Determinants of renewable energy growth: A global sample analysis M Aguirre, G Ibikunle Energy policy 69, 374-384, 2014 | 526 | 2014 |
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 | 201 | 2017 |
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 | 103 | 2016 |
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 | 100 | 2019 |
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 | 57 | 2012 |
More heat than light: Investor attention and bitcoin price discovery G Ibikunle, F McGroarty, K Rzayev International Review of Financial Analysis 69, 101459, 2020 | 53 | 2020 |
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 | 50 | 2015 |
Carbon intensity and the cost of equity capital A Trinks, G Ibikunle, M Mulder, B Scholtens The Energy Journal 43 (2), 181-214, 2022 | 49 | 2022 |
The technological transformation of capital markets I Diaz-Rainey, G Ibikunle, AL Mention Technological Forecasting and Social Change 99, 277-284, 2015 | 48 | 2015 |
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 | 43 | 2011 |
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 | 31 | 2013 |
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 | 23 | 2017 |
Trading places: Price leadership and the competition for order flow G Ibikunle Journal of Empirical Finance 49, 178-200, 2018 | 20 | 2018 |
A state-space modeling of the information content of trading volume K Rzayev, G Ibikunle Journal of Financial Markets 46, 100507, 2019 | 19 | 2019 |
Greenhouse gas emissions intensity and the cost of capital A Trinks, G Ibikunle, M Mulder, B Scholtens | 18 | 2017 |
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 | 17 | 2020 |
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 | 17 | 2020 |
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 | 17 | 2011 |
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 | 15 | 2018 |
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 | 13 | 2016 |