Associate Professor of Mathematics, LSE

Albina Danilova

Research Associates

Associate Professor of Mathematics, LSE

LSE Webpage

Personal Webpage

Publications

More publications

Discussion Papers

Information Asymmetries, Volatility, Liquidity, and the Tobin Tax

We develop a tractable model in which trade is generated by asymmetry in agents' information sets. We show that, even if news are not generated by a...

November 2014

DP 24

Albina Danilova

Christian Julliard

Albina Danilova

Publications

Discussion Papers

Information Asymmetries, Volatility, Liquidity, and the Tobin Tax

News

Charles Goodhart featured in the Wall Street Journal

Eva Micheler's new book is out now

A Roundtable on The Treasury’s Future Framework Review

Events

Financial regulation when the government goes for growth

Book launch: The Illusion of Control

The Third International Annual Capital Markets Conference 20 ...

Seminars

Unmasking mutual fund derivative use

Publications

Liz Truss has an opportunity to fix a critical financial reg ...

Algorithmic Trading and Investment-To-Price Sensitivity

Choosing a numerical programming language for economic resea ...