Loughborough University
Leicestershire, UK
LE11 3TU
+44 (0)1509 263171
Loughborough University

School of Business and Economics

School staff

Lawrence A Leger

Lawrence A Leger BA (Sussex), MPhil (London), MComm (Hons) (New South Wales), PhD (Western Ontario)

Senior Lecturer
Programme Director for MSc/MA programmes in Economics

Module Organiser:
ECC004 : Financial Economics and Corporate Finance (Semester 1)
ECP102 : Essentials of Financial Economics (Semester 1)
ECP104 : Research Communication (Semesters 1 & 2)
ECP202 : Financial Economics (Semester 1)

Research Interests:
financial economics, asset pricing and the evaluation of managed  equity  portfolios

Publications:

2010: “A Mean-Variance Diagnosis of the Financial Crisis: International Diversification and Safe Havens” (with Alexander Eptas). Journal of Risk and Financial Management, 4, 97-117.

2010: “The Impact on IPO Performance of Reforming IPO Allocation Regulations: An Event Study of Shanghai Stock Exchange A-Shares” (with Fei Jiang). Journal of Financial Economic Policy, 2, 251-272.

2008: "Changes in the Risk Structure of Stock Returns: Consumer Confidence and the Dotcom Bubble" (with Vitor Leone). Review of Financial Economics, 17, 228-244.

2008: “Generating Innovations in Macroeconomic Variables” (with Vitor Leone), DOI: 10.1080/17446540701748965, Applied Financial Economics Letters

2007: "Safeguard Measures and Impediments to Labour Mobility" (with James Gaisford),. In J.D. Gaisford, and W.A. Kerr (eds.), Handbook on International Trade Policy, Edward Elgar, Cheltenham, ISBN 978 1 84376 939 2.

2003: “Asymmetric Information, Imitative Behaviour and Communication: Price Formation in an Experimental Asset Market” (with Olivier Brandouy and Pascal Barneto), The European Journal of Finance, 9, 393-419.

2001: “The Stability of Risk Factors in the UK Stock Market” (with Saiful Bahri), Applied Financial Economics, 11, 411-422.

2001: “Imperfect Intersectoral Labour Mobility and Welfare in International Trade: A Review of the Theoretical Literature” (with James Gaisford) Journal of Economic Surveys, 15, No. 4, 463-490.

2000: “Terms of Trade Shocks, Labour Market Adjustment and Anti-Surge Measures” (with James Gaisford, University of Calgary) Review of International Economics,8, No. 1, 100-112.

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