← All authors Gbenga Ibikunle University of Edinburgh (from arXiv:2602.03981, 2026) · ORCID · OpenAlex
31 papers in scope · 30 published · 1 on the econ.EM arXiv · 863 citations · h-index 14 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Shubhranshu Shekhar Andrea Carriero Davide Pettenuzzo Wenbin Wu Fengxiang He Aijie Shu Alessio Brini Luigi Longo Konstantin Boss Luca Onorante Dalibor Stevanović Philippe Goulet Coulombe Florian Huber Josef Schreiner Joshua C. C. Chan Gary Koop Michael Pfarrhofer Maxime Leroux Stéphane Surprenant Anthoulla Phella Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (1 of 31)
working paper 2026 · arXiv
A hedonic modelling of the effects of flood risk and energy efficiency on property value: cross-regional and sociodemographic evidence *
published 2025 · European Journal of Finance
with Andrew Goode, Ganira Gozalova, Vinit Jadhav, Luke Searcy, Vathunyoo Sila
Why so many coins? Examining the demand for privacy-preserving cryptocurrencies
published 2025 · The British Accounting Review · 2 citations · first circulated 2024
with Vito Mollica, Q.I.A.O. Sun
Detecting anomalous WM/reuters fixes using Trailing Contextual Anomaly Detection
published 2024 · International Review of Economics & Finance · 1 citations
with Vito Mollica, Sun Qiao
The market quality implications of speed in cross-platform trading: Evidence from Frankfurt-London microwave networks
published 2023 · Journal of Financial Markets · 5 citations
with Khaladdin Rzayev, Tom Steffen
The market quality effects of sub-second frequent batch auctions: Evidence from dark trading restrictions
published 2023 · International Review of Financial Analysis · 1 citations
with Zeyu Zhang
Volatility and dark trading: Evidence from the Covid-19 pandemic
published 2022 · The British Accounting Review · 13 citations · first circulated 2020
with Khaladdin Rzayev
The liquidity and trading activity effects of acquisition payment methods: Evidence from the announcements of private firms' acquisitions
published 2022 · International Review of Financial Analysis · 7 citations
with Eleonora Monaco, Riccardo Palumbo, Zeyu Zhang
The visible hand: benchmarks, regulation, and liquidity
published 2022 · Journal of Financial Markets · 5 citations
with Matteo Aquilina, Vito Mollica, Tom Steffen
Dark matters: The effects of dark trading restrictions on liquidity and informational efficiency
published 2021 · Journal of International Financial Markets Institutions and Money · 5 citations
with Youwei Li, Davide Salvatore Mare, Yuxin Sun
City goes dark: Dark trading and adverse selection in aggregate markets
published 2021 · Journal of Empirical Finance · 6 citations
with Matteo Aquilina, Ivan Diaz-Rainey, Yuxin Sun
Jumps in foreign exchange spot rates and the informational efficiency of currency forwards
published 2021 · Journal of Futures Markets · 4 citations
with Vito Mollica, Sun Qiao
Carbon Intensity and the Cost of Equity Capital
published 2021 · The Energy Journal · 70 citations · first circulated 2018
with Arjan Trinks, Machiel Mulder, Bert Scholtens
Can water mutual funds aid sustainable development?
published 2020 · International Journal of Finance & Economics · 9 citations
with Carmen-Pilar Martí-Ballester
Order aggressiveness and flash crashes
published 2020 · International Journal of Finance & Economics · 5 citations · first circulated 2017
with Khaladdin Rzayev
The paradoxical effects of market fragmentation on adverse selection risk and market efficiency
published 2020 · European Journal of Finance · 6 citations
with Davide Salvatore Mare, Yuxin Sun
Predictive intraday correlations in stable and volatile market environments: Evidence from deep learning
published 2020 · Physica A Statistical Mechanics and its Applications · 20 citations
with Ben Moews
More heat than light: Investor attention and bitcoin price discovery
published 2020 · International Review of Financial Analysis · 58 citations
with Frank McGroarty, Khaladdin Rzayev
A state-space modeling of the information content of trading volume
published 2019 · Journal of Financial Markets · 29 citations
with Khaladdin Rzayev
Lagged correlation-based deep learning for directional trend change prediction in financial time series
published 2018 · Expert Systems with Applications · 125 citations
with Ben Moews, J. Michael Herrmann
Trading places: Price leadership and the competition for order flow
published 2018 · Journal of Empirical Finance · 20 citations
The impact of commodity benchmarks on derivatives markets: The case of the dated Brent assessment and Brent futures
published 2017 · Journal of Banking & Finance · 11 citations
with Alex Frino, Vito Mollica, Tom Steffen
Informed trading and the price impact of block trades: A high frequency trading analysis
published 2016 · International Review of Financial Analysis · 20 citations · first circulated 2015
with Yuxin Sun
Liquidity and market efficiency in the world's largest carbon market
published 2015 · The British Accounting Review · 99 citations · first circulated 2012
with Andros Gregoriou, Andreas G. F. Hoepner, Mark Rhodes
European Green Mutual Fund Performance: A Comparative Analysis with their Conventional and Black Peers
published 2015 · Journal of Business Ethics · 153 citations
with Tom Steffen
The technological transformation of capital markets
published 2015 · Technological Forecasting and Social Change · 40 citations
with Ivan Diaz-Rainey, Anne-Laure Mention
Opening and closing price efficiency: Do financial markets need the call auction?
published 2014 · Journal of International Financial Markets Institutions and Money · 52 citations
Price impact of block trades: the curious case of downstairs trading in the EU emissions futures market
published 2014 · European Journal of Finance · 10 citations
with Andros Gregoriou, Naresh R. Pandit
Determinants of renewable energy growth: A global sample analysis
published 2014 · Energy Policy · 31 citations
with Mariana Aguirre
Price Discovery and Trading after Hours: New Evidence from the World’s Largest Carbon Exchange
published 2013 · International Journal of the Economics of Business · 19 citations · first circulated 2011
with Andros Gregoriou, Naresh R. Pandit
A taxonomy of the 'dark side' of financial innovation: the cases of high frequency trading and exchange traded funds
published 2012 · International Journal of Entrepreneurship and Innovation Management · 37 citations · first circulated 2011
with Ivan Diaz-Rainey
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