Daniel Ladley

University of Leicester - School of Business

University Road

Leicester, LE1 7RH

United Kingdom

SCHOLARLY PAPERS

12

DOWNLOADS
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Top 26,904

in Total Papers Downloads

1,969

SSRN CITATIONS

3

CROSSREF CITATIONS

2

Scholarly Papers (12)

1.

Costs and Benefits of Financial Regulation: Short-Selling Bans and Transaction Taxes

Swiss Finance Institute Research Paper No. 12-27
Number of pages: 57 Posted: 14 Aug 2012 Last Revised: 01 Nov 2014
Norwegian School of Economics (NHH) - Department of Finance, University of Manchester - Department of Economics and University of Leicester - School of Business
Downloads 460 (69,331)
Citation 2

Abstract:

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financial regulation, portfolio management, market microstructure

2.

The Role of Hormones in Financial Markets

Number of pages: 39 Posted: 08 Mar 2016
Subir Bose, Daniel Ladley and Xin Li
University of Leicester - Department of Economics, University of Leicester - School of Business and University of Westminster?Westminster Business School
Downloads 339 (99,040)
Citation 2

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Gender, Hormones, Endogenous risk preference, Market stability, Trader performance

3.

Do Stylised Facts of Order Book Markets Need Strategic Behaviour?

Swiss Finance Institute Research Paper No. 07-20
Number of pages: 27 Posted: 02 Jul 2007
Daniel Ladley and Klaus Reiner Schenk-Hoppé
University of Leicester - School of Business and University of Manchester - Department of Economics
Downloads 303 (112,023)
Citation 2

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Order book markets, stylised facts, market mechanism, strategic behaviour, price dynamics, order flow behaviour, Limit order book, order behaviour

4.

The Simplicity of Optimal Trading in Order Book Markets

Department of Management, Università Ca' Foscari Venezia Working Paper No. 05/WP/2014
Number of pages: 24 Posted: 21 Mar 2014
Daniel Ladley and Paolo Pellizzari
University of Leicester - School of Business and Ca Foscari University of Venice - Dipartimento di Economia
Downloads 244 (140,376)

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Continuous Double Auction, Order Book, Information, Optimal Trading

5.

Margin Trading: Hedonic Returns and Real Losses

Number of pages: 49 Posted: 12 Apr 2016
Daniel Ladley, Guanqing Liu and James Rockey
University of Leicester - School of Business, University of Leicester - Department of Economics and University of Leicester
Downloads 133 (239,845)

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Margin Trading, Hedonic Trading, Gambling, Recreational Investors

6.

The Design and Regulation of High Frequency Traders

Number of pages: 23 Posted: 14 May 2019
Daniel Ladley
University of Leicester - School of Business
Downloads 99 (296,531)

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Finance; Genetic Programming; High Frequency Trading; Strategy Design; Regulation

7.

Market Ecologies: The Interaction and Profitability of Technical Trading Strategies

Number of pages: 30 Posted: 15 Dec 2012
Antony Jackson and Daniel Ladley
University of East Anglia (UEA) and University of Leicester - School of Business
Downloads 97 (300,419)
Citation 1

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Technical trading rules, artificial market, market ecology

8.

Fragmentation and Stability of Markets

Norwegian School of Economics (NHH), Department of Finance Working Paper No. 2013-7
Number of pages: 41 Posted: 03 Aug 2013 Last Revised: 15 Oct 2015
University of Leicester - School of Business, Norwegian School of Economics (NHH) - Department of Finance, University of Leeds - School of Mathematics and University of Manchester - Department of Economics
Downloads 94 (306,575)
Citation 1

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Skills, market fragmentation, volatility, market resilience

9.

Losing Money on the Margin

Number of pages: 49 Posted: 06 Feb 2017
Daniel Ladley, Guanqing Liu and James Rockey
University of Leicester - School of Business, University of Leicester - Department of Economics and University of Leicester
Downloads 74 (354,253)

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Margin Trading, Margin Requirement, Skewness Preference, Retail Investors

10.

Dark Pools under Different Execution Priority, Adverse Selection and Traders' Competition

Number of pages: 54 Posted: 31 Mar 2020 Last Revised: 19 Aug 2020
Universidad de Chile, University of Leicester - School of Business, University of Leicester - School of Business and Pontificia Universidad Católica de Chile
Downloads 51 (426,341)

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Dark pool; limit order market; execution priority; adverse selection; competition of traders; market quality; welfare

11.

Noise Trading and Market Stability

Number of pages: 31 Posted: 08 Jul 2019
Gao Xing and Daniel Ladley
University of Leicester and University of Leicester - School of Business
Downloads 41 (465,836)

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Trading Skills, Learning, Heterogeneous Beliefs, Market Stability

12.

Panic and Propagation in 1873: A Computational Network Approach

Number of pages: 43 Posted: 31 Mar 2018 Last Revised: 17 Apr 2018
Daniel Ladley and Peter L. Rousseau
University of Leicester - School of Business and Vanderbilt University - Department of Economics
Downloads 34 (497,471)

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Panic of 1873, Reserve System, Crisis, Systemic Risk, Network