Accessibility Skip to Global Navigation Skip to Local Navigation Skip to Content Skip to Search Skip to Site Map Menu

Dr Olena Onishchenko

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

Office OBS 3.45
Tel +64 3 479 8110
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 an intra-day stock market trader.

Since joining Otago's Department of Accountancy and Finance Olena has tutored, coordinated and lectured on BSNS 114 – one of our large 100-level core papers. Olena is very active in the department as a course approver and adviser, and member of the AKO teaching and learning committee.

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)

^ Top of page

Publications

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

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. Advance online publication. doi: 10.1080/26939169.2021.1933658

Ülkü, N., & Onishchenko, O. (2021). Institutional overcrowding everyday. Journal of Behavioral Finance. Advance online publication. doi: 10.1080/15427560.2021.1892678

Onishchenko, O., & Ülkü, N. (2020). Investor types' trading around the short-term reversal pattern. International Journal of Finance & Economics. Advance online publication. doi: 10.1002/ijfe.2291

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

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. Advance online publication. 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

Ülkü, N., & Onishchenko, O. (2021). Institutional overcrowding everyday. Journal of Behavioral Finance. Advance online publication. doi: 10.1080/15427560.2021.1892678

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. (2020). Investor types' trading around the short-term reversal pattern. International Journal of Finance & Economics. Advance online publication. doi: 10.1002/ijfe.2291

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

More publications...