Items where City Author is "Delaney, Laura"
Delaney, L. 
ORCID: 0000-0003-0944-9894 (2021).
A Model of Investment under Uncertainty with Time to Build, Market Incompleteness and Risk Aversion.
European Journal of Operational Research, 293(3),
pp. 1155-1167.
doi: 10.1016/j.ejor.2020.12.052
Delaney, L. ORCID: 0000-0003-0944-9894 (2020).
A Model of Investment under Uncertainty with Time to Build, Market Incompleteness and Risk Aversion (20/13).
London, UK: Department of Economics, City, University of London.
Delaney, L. ORCID: 0000-0003-0944-9894 (2018).
Symmetric Equilibrium Strategies in Game Theoretic Real Option Models with Incomplete Information.
Economics Letters, 174,
pp. 42-47.
doi: 10.1016/j.econlet.2018.10.020
Delaney, L. ORCID: 0000-0003-0944-9894 (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. ORCID: 0000-0003-0944-9894 (2018).
Valuing Voluntary Disclosure with Competitive Interactions using a Real Options Approach.
.
Delaney, L. & Kovaleva, P. (2017). The Dampening Effect of Iceberg Orders on Small Traders' Welfare. Annals of Finance, 13(4), pp. 453-484. doi: 10.1007/s10436-017-0304-1
Delaney, L. (2016). Equilibrium Investment in High Frequency Trading Technology: A Real Options Approach (15/14). London, UK: Department of Economics, City University London.
Delaney, L. & Thijssen, 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. (2015). An Examination of the Optimal Timing Strategy for a Slow Trader Investing in a High Frequency Trading Technology
Delaney, L. (2015). An Examination of the Optimal Timing Strategy for a Slow Trader Investing in a High Frequency Trading Technology (15/04). London, UK: Department of Economics, City University London.
Delaney, L. & Thijssen, J. (2011). Valuing voluntary disclosure using a real options approach (11/06). London, UK: Department of Economics, City University London.