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Daniel Ladley

Personal Details

First Name:Daniel
Middle Name:
Last Name:Ladley
Suffix:
RePEc Short-ID:pla365
[This author has chosen not to make the email address public]
http://www.le.ac.uk/ec/staff/dl110.html

Affiliation

School of Business
Leicester University

Leicester, United Kingdom
https://le.ac.uk/school-of-business
RePEc:edi:deleiuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Daniel Ladley & Nathalie Oriol & Iryna Veryzhenko, 2024. "High-frequency spoofing, market fairness and regulation," Working Papers hal-04409485, HAL.
  2. Bernales, Alejandro & Ladley, Daniel & Litos, Evangelos & Valenzuela, Marcela, 2021. "Dark trading and alternative execution priority rules," LSE Research Online Documents on Economics 118866, London School of Economics and Political Science, LSE Library.
  3. Daniel Ladley, 2019. "The Design and Regulation of High Frequency Traders," Discussion Papers in Economics 19/02, Division of Economics, School of Business, University of Leicester.
  4. Daniel Ladley & Peter L. Rousseau, 2018. "Panic and propagation in 1873: a computational network approach," Vanderbilt University Department of Economics Working Papers 18-00004, Vanderbilt University Department of Economics.
  5. Peter Rousseau & Dan Ladley, 2017. "Panic and Propagation in 1873," 2017 Meeting Papers 1199, Society for Economic Dynamics.
  6. Subir Bose & Daniel Ladley & Xin Li, 2016. "The Role of Hormones in Financial Markets," Discussion Papers in Economics 16/01, Division of Economics, School of Business, University of Leicester.
  7. Daniel Ladley & Guanqing Liu & James Rockey, 2016. "Margin Trading: Hedonic Returns and Real Losses," Discussion Papers in Economics 16/06, Division of Economics, School of Business, University of Leicester.
  8. Paolo Pellizzari & Dan Ladley, 2014. "The simplicity of optimal trading in order book markets," Working Papers 2014:05, Department of Economics, University of Venice "Ca' Foscari".
  9. Antony Jackson & Daniel Ladley, 2013. "Market Ecologies: The Interaction and Profitability of Technical Trading Strategies," Discussion Papers in Economics 13/02, Division of Economics, School of Business, University of Leicester.
  10. Daniel Ladley & Ian Wilkinson & Louise Young, 2013. "The Evolution Of Cooperation In Business: Individual Vs. Group Incentives," Discussion Papers in Economics 13/14, Division of Economics, School of Business, University of Leicester.
  11. Terje Lensberg & Klaus Reiner Schenk-Hoppé & Daniel Ladley, 2012. "Costs and Benefits of Financial Regulation: Short-Selling Bans and Transaction Taxes," Swiss Finance Institute Research Paper Series 12-27, Swiss Finance Institute.
  12. Marc de Kamps & Daniel Ladley & Aistis Simaitis, 2012. "Heterogeneous Beliefs in Over-The-Counter Markets," Discussion Papers in Economics 13/03, Division of Economics, School of Business, University of Leicester, revised Sep 2013.
  13. Lensberg, Terje & Schenk-Hoppé, Klaus Reiner & Ladley, Dan, 2012. "Costs and Benefits of Speculation," Discussion Papers 2012/12, Norwegian School of Economics, Department of Business and Management Science.
  14. Wojciech Charemza & Daniel Ladley, 2012. "MPC Voting, Forecasting and Inflation," Discussion Papers in Economics 12/23, Division of Economics, School of Business, University of Leicester, revised Jan 2013.
  15. Daniel Ladley & James Rockey, 2010. "Party Formation and Competition," Discussion Papers in Economics 10/17, Division of Economics, School of Business, University of Leicester, revised Mar 2014.
  16. Dan Ladley, 2010. "An economic model of contagion in interbank lending markets," Discussion Papers in Economics 11/06, Division of Economics, School of Business, University of Leicester, revised Dec 2010.
  17. Dan Ladley & Klaus Reiner Schenk-Hoppe, 2007. "Do Stylised Facts of Order Book Markets Need Strategic Behaviour?," Swiss Finance Institute Research Paper Series 07-20, Swiss Finance Institute.
  18. Dan Ladley & Klaus Reiner & Schenk-Hoppé, 2006. "The effect of supply and demand in a dynamic limit order based financial market," Computing in Economics and Finance 2006 427, Society for Computational Economics.

Articles

  1. Bernales, Alejandro & Ladley, Daniel & Litos, Evangelos & Valenzuela, Marcela, 2025. "Execution risk and price improvement under dark pools," Journal of Economic Dynamics and Control, Elsevier, vol. 179(C).
  2. Ladley, Daniel & Rousseau, Peter L., 2023. "Panic and propagation in 1873: A network analytic approach," Journal of Banking & Finance, Elsevier, vol. 151(C).
  3. Gao, Xing & Ladley, Daniel, 2022. "Statistical arbitrage and risk contagion," Journal of Economic Dynamics and Control, Elsevier, vol. 144(C).
  4. Xing Gao & Daniel Ladley, 2022. "Noise trading and market stability," The European Journal of Finance, Taylor & Francis Journals, vol. 28(13-15), pages 1283-1301, October.
  5. Adriani, Fabrizio & Ladley, Dan, 2021. "Endogenous Social Distancing And Containment Policies In Social Networks," National Institute Economic Review, National Institute of Economic and Social Research, vol. 257, pages 101-117, August.
  6. Adriani, Fabrizio & Ladley, Dan, 2021. "Social distance, speed of containment and crowding in/out in a network model of contagion," Journal of Economic Behavior & Organization, Elsevier, vol. 190(C), pages 597-625.
  7. Ladley, Daniel & Liu, Guanqing & Rockey, James, 2020. "Losing money on the margin," Journal of Economic Behavior & Organization, Elsevier, vol. 172(C), pages 107-136.
  8. Bose, Subir & Ladley, Daniel & Li, Xin, 2020. "The role of hormones in financial markets," International Review of Financial Analysis, Elsevier, vol. 67(C).
  9. Ladley, Daniel, 2020. "The high frequency trade off between speed and sophistication," Journal of Economic Dynamics and Control, Elsevier, vol. 116(C).
  10. Jackson, Antony & Ladley, Daniel, 2016. "Market ecologies: The effect of information on the interaction and profitability of technical trading strategies," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 270-280.
  11. Charemza, Wojciech & Ladley, Daniel, 2016. "Central banks’ forecasts and their bias: Evidence, effects and explanation," International Journal of Forecasting, Elsevier, vol. 32(3), pages 804-817.
  12. Chiarella, Carl & Ladley, Daniel, 2016. "Chasing trends at the micro-level: The effect of technical trading on order book dynamics," Journal of Banking & Finance, Elsevier, vol. 72(S), pages 119-131.
  13. Lensberg, Terje & Schenk-Hoppé, Klaus Reiner & Ladley, Dan, 2015. "Costs and benefits of financial regulation: Short-selling bans and transaction taxes," Journal of Banking & Finance, Elsevier, vol. 51(C), pages 103-118.
  14. Ladley, Daniel & Wilkinson, Ian & Young, Louise, 2015. "The impact of individual versus group rewards on work group performance and cooperation: A computational social science approach," Journal of Business Research, Elsevier, vol. 68(11), pages 2412-2425.
  15. Ladley, Daniel & Lensberg, Terje & Palczewski, Jan & Schenk-Hoppé, Klaus Reiner, 2015. "Fragmentation and stability of markets," Journal of Economic Behavior & Organization, Elsevier, vol. 119(C), pages 466-481.
  16. De Kamps, Marc & Ladley, Daniel & Simaitis, Aistis, 2014. "Heterogeneous beliefs in over-the-counter markets," Journal of Economic Dynamics and Control, Elsevier, vol. 41(C), pages 50-68.
  17. Ladley, Daniel, 2013. "Contagion and risk-sharing on the inter-bank market," Journal of Economic Dynamics and Control, Elsevier, vol. 37(7), pages 1384-1400.
  18. Stephen Hall & Dan Ladley, 2012. "Introduction to the special issue in honour of Wojciech Charemza," Economic Change and Restructuring, Springer, vol. 45(1), pages 1-2, February.
  19. Ladley, Dan & Schenk-Hoppé, Klaus Reiner, 2009. "Do stylised facts of order book markets need strategic behaviour?," Journal of Economic Dynamics and Control, Elsevier, vol. 33(4), pages 817-831, April.
  20. Dan Ladley & Seth Bullock, 2008. "The Strategic Exploitation of Limited Information and Opportunity in Networked Markets," Computational Economics, Springer;Society for Computational Economics, vol. 32(3), pages 295-315, October.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 12 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MST: Market Microstructure (6) 2007-10-20 2013-02-16 2014-03-30 2016-04-23 2019-05-27 2023-07-17. Author is listed
  2. NEP-CDM: Collective Decision-Making (3) 2010-06-18 2012-10-27 2013-07-28
  3. NEP-CMP: Computational Economics (3) 2014-03-30 2018-04-02 2019-05-27
  4. NEP-POL: Positive Political Economics (2) 2010-06-18 2012-10-27
  5. NEP-BAN: Banking (1) 2010-11-27
  6. NEP-BEC: Business Economics (1) 2013-07-28
  7. NEP-CBA: Central Banking (1) 2012-10-27
  8. NEP-CFN: Corporate Finance (1) 2010-11-27
  9. NEP-CSE: Economics of Strategic Management (1) 2007-10-20
  10. NEP-EVO: Evolutionary Economics (1) 2013-07-28
  11. NEP-EXP: Experimental Economics (1) 2016-03-23
  12. NEP-FMK: Financial Markets (1) 2010-11-27
  13. NEP-FOR: Forecasting (1) 2012-10-27
  14. NEP-HIS: Business, Economic and Financial History (1) 2018-04-02
  15. NEP-HME: Heterodox Microeconomics (1) 2018-04-02
  16. NEP-HPE: History and Philosophy of Economics (1) 2013-07-28
  17. NEP-MAC: Macroeconomics (1) 2012-10-27
  18. NEP-MON: Monetary Economics (1) 2012-10-27
  19. NEP-ORE: Operations Research (1) 2014-03-30
  20. NEP-REG: Regulation (1) 2010-11-27
  21. NEP-RMG: Risk Management (1) 2016-04-23

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