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Dr Olena Onishchenko

Dr Olina Onishchenko, Otago Business SchoolTeaching Fellow
BA, MS, PhD (Poltava National Technical University)

Tel 64 3 479 8110
Office CO 3.45
Email olena.onishchenko@otago.ac.nz

Olena joined the department in 2014.  Her primary research area is stock market anomalies and market microstructure.  She monitors investors’ trading behaviour around stock market anomalies. The anomalies Olena is addressing are: short-run reversals; Monday effect; return seasonalities; Momentum and 52-week high strategy.

Since joining Otago's Department of Accountancy & Finance Olena has tutored, coordinated and lectured on BSNS114 - one of our large 100 level core paper. Olena is very active in the department as a course approver and advisor, member of the AKO teaching and learning committee.

Teaching

  • BSNS114 (Top 10 Business School Lecturer - 2017)

Working Papers

  • Anatomy of stock market’s reaction to daily winners and losers (with Numan Ulku)
  • Has Foreign Investor Behavior Evolved? (with Numan Ulku)
  • Monday and reversals (with Numan Ulku)
  • A reconciliation of the volume-subsequent return reversal/continuation debate using trader types (with Numan Ulku)
  • Documenting behavioural biases underlying the 52-week high momentum strategy (with Numan Ulku and Ahmad Raza)