Volodymyr M. Zdorovtsov

Acadian Asset Management LLC

260 Franklin Street

Boston, MA 02110

United States

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 17,691

SSRN RANKINGS

Top 17,691

in Total Papers Downloads

2,928

SSRN CITATIONS
Rank 39,037

SSRN RANKINGS

Top 39,037

in Total Papers Citations

3

CROSSREF CITATIONS

13

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 Acadian Asset Management LLC
Downloads 1,706 (10,374)
Citation 6

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 Acadian Asset Management LLC
Downloads 555 (52,430)
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 Acadian Asset Management LLC
Downloads 503 (59,400)
Citation 4

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
Acadian Asset Management LLC, State Street Global Advisors and Passport Capital Management
Downloads 140 (221,529)
Citation 1

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 Acadian Asset Management LLC
Downloads 24 (532,243)
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
Acadian Asset Management LLC

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
Acadian Asset Management LLC

Abstract:

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