Zhan M. Onayev

Passport Capital Management

30 Hotaling Place

San Francisco, CA

United States

SCHOLARLY PAPERS

3

DOWNLOADS
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Top 37,862

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1,534

SSRN CITATIONS

4

CROSSREF CITATIONS

1

Scholarly Papers (3)

Daily Short Interest, Idiosyncratic Risk, and Stock Returns

Number of pages: 46 Posted: 03 Feb 2008
John A. Doukas, Andrea S. Au and Zhan M. Onayev
Old Dominion University - Strome College of Business, State Street Corporation and Passport Capital Management
Downloads 615 (53,114)
Citation 3

Abstract:

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Short-sale, Idiosyncratic Risk

Daily Short Interest, Idiosyncratic Risk, and Stock Returns

Number of pages: 46 Posted: 07 Jan 2009
Andrea S. Au, John A. Doukas and Zhan M. Onayev
State Street Corporation, Old Dominion University - Strome College of Business and Passport Capital Management
Downloads 152 (236,953)

Abstract:

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short interest, short selling, idiosyncratic risk

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 575 (58,431)
Citation 1

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Index Reconstitution, Order Flow, Liquidity

3.

Predatory Trading Around Russell Reconstitution

Number of pages: 26 Posted: 22 Aug 2017
Volodymyr M. Zdorovtsov, Olivia Tang and Zhan M. Onayev
Acadian Asset Management LLC, Acadian Asset Management LLC and Passport Capital Management
Downloads 192 (193,461)
Citation 1

Abstract:

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Predatory Trading, Price Manipulation, Index Reconstitution, Order Flow