Ilona started her DPhil in Financial Economics in 2015 under the supervision of Mungo Wilson and Kevin Sheppard. Her studies are funded by the Oxford Chinese Economy Programme at St Edmund Hall, where Ilona is a member.
Prior to starting her doctorate, Ilona received her MPhil degree in Economics from the University of Oxford. Ilona also holds an MA, with distinction, in Applied Economics from University College London (UCL). Prior to her studies at Oxford, Ilona worked as a Research Analyst in Macroeconomics and Debt Policy for the International Monetary Fund in Washington, DC.
Ilona's research interests are in the areas of asset pricing and empirical techniques. Ilona will be available for interviews at the Allied Social Sciences Associations (ASSA) 2018 meetings in Philadelphia.
Ilona's current research is in the areas of asset pricing and new empirical techniques that can address questions about information diversity, the wisdom of crowds, fintech, and crowdfunding.
In her job market paper, Ilona highlights the significance of information diversity as a phenomenon that is prevalent, measurable, and tradable. Ilona shows how a recently developed statistical technique can infer overlap in agents' information and be used to construct a profitable trading strategy using recommendations of sell-side analysts.
Issues of information aggregation are also prevalent in other contexts in finance, including in crowdfunding. In joint work with Thomas Hellmann and Nir Vulkan, Ilona exploits unique features of equity crowdfunding campaigns to examine the trade-off between ownership and investment.
In another line of empirical work, Ilona analyzes the maturity structure decisions of government debt managers in national treasuries and the prominent role of institutional investors.
Job Market Paper: Can Investors Profit from Information Diversity?
Michaelmas Term 2017 - Support class teacher for Financial Econometrics course for Master students in Financial Economics.
Saïd Business School
University of Oxford
Park End Street