Volodymyr M. Zdorovtsov

State Street Global Advisors

Director of Quantitative Active Equities Research

One Lincoln St, Fl 25

Boston, MA 02111

United States

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 16,862

SSRN RANKINGS

Top 16,862

in Total Papers Downloads

2,835

SSRN CITATIONS
Rank 38,303

SSRN RANKINGS

Top 38,303

in Total Papers Citations

3

CROSSREF CITATIONS

11

Scholarly Papers (7)

1.

Large Price Declines, News, Liquidity, and Trading Strategies: An Intraday Analysis

University of South Carolina Working Paper
Number of pages: 39 Posted: 29 Jan 2002
Frank Fehle and Volodymyr M. Zdorovtsov
BlueCrest Capital and State Street Global Advisors
Downloads 1,657 (9,851)
Citation 5

Abstract:

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Reversals, News, Overreaction, Trading Strategies

2.

Russell Reconstitution Effect Revisited

Number of pages: 28 Posted: 06 Feb 2007
Zhan M. Onayev and Volodymyr M. Zdorovtsov
Passport Capital Management and State Street Global Advisors
Downloads 535 (50,754)
Citation 1

Abstract:

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Index Reconstitution, Order Flow, Liquidity

3.

Can Companies Influence Investor Behavior Through Advertising? Super Bowl Commercials and Stock Returns

Number of pages: 34 Posted: 20 Dec 2003
Frank Fehle, Sergey Tsyplakov and Volodymyr M. Zdorovtsov
BlueCrest Capital, University of South Carolina - Darla Moore School of Business and State Street Global Advisors
Downloads 499 (55,464)
Citation 3

Abstract:

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Investor Behavior, Advertising

4.

Predatory Trading Around Russell Reconstitution

Number of pages: 26 Posted: 22 Aug 2017
Volodymyr M. Zdorovtsov, Xiaojin Tang and Zhan M. Onayev
State Street Global Advisors, State Street Global Advisors and Passport Capital Management
Downloads 120 (232,874)

Abstract:

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Predatory Trading, Price Manipulation, Index Reconstitution, Order Flow

5.

Can Companies Influence Investor Behaviour Through Advertising? Super Bowl Commercials and Stock Returns

European Financial Management, Vol. 11, No. 5, pp. 625-647, November 2005
Number of pages: 23 Posted: 08 Dec 2005
Frank Fehle, Sergey Tsyplakov and Volodymyr M. Zdorovtsov
BlueCrest Capital, University of South Carolina - Darla Moore School of Business and State Street Global Advisors
Downloads 24 (498,713)
Citation 1
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Abstract:

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6.

News, Trading, and Stock Return Volatility

Stock Market Volatility, 2009
Posted: 29 Jul 2008
Volodymyr M. Zdorovtsov
State Street Global Advisors

Abstract:

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News, Extended-Hours Trading, Return Volatility

7.

Firm-Specific News, Extended-Hours Trading, and Variances Over Trading and Nontrading Periods

Posted: 07 Dec 2003 Last Revised: 27 Jul 2008
Volodymyr M. Zdorovtsov
State Street Global Advisors

Abstract:

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After-Hours, Extended-Hours, Volatility, Volume, Information, News