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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

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

Ibikunle, Gbenga - In: Journal of International Financial Markets, … 34 (2015) C, pp. 208-227

We model 73.62 million London Stock Exchange (LSE) trades and show that the LSE's high rate of failure to open at the opening auction only relates to low volume stocks. Low volume stock traders avoid trading until the open; this seems connected to their evading the informed trading-dominated...

Persistent link: https://www.econbiz.de/10011189477

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

Sun, Yuxin; Ibikunle, Gbenga - In: International review of financial analysis 54 (2017), pp. 114-129

Persistent link: https://www.econbiz.de/10011878187

More heat than light: investor attention and bitcoin price discovery

Ibikunle, Gbenga; McGroarty, Frank; Rzayev, Khaladdin - In: International review of financial analysis 69 (2020), pp. 1-5

Persistent link: https://www.econbiz.de/10012316347

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

Rzayev, Khaladdin; Ibikunle, Gbenga; Steffen, Tom - In: Journal of financial markets 66 (2023), pp. 1-24

Persistent link: https://www.econbiz.de/10014472946