Chayawat Ornthanalai
Chayawat Ornthanalai
Rotman School of Management, University of Toronto
Verified email at rotman.utoronto.ca
Title
Cited by
Cited by
Year
Option valuation with long-run and short-run volatility components
P Christoffersen, K Jacobs, C Ornthanalai, Y Wang
Journal of Financial Economics 90 (3), 272-297, 2008
3132008
Dynamic jump intensities and risk premiums: Evidence from S&P500 returns and options
P Christoffersen, K Jacobs, C Ornthanalai
Journal of Financial Economics 106 (3), 447-472, 2012
186*2012
Are analysts’ recommendations informative? Intraday evidence on the impact of time stamp delays
D Bradley, J Clarke, S Lee, C Ornthanalai
The Journal of Finance 69 (2), 645-673, 2014
1672014
Levy jump risk: Evidence from options and returns
C Ornthanalai
Journal of Financial Economics 112 (1), 69-90, 2014
922014
Particle momentum effects from the detonation of heterogeneous explosives
DL Frost, C Ornthanalai, Z Zarei, V Tanguay, F Zhang
Journal of applied physics 101 (11), 113529, 2007
692007
Are credit ratings still relevant
S Chava, R Ganduri, C Ornthanalai
Georgia Institute of Technology and University of Toronto Working Paper, 2012
582012
GARCH option valuation: theory and evidence
P Christoffersen, K Jacobs, C Ornthanalai
The Journal of Derivatives 21 (2), 8-41, 2013
522013
Are analysts’ recommendations informative? Intraday evidence on the impact of time stamp delays
D Bradley, JE Clarke, SS Lee, C Ornthanalai
The Journal of Finance 69 (2), 5, 2013
20*2013
Market jump risk and the price structure of individual equity options
R Elkamhi, C Ornthanalai
WFA 2010 Victoria meetings, 2010
172010
The term structure of expected recovery rates
H Doshi, R Elkamhi, C Ornthanalai
Journal of Financial and Quantitative Analysis 53 (6), 2619-2661, 2018
142018
Accounting information releases and CDS spreads
R Elkamhi, K Jacobs, H Langlois, C Ornthanalai
Midwest Finance Association 2012 Annual Meetings Paper, 2012
132012
Trading cost dynamics of market making in equity options
R Goyenko, C Ornthanalai, S Tang
Rotman school of management working paper, 2014
122014
Do Credit Default Swaps Mitigate the Impact of Credit Rating Downgrades?
S Chava, R Ganduri, C Ornthanalai
Review of Finance 23 (3), 471-511, 2019
112019
Options illiquidity: Determinants and implications for stock returns
R Goyenko, C Ornthanalai, S Tang
Rotman School of Management Working Paper, 2015
112015
Farewell editorial: Exiting editors' perspective on current and future challenges in corporate governance research
P Kumar, A Zattoni, I Marinovic, P Povel, R Kosová, G Sertsios, ...
Corporate Governance: An International Review 27 (1), 2-11, 2019
72019
Fluctuating attention and financial contagion
M Hasler, C Ornthanalai
Journal of Monetary Economics 99, 106-123, 2018
62018
Time-varying crash risk: The role of stock market liquidity
P Christoffersen, B Feunou, Y Jeon, C Ornthanalai
Bank of Canada, 2016
6*2016
Informational herding by institutional investors: Evidence from analyst recommendations
J Clarke, C Ornthanalai, Y Tang
Unpublished working paper, Georgia Institute of Technology, 2010
62010
Near‐Field Impulse Effects From Detonation of Heterogeneous Explosives
DL Frost, F Zhang, S McCahan, SB Murray, AJ Higgins, M Slanik, ...
AIP Conference Proceedings 620 (1), 946-949, 2002
52002
Navigating wall street: Career concerns and analyst transitions from sell-side to buy-side
L Cen, C Ornthanalai, CM Schiller
Working Paper, 2017
42017
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Articles 1–20