Details about Daniel Ladley

Access statistics for papers by Daniel Ladley.

Last updated 2022-01-16. Update your information in the RePEc Author Service.

Short-id: pla365

Working Papers

2019

1. The Design and Regulation of High Frequency Traders
   Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester

2018

2. Panic and propagation in 1873: a computational network approach
   Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics

2017

3. Panic and Propagation in 1873
   2017 Meeting Papers, Society for Economic Dynamics

2016

4. Margin Trading: Hedonic Returns and Real Losses
   Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester
5. The Role of Hormones in Financial Markets
   Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester
   See also Journal Article The role of hormones in financial markets, International Review of Financial Analysis, Elsevier (2020) View citations (3) (2020)

2014

6. Party Formation and Competition
   Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester
7. The simplicity of optimal trading in order book markets
   Working Papers, Department of Economics, University of Venice "Ca' Foscari" View citations (2)

2013

8. Contagion and risk-sharing on the inter-bank market
   Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester View citations (76)
   Also in Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester (2010) View citations (1)
   See also Journal Article Contagion and risk-sharing on the inter-bank market, Journal of Economic Dynamics and Control, Elsevier (2013) View citations (73) (2013)
9. Heterogeneous Beliefs in Over-The-Counter Markets
   Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester
   See also Journal Article Heterogeneous beliefs in over-the-counter markets, Journal of Economic Dynamics and Control, Elsevier (2014) View citations (1) (2014)
10. MPC Voting, Forecasting and Inflation
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester
11. Market Ecologies: The Interaction and Profitability of Technical Trading Strategies
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester
12. The Evolution Of Cooperation In Business: Individual Vs. Group Incentives
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester View citations (1)

2012

13. Costs and Benefits of Financial Regulation: Short-Selling Bans and Transaction Taxes
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (1)
    See also Journal Article Costs and benefits of financial regulation: Short-selling bans and transaction taxes, Journal of Banking & Finance, Elsevier (2015) View citations (17) (2015)
14. Costs and Benefits of Speculation
    Discussion Papers, Norwegian School of Economics, Department of Business and Management Science View citations (1)

2007

15. Do Stylised Facts of Order Book Markets Need Strategic Behaviour?
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (1)
    See also Journal Article Do stylised facts of order book markets need strategic behaviour?, Journal of Economic Dynamics and Control, Elsevier (2009) View citations (13) (2009)

2006

16. 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

2021

1. ENDOGENOUS SOCIAL DISTANCING AND CONTAINMENT POLICIES IN SOCIAL NETWORKS
   National Institute Economic Review, 2021, 257, 101-117
2. Social distance, speed of containment and crowding in/out in a network model of contagion
   Journal of Economic Behavior & Organization, 2021, 190, (C), 597-625 View citations (3)

2020

3. Losing money on the margin
   Journal of Economic Behavior & Organization, 2020, 172, (C), 107-136 View citations (2)
4. The high frequency trade off between speed and sophistication
   Journal of Economic Dynamics and Control, 2020, 116, (C) View citations (8)
5. The role of hormones in financial markets
   International Review of Financial Analysis, 2020, 67, (C) View citations (3)
   See also Working Paper The Role of Hormones in Financial Markets, Discussion Papers in Economics (2016) (2016)

2016

6. Central banks’ forecasts and their bias: Evidence, effects and explanation
   International Journal of Forecasting, 2016, 32, (3), 804-817 View citations (11)
7. Chasing trends at the micro-level: The effect of technical trading on order book dynamics
   Journal of Banking & Finance, 2016, 72, (S), S119-S131 View citations (7)
8. Market ecologies: The effect of information on the interaction and profitability of technical trading strategies
   International Review of Financial Analysis, 2016, 47, (C), 270-280 View citations (6)

2015

9. Costs and benefits of financial regulation: Short-selling bans and transaction taxes
   Journal of Banking & Finance, 2015, 51, (C), 103-118 View citations (17)
   See also Working Paper Costs and Benefits of Financial Regulation: Short-Selling Bans and Transaction Taxes, Swiss Finance Institute Research Paper Series (2012) View citations (1) (2012)
10. Fragmentation and stability of markets
    Journal of Economic Behavior & Organization, 2015, 119, (C), 466-481 View citations (7)
11. The impact of individual versus group rewards on work group performance and cooperation: A computational social science approach
    Journal of Business Research, 2015, 68, (11), 2412-2425 View citations (10)

2014

12. Heterogeneous beliefs in over-the-counter markets
    Journal of Economic Dynamics and Control, 2014, 41, (C), 50-68 View citations (1)
    See also Working Paper Heterogeneous Beliefs in Over-The-Counter Markets, Discussion Papers in Economics (2013) (2013)

2013

13. Contagion and risk-sharing on the inter-bank market
    Journal of Economic Dynamics and Control, 2013, 37, (7), 1384-1400 View citations (73)
    See also Working Paper Contagion and risk-sharing on the inter-bank market, Discussion Papers in Economics (2013) View citations (76) (2013)

2012

14. Introduction to the special issue in honour of Wojciech Charemza
    Economic Change and Restructuring, 2012, 45, (1), 1-2

2009

15. Do stylised facts of order book markets need strategic behaviour?
    Journal of Economic Dynamics and Control, 2009, 33, (4), 817-831 View citations (13)
    See also Working Paper Do Stylised Facts of Order Book Markets Need Strategic Behaviour?, Swiss Finance Institute Research Paper Series (2007) View citations (1) (2007)

2008

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