Gbenga Ibikunle - Research output - University of Edinburgh Research Explorer

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29 Article
15 Working paper
4 Chapter (peer-reviewed)
4 Paper
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2024
Cutting Through the Noise: A Deep Learning-Enhanced Particle Filter for High-Frequency Market Forecasting
Konstantinou, C., Ibikunle, G., Rzayev, K. & Cao, Y., 2024, (Unpublished).
Research output: Working paper
2023

Online Appendix: "A hedonic modelling of the effects of flood risk and energy efficiency on property value: cross-regional and sociodemographic evidence"
Goode, A., Ibikunle, G., Jadhav, V., Searcy, L. & Sila, B., 2023, (In preparation).
Research output: Working paper

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Why so many coins? Examining the demand for privacy-preserving cryptocurrencies
Ibikunle, G., Mollica, V. & Sun, Q., 2023.
Research output: Working paper
2022
Latency arbitrage and frequent batch auctions
Zhang, Z. & Ibikunle, G., 5 Feb 2022, 54 p.
Research output: Working paper
2020
The market quality implications of speed in cross-platform trading: Evidence from Frankfurt-London microwave networks
Rzayev, K., Ibikunle, G. & Steffen, T., 28 Nov 2019, 63 p.
Research output: Working paper
Detecting Anomalous WM/Reuters Fixes Using Trailing Contextual Anomaly Detection
Ibikunle, G., Mollica, V. & Sun, Q., 24 Sept 2020.
Research output: Working paper

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Frequent Batch Auctions Under Liquidity Constraints
Zhang, Z. & Ibikunle, G., 2020.
Research output: Working paper

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On the Decline in the Number of Listed Companies in the UK
Ibikunle, G., Khakimova, A. & Rzayev, K., 2020.
Research output: Working paper
2017
Dark trading, adverse selection and liquidity in aggregate markets
Aquilina, M., Diaz-Rainey, I., Ibikunle, G. & Sun, Y., May 2017, 61 p.
Research output: Working paper
The cost of trading from the fund manager's perspective
Armitage, S., Clunie, J. & Ibikunle, G., 2017, (Unpublished).
Research output: Working paper

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2016
Anticipatory trading in brent futures: Evidence from the unregulated dated brent benchmark
Frino, A., Ibikunle, G., Mollica, V. & Steffen, T., 14 Jan 2016, (Unpublished) 77 p.
Research output: Working paper

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2015
Why Automated Trading Venues need Upstairs Markets
Armitage, S. & Ibikunle, G., 2015, (Unpublished) 39 p.
Research output: Working paper

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2014
Firm Size, Industry and Liquidity in a Crisis: Evidence from A-share Chinese Corporations
Ibikunle, G., Wang, Z. & Wang, Q., Apr 2014, (Unpublished) 42 p.
Research output: Working paper

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2012
Liquidity and Market Efficiency: European Evidence from the World's Largest Carbon Market
Ibikunle, G., Gregoriou, A., Hoepner, A. & Rhodes, M., 2012, (Unpublished) 41 p.
Research output: Working paper

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Liquidity effects on carbon financial instruments in the EU emissions trading scheme: New evidence from the Kyoto commitment phase
Ibikunle, G., Gregoriou, A. & Pandit, N. R., 2012, (Unpublished) 30 p.
Research output: Working paper

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