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Dr Olina Onishchenko, Otago Business SchoolSenior Lecturer
BA, MS, PhD (Poltava National Technical University)

Office OBS 4.08
Tel +64 3 479 8110
Email olena.onishchenko@otago.ac.nz

Dr Onishchenko is a senior lecturer in finance at the University of Otago (New Zealand). She holds a PhD in economics from Poltava National Technical University (Ukraine). She joined the department in 2014. Dr Onishchenko's research interests lie in empirical capital markets, with a particular focus on retail and institutional investors' trading behavior. She has published in peer-reviewed finance and economics journals such as Pacific-Basin Finance Journal, Journal of Behavioural Finance, Journal of Behavioural and Experimental Finance and Journal of Forecasting. In recent years, she has also developed research interests in short selling. Dr Onishchenko formed a successful research partnership with New Zealand Stock Exchange (NZX) and S3 Partners (New York-based financial start-up).

Dr Onishchenko has been the recipient of numerous AFAANZ and internal research grants.

Teaching

  • BSNS 114 Financial Decision Making (Top 10 Business School Lecturer 2017)
  • FINC 403 Studies in Capital Markets

Research interests

  • Empirical capital markets
  • Behavioural finance
  • Market microstructure
  • Securities lending
  • Sustainable investing

Supervision

PhD

  • Sandun Fernando
  • Sampath Kongahawatte

FINC 580

  • Scott Clark
  • Felicia Marston
  • Finn Wilkinson

Selected grants

2021

  • Equity lending and stock resiliency surrounding market crashes. Olena Onishchenko, Jing Zhao, AFAANZ (Accounting & Finance Association of Australia and New Zealand)

2019

  • Who trades on intraday equity market momentum? Olena Onishchenko, Duminda Kuruppuarachchi, Helen Roberts. Commerce Research Grant (CRG)

Selected working papers

  • Short sellers' trading strategies (with Jing Zhao)
  • Prospect theory (with Jing Zhao, Sampath Kongahawatte, Duminda Kuruppuarachchi and Helen Roberts)
  • Short selling and sustainable investing (with Marinela Finta and Jing Zhao)

Media coverage

Publications

Onishchenko, O. (2023, February). Crowded shorts and the cross-section of stock returns. Verbal presentation at the New Zealand Finance Colloquium, Wellington, New Zealand.
Conference Contribution - Verbal presentation and other Conference outputs
Ülkü, N., & Onishchenko, O. (2023). Institutional overcrowding everyday. Journal of Behavioral Finance, 24(1), 1-21. doi: 10.1080/15427560.2021.1892678
Journal - Research Article
Han, X., Li, Y., & Onishchenko, O. (2022). Shunned stocks and market states. European Journal of Finance, 28(7), 705-717. doi: 10.1080/1351847x.2021.2015699
Journal - Research Article
Onishchenko, O., & Ülkü, N. (2022). Investor types' trading around the short-term reversal pattern. International Journal of Finance & Economics, 27, 2627-2647. doi: 10.1002/ijfe.2291
Journal - Research Article
Onishchenko, O., Zhao, J., Kuruppuarachchi, D., & Roberts, H. (2021, July). Who drives intraday time-series momentum? Verbal presentation at the Accounting & Finance Association of Australia and New Zealand (AFAANZ) Conference, [Online].
Conference Contribution - Verbal presentation and other Conference outputs
Ülkü, N., & Onishchenko, O. (2023). Institutional overcrowding everyday. Journal of Behavioral Finance, 24(1), 1-21. doi: 10.1080/15427560.2021.1892678
Journal - Research Article
Han, X., Li, Y., & Onishchenko, O. (2022). Shunned stocks and market states. European Journal of Finance, 28(7), 705-717. doi: 10.1080/1351847x.2021.2015699
Journal - Research Article
Onishchenko, O., & Ülkü, N. (2022). Investor types' trading around the short-term reversal pattern. International Journal of Finance & Economics, 27, 2627-2647. doi: 10.1002/ijfe.2291
Journal - Research Article
Chaput, J. S., Crack, T. F., & Onishchenko, O. (2021). What quantity appears on the vertical axis of a normal distribution? A student survey. Journal of Statistics & Data Science Education, 29(2), 192-201. doi: 10.1080/26939169.2021.1933658
Journal - Research Article
Onishchenko, O., Zhao, J., Kuruppuarachchi, D., & Roberts, H. (2021). Intraday time-series momentum and investor trading behavior. Journal of Behavioral & Experimental Finance, 31, 100557. doi: 10.1016/j.jbef.2021.100557
Journal - Research Article
Li, M., Onishchenko, O., & Zhao, J. (2020). Does average skewness matter? Evidence from the Taiwanese stock market. Pacific-Basin Finance Journal, 62, 101382. doi: 10.1016/j.pacfin.2020.101382
Journal - Research Article
Onishchenko, O., & Ülkü, N. (2019). Foreign investor trading behavior has evolved. Journal of Multinational Financial Management, 51, 98-115. doi: 10.1016/j.mulfin.2019.04.005
Journal - Research Article
Ülkü, N., & Onishchenko, O. (2019). Trading volume and prediction of stock return reversals: Conditioning on investor types' trading. Journal of Forecasting, 38, 582-599. doi: 10.1002/for.2582
Journal - Research Article
Onishchenko, O. (2023, February). Crowded shorts and the cross-section of stock returns. Verbal presentation at the New Zealand Finance Colloquium, Wellington, New Zealand.
Conference Contribution - Verbal presentation and other Conference outputs
Onishchenko, O., Zhao, J., Kuruppuarachchi, D., & Roberts, H. (2021, July). Who drives intraday time-series momentum? Verbal presentation at the Accounting & Finance Association of Australia and New Zealand (AFAANZ) Conference, [Online].
Conference Contribution - Verbal presentation and other Conference outputs
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