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Dr Olena Onishchenko

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

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

Olena joined the department in 2014. Her primary research area is stock market anomalies, market microstructure and behavioural finance. She monitors investors’ trading behaviour around stock market anomalies. The anomalies Olena is addressing are: short-run reversals; Monday effect; turnover; momentum. Olena is also intra-day stock market trader.

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 adviser, member of the AKO teaching and learning committee.

Teaching

  • BSNS114 (Top 10 Business School Lecturer - 2017)

Research interests

  • Stock market anomalies
  • Market microstructure
  • Behavioural Finance
  • Financial Literacy

Selected working papers

  • The Practical Implications of Modern Portfolio Theory (with Timothy Falcon Crack and Robin Grieves)
  • Who trades Turnover? (with Jing Zhao and Daisy Chou)
  • Monday and reversals (with Numan Ulku)

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Publications

Ülkü, N., & Onishchenko, O. (2019). Trading volume and prediction of stock return reversals: Conditioning on investor types' trading. Journal of Forecasting. Advance online publication. doi: 10.1002/for.2582

Onishchenko, O., & Ülkü, N. (2019). The evolution of foreign investor trading behavior. Journal of Multinational Financial Management. Advance online publication. 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. Advance online publication. doi: 10.1002/for.2582

Onishchenko, O., & Ülkü, N. (2019). The evolution of foreign investor trading behavior. Journal of Multinational Financial Management. Advance online publication. doi: 10.1016/j.mulfin.2019.04.005

More publications...