Professor Daniel Ladley
Professor of Finance
Contact details
- Tel: +44 (0)116 252 5285
- Email: dl110@le.ac.uk
- Office: Room 0.21, Ground Floor, Teaching Centre, Brookfield
- Office hours: By appointment only (please email)
Personal details
You can access my CV here.
Teaching
Administrative responsibilities
- Deputy Dean
Research
- Market-microstructure
- Banking, systemic risk and financial stability
- Behavioural finance
- Numerical techniques
Research papers can be downloaded through RePEc.
Supervision
I am willing to supervise students in the area of market microstructure or banking theory using a numerical or computational approach.
Current students
Publications
Recent
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.
