Narrow search
Showing 1 - 6 of 6
Cover Image
The market quality effects of sub-second frequent batch auctions : evidence from dark trading restrictions
Zhang, Zeyu; Ibikunle, Gbenga - In: International review of financial analysis 89 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014465106
Cover Image
Dark matters : the effects of dark trading restrictions on liquidity and informational efficiency
Ibikunle, Gbenga; Li, Youwei; Mare, Davide Salvatore; … - In: Journal of international financial markets, … 75 (2021), pp. 1-21
Persistent link: https://www.econbiz.de/10012820413
Cover Image
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
Cover Image
Volatility, dark trading and market quality: evidence from the 2020 COVID-19 pandemic-driven market volatility
Ibikunle, Gbenga; Rzayev, Khaladdin - 2020
Persistent link: https://www.econbiz.de/10012214098
Cover Image
Volatility, dark trading and market quality: evidence from the 2020 COVID-19 pandemic-driven market volatility
Ibikunle, Gbenga; Rzayev, Khaladdin - 2020
Persistent link: https://www.econbiz.de/10012487282
Cover Image
City goes dark : dark trading and adverse selection in aggregate markets
Ibikunle, Gbenga; Aquilina, Matteo; Diaz-Rainey, Ivan; … - In: Journal of empirical finance 64 (2021), pp. 1-22
Persistent link: https://www.econbiz.de/10013259393