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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
3942008
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
2882014
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
2762012
Levy jump risk: Evidence from options and returns
C Ornthanalai
Journal of Financial Economics 112 (1), 69-90, 2014
1642014
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), 2007
952007
GARCH option valuation: theory and evidence
P Christoffersen, K Jacobs, C Ornthanalai
862012
Are credit ratings still relevant?
S Chava, R Ganduri, C Ornthanalai
Available at SSRN 2122108, 2012
632012
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
462019
The term structure of expected recovery rates
H Doshi, R Elkamhi, C Ornthanalai
Journal of Financial and Quantitative Analysis 53 (6), 2619-2661, 2018
302018
Fluctuating attention and financial contagion
M Hasler, C Ornthanalai
Journal of Monetary Economics 99, 106-123, 2018
272018
Time-varying crash risk embedded in index options: The role of stock market liquidity
P Christoffersen, B Feunou, Y Jeon, C Ornthanalai
Review of Finance 25 (4), 1261-1298, 2021
19*2021
Options illiquidity: Determinants and implications for stock returns
R Goyenko, C Ornthanalai, S Tang
Rotman School of Management Working Paper, 2015
192015
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
19*2013
Market jump risk and the price structure of individual equity options
R Elkamhi, C Ornthanalai
WFA 2010 Victoria meetings, 2010
182010
Accounting information releases and CDS spreads
R Elkamhi, K Jacobs, H Langlois, C Ornthanalai
Midwest Finance Association 2012 Annual Meetings Paper, 2012
172012
Navigating Wall Street: Career concerns and analyst transitions from sell-side to buy side
L Cen, C Ornthanalai, CM Schiller
Working Paper, Presented at the 2018 AFA Conference, 2017
162017
Trading cost dynamics of market making in equity options
R Goyenko, C Ornthanalai, S Tang
Rotman school of management working paper, 2014
152014
Institutional herding and asset price: the role of information
J Clarke, C Ornthanalai, Y Tang
Rotman School of Management Working Paper, 2014
112014
Speed and expertise in stock picking: Older, slower, and wiser?
R Boulland, C Ornthanalai, KL Womack
Journal of Financial and Quantitative Analysis 58 (4), 1612-1644, 2023
102023
The power of economic network: Investor recognition through supply-chain relationships
L Cen, E Danesh, C Ornthanalai, X Zhao
SSRN Electronic Journal, 2015
82015
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Articles 1–20