Details about Dan Ladley

Access statistics for papers by Dan Ladley.

Last updated 2009-04-15. Update your information in the RePEc Author Service.

Short-id: pla365

Working Papers

2007

1. Do Stylised Facts of Order Book Markets Need Strategic Behaviour?
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute
   See also Journal Article in Journal of Economic Dynamics and Control (2009)

2006

2. The effect of supply and demand in a dynamic limit order based financial market
   Computing in Economics and Finance 2006, Society for Computational Economics

Journal Articles

2009

1. Do stylised facts of order book markets need strategic behaviour?
   Journal of Economic Dynamics and Control, 2009, 33, (4), 817-831
   See also Working Paper (2007)

2008

2. The Strategic Exploitation of Limited Information and Opportunity in Networked Markets
   Computational Economics, 2008, 32, (3), 295-315