Dr Laura Delaney
- Dr Laura Delaney
- +44 (0)20 7040 4129
Laura joined City, University of London as a Lecturer in Economics in September 2011. She has been Senior Lecturer in Economics since August 2018.
Primary Research Fields: Financial Economics, Investment Under Uncertainty, Market Microstructure.
Secondary Research Fields: Microeconomics, Asset Pricing, Corporate Finance, Game Theory.
Laura obtained her PhD in Economics from Trinity College, Dublin in 2012, an MSc in Applicable Mathematics from the London School of Economics and Political Science in 2006, and a BSc(Mod.) in Economics and Mathematics from Trinity College Dublin in 2005.
- Delaney, L. (2018). Investment in high-frequency trading technology: A real options approach. European Journal of Operational Research, 270(1), pp. 375–385. doi:10.1016/j.ejor.2018.03.025.
- Delaney, L. and Kovaleva, P. (2017). The dampening effect of iceberg orders on small traders’ welfare: A real options perspective. Annals of Finance, 13(4), pp. 453–484. doi:10.1007/s10436-017-0304-1.
- Delaney, L. and Thijssen, J.J.J. (2015). The impact of voluntary disclosure on a firm's investment policy. EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 242(1), pp. 232–242. doi:10.1016/j.ejor.2014.09.047.
- Delaney, L. Symmetric Equilibrium Strategies in Game Theoretic Real Option Models with Incomplete Information. Economics Letters.
- Delaney, L. and Thijssen, J. (2011). Valuing voluntary disclosure using a real options approach. London, UK: Department of Economics, City, University of London..
- Delaney, L. Equilibrium Investment in High Frequency Trading Technology: A Real Options Approach.
- Delaney, L. Valuing Voluntary Disclosure with Competitive Interactions using a Real Options Approach.
- Delaney, L. and Kovaleva, P. The Effect of Hidden Liquidity in Limit Order Books on the Welfare of Market Order Traders.
- Delaney, L. A Model of Investment under Uncertainty with Time to Build, Market Incompleteness and Risk Aversion.
- Delaney, L. Symmetric Equilibrium Strategies in Game Theoretic Real
Option Models with Incomplete Information.
2013- Present: Advanced Quantitative Economics (Overall satisfaction 2014/2015: 4.8/5)
2012-Present: Topics in Corporate Finance (Overall satisfaction 2014/2015: 4.3/5)
2011-2013: Asset Pricing (Overall satisfaction 2012/2013: 4/5)
PhD and MSc supervision
PhD: Co-supervisor (with Professor Giulia Iori) of Polina Kovaleva. Thesis: Trading
in Electronic Markets: The Challenges of Imperfect Liquidity and Reduced Pre-
trade Transparency. (Accepted January 2014).
MSc: I have supervised many dissertation projects on the MSc in Financial Economics and the MSc in Economics.
August 2013: Runner up in Economics Network Teaching and Learning Awards 2013
(Best New Lecturer Category)