Daniel Ladley

Daniel Ladley

University of Leicester

H-index: 12

Europe-United Kingdom

About Daniel Ladley

Daniel Ladley, With an exceptional h-index of 12 and a recent h-index of 9 (since 2020), a distinguished researcher at University of Leicester, specializes in the field of Market microstructure, Systemic Risk, Behavioural Finance, Numerical Methods.

His recent articles reflect a diverse array of research interests and contributions to the field:

Statistical Arbitrage and Risk Contagion

Alternative Execution Priority Rules in Dark Pools

Noise trading and market stability

Dark Trading and Alternative Execution Priority Rules

Endogenous Social Distancing And Containment Policies In Social Networks

Social distance, speed of containment and crowding in/out in a network model of contagion

The high frequency trade off between speed and sophistication

Challenges To Global Financial Stability Interconnections Credit Risk Business Cycle And The Role Of Market Participants

Daniel Ladley Information

University

Position

Professor of Finance School of Business

Citations(all)

737

Citations(since 2020)

306

Cited By

533

hIndex(all)

12

hIndex(since 2020)

9

i10Index(all)

16

i10Index(since 2020)

8

Email

University Profile Page

University of Leicester

Google Scholar

View Google Scholar Profile

Daniel Ladley Skills & Research Interests

Market microstructure

Systemic Risk

Behavioural Finance

Numerical Methods

Top articles of Daniel Ladley

Title

Journal

Author(s)

Publication Date

Statistical Arbitrage and Risk Contagion

Journal of Economic Dynamics and Control

Xing Gao

Daniel Ladley

2022/9/17

Alternative Execution Priority Rules in Dark Pools

Available at SSRN 4169352

Alejandro Bernales

Daniel Ladley

Evangelos Litos

Marcela Valenzuela

2022/7/22

Noise trading and market stability

The European Journal of Finance

Xing Gao

Daniel Ladley

2021/7/24

Dark Trading and Alternative Execution Priority Rules

Alejandro Bernales

Dan Ladley

Evangelos Litos

Marcela Valenzuela

2021/6

Endogenous Social Distancing And Containment Policies In Social Networks

National Institute Economic Review

Fabrizio Adriani

Dan Ladley

2021

Social distance, speed of containment and crowding in/out in a network model of contagion

Journal of Economic Behavior & Organization

Fabrizio Adriani

Dan Ladley

2021/10/1

The high frequency trade off between speed and sophistication

Journal of Economic Dynamics and Control

Daniel Ladley

2020/7/1

Challenges To Global Financial Stability Interconnections Credit Risk Business Cycle And The Role Of Market Participants

Journal of Banking and Finance

Meryem Duygun

Daniel Ladley

Mohamed Shaban

2020/3/1

The role of hormones in financial markets

International Review of Financial Analysis

Subir Bose

Daniel Ladley

Xin Li

2020/1/1

See List of Professors in Daniel Ladley University(University of Leicester)

Co-Authors

H-index: 47
stephen g hall

stephen g hall

University of Leicester

H-index: 37
Peter L. Rousseau

Peter L. Rousseau

Vanderbilt University

H-index: 29
Seth Bullock

Seth Bullock

University of Bristol

H-index: 29
Klaus Reiner Schenk-Hoppé

Klaus Reiner Schenk-Hoppé

Manchester University

H-index: 17
Jan Palczewski

Jan Palczewski

University of Leeds

H-index: 15
Paolo Pellizzari

Paolo Pellizzari

Università Ca' Foscari di Venezia

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