Performed a dirty search and there seems to be not much evidence on ankle weights. Below is reported conclusion.
Claremont et al. 1988
The results indicate that commercial claims of marked increases in energy expenditure during running with hand/ankle weights are exaggerated. It appears that the small actual increases in energy expenditure, the potential for increased impact forces, and the relative discomfort of carrying weights discredit running with hand and/or ankle weights as a desirable exercise alternative.
I would concur with the above.