City Research Online

Article

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 (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. & 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. & 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

Internet Publication

Delaney, L. (2015). An Examination of the Optimal Timing Strategy for a Slow Trader Investing in a High Frequency Trading Technology

Monograph

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. (2016). Equilibrium Investment in High Frequency Trading Technology: A Real Options Approach (15/14). London, UK: Department of Economics, City University London.

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.

Working Paper

Delaney, L. ORCID: 0000-0003-0944-9894 (2018). Valuing Voluntary Disclosure with Competitive Interactions using a Real Options Approach. .