• EH14 4AS

    United Kingdom

Accepting PhD Students

PhD projects

Microstructure.

19972020

Research output per year

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Research Output

2020

OTC Trades and Liquidity in the European Carbon Market: More than meets the eye

Kalaitzoglou, I. A. & Ibrahim, B. M., 2 Apr 2020, In : Applied Economics. 52, 16, p. 1745-1762 18 p.

Research output: Contribution to journalArticle

Rising corporate debt and value relevance of supply-side factors in South Africa

Machokoto, M., Areneke, G. & Ibrahim, B. M., Mar 2020, In : Journal of Business Research. 109, p. 26-37 12 p.

Research output: Contribution to journalArticle

Open Access
File
10 Downloads (Pure)
2019

A Stock Market Trading System Based on Foreign and Domestic Information

Brzeszczynski, J. & Ibrahim, B. M., 15 Mar 2019, In : Expert Systems with Applications. 118, p. 381-399 19 p.

Research output: Contribution to journalArticle

Open Access
File
5 Citations (Scopus)
57 Downloads (Pure)

Carry trades and commodity risk factors

Byrne, J. P., Ibrahim, B. M. & Sakemoto, R., Sep 2019, In : Journal of International Money and Finance. 96, p. 121-129 9 p.

Research output: Contribution to journalArticle

1 Citation (Scopus)
2018

Common Information in Carry Trade Risk Factors

Byrne, J. P., Ibrahim, B. M. & Sakemoto, R., Jan 2018, In : Journal of International Financial Markets, Institutions and Money. 52, p. 37-47 11 p.

Research output: Contribution to journalArticle

Open Access
File
1 Citation (Scopus)
29 Downloads (Pure)
2017

Carry Trades and Commodity Risk Factors

Byrne, J. P., Ibrahim, B. M. & Sakemoto, R., 14 Aug 2017, (MPRA Working Paper; no. 80789).

Research output: Working paperDiscussion paper

File
26 Downloads (Pure)

International Stock Return Co-movements and Trading Activity

Sheng, X., Brzeszczynski, J. & Ibrahim, B. M., 9 Jun 2017, In : Finance Research Letters.

Research output: Contribution to journalArticle

Open Access
File
4 Citations (Scopus)
17 Downloads (Pure)

The Time-Varying Risk Price of Currency Carry Trades

Byrne, J. P., Ibrahim, B. M. & Sakemoto, R., 14 Aug 2017, (MPRA Working Paper; no. 80788).

Research output: Working paperDiscussion paper

File
21 Downloads (Pure)
2016

Common Information in Carry Trade Risk Factors

Byrne, J. P., Ibrahim, B. M. & Sakemoto, R., 2016, (Unpublished).

Research output: Working paperDiscussion paper

File
49 Downloads (Pure)

Why do carbon prices and price volatility change?

Ibrahim, B. M. & Kalaitzoglou, I., Feb 2016, In : Journal of Banking and Finance. 63, p. 76-94 19 p.

Research output: Contribution to journalArticle

Open Access
File
14 Citations (Scopus)
51 Downloads (Pure)
2015

Liquidity and resolution of uncertainty in the European carbon futures market

Kalaitzoglou, I. A. & Ibrahim, B. M., Jan 2015, In : International Review of Financial Analysis. 37, 1, p. 89-102 14 p.

Research output: Contribution to journalArticle

6 Citations (Scopus)
2014

How beneficial Is international stock market information in domestic stock market trading?

Ibrahim, B. M. & Brzeszczyński, J., 2014, In : European Journal of Finance. 20, 3, p. 201-231

Research output: Contribution to journalArticle

8 Citations (Scopus)
2013

Does order flow in the European carbon allowances market reveal information?

Kalaitzoglou, I. & Ibrahim, B. M., Aug 2013, In : Journal of Financial Markets. 16, 3, p. 604-635 32 p.

Research output: Contribution to journalArticle

23 Citations (Scopus)

Trading patterns in the European Carbon Market: the role of trading intensity and OTC transactions

Kalaitzoglou, I. & Ibrahim, B. M., 2013, In : Quarterly Review of Economics and Finance. 53, 4, p. 402–416 35 p.

Research output: Contribution to journalArticle

Open Access
File
7 Citations (Scopus)
131 Downloads (Pure)
2009
12 Citations (Scopus)

Mean Reversion in Equity Returns, "Student" Distributions and Optimal Investment Behaviour

Ibrahim, B. M. & Tippett, M., 1999.

Research output: Contribution to conferencePaper

1998

Optimal asset allocation with liability hedging

Ibrahim, B. M., 1998.

Research output: Contribution to conferencePaper

1997

Asset allocation

Ibrahim, B. M., 1997

Research output: ThesisDoctoral Thesis

Optimal Asset Allocation with Liability Hedging

Ibrahim, B. M., 1997.

Research output: Contribution to conferencePaper