-126

Persistent link: https://www.econbiz.de/10009777728

Event studies correcting for nonnormality using the wild bootstrap

Gregoriou, Andros - In: Applied economics letters 21 (2014) 13/15, pp. 1054-1056

Persistent link: https://www.econbiz.de/10010418235

Does the London Stock Exchange require an upstairs market? : evidence from block trades

Gregoriou, Andros - In: Journal of economic studies 43 (2016) 3, pp. 447-457

Persistent link: https://www.econbiz.de/10011690175

Modelling non-linear behaviour of block price deviations when trades are executed outside the bid-ask quotes

Gregoriou, Andros - In: Journal of economic studies 44 (2017) 2, pp. 206-213

Persistent link: https://www.econbiz.de/10011757416

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