Professor Daniel Ladley

Professor of Finance

Contact details

  • Tel: +44 (0)116 252 5285
  • Email:
  • Office: Room 0.21, Teaching Centre, Brookfield
  • Office hours: By appointment only (please email)

Personal details

You can access my CV here.


Administrative responsibilities

  • Deputy Dean


  • Market-microstructure
  • Banking, systemic risk and financial stability
  • Behavioural finance
  • Numerical techniques

Research papers can be downloaded through RePEc.


I am willing to supervise students in the area of market microstructure or banking theory using a numerical or computational approach.

Current students



Chasing trends at the micro-level: The effect of technical trading on order book dynamics (with Chiarella, C) Journal of Banking and Finance, Forthcoming.

Market Ecologies: The Effect of Information on the Interaction and Profitability of Technical Trading strategies (with Jackson, A) International Review of Financial Analysis, Forthcoming

Central banks' forecasts and their bias: Evidence, effects and explanation (with Charemza, W.) International Journal of Forecasting, Forthcoming.

Fragmentation and Stability of Markets (with Lensberg, T., Palczewski, J., Schenk-Hoppé, K. R.) Journal of Economic Behaviour and Organisation, 2015, 119, 466-481.

Costs and benefits of financial regulation: Short-selling bans and transaction taxes (with T. Lensberg and K. R. Schenk-Hoppé), Journal of Banking and Finance, 2015, 51, 103-118.


Heterogeneous Beliefs in Over-The-Counter Markets (with M. De Kamps, and A. Simaitis), Journal of Economic Dynamics and Control, 2014, 41, pp. 50-68.
The simplicity of optimal trading in order book markets  (with P Pellizzari), in Nonlinear Economic Dynamics and Financial Modelling: Essays in Honour of Carl Chiarella (Eds. R. Dieci, X.-H. He and C. Hommes), pp 183-199.


Contagion and risk sharing on the interbank market, Journal of Economic Dynamics and Control, 2013, 37 (7), 1384-1400.


Zero Intelligence in Economics and Finance, The Knowledge Engineering Review - Special Issue on Agent Based Computational Economics, 2012, 27(2), 273-286.


Do stylised facts of order book markets need strategic behaviour? (with K. R. Schenk-Hoppé), Journal of Economic Dynamics and Control, 2009, 33(4), 817-831.


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


Ladley, D. & Bullock, S., 2005. "The role of logistic constraints in termite construction of chambers and tunnels," Journal of Theoretical Biology, 234(4), 551-564

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Contact Details

School of Business
University of Leicester
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