Publications

Forthcoming

  • 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, forthcoming.

2014

  • 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.

2013

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

2012

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

2009

  • 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.

2008

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

2005

  • 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
University Road
Leicester
LE1 7RH

ulsb@le.ac.uk

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