Follow
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
3432008
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
226*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
2222014
Levy jump risk: Evidence from options and returns
C Ornthanalai
Journal of Financial Economics 112 (1), 69-90, 2014
1262014
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
842007
GARCH option valuation: theory and evidence
P Christoffersen, K Jacobs, C Ornthanalai
The Journal of Derivatives 21 (2), 8-41, 2013
662013
Are credit ratings still relevant?
S Chava, R Ganduri, C Ornthanalai
Available at SSRN 2122108, 2012
662012
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
282019
The term structure of expected recovery rates
H Doshi, R Elkamhi, C Ornthanalai
Journal of Financial and Quantitative Analysis 53 (6), 2619-2661, 2018
242018
Fluctuating attention and financial contagion
M Hasler, C Ornthanalai
Journal of Monetary Economics 99, 106-123, 2018
212018
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
182010
Options illiquidity: Determinants and implications for stock returns
R Goyenko, C Ornthanalai, S Tang
Rotman School of Management Working Paper, 2015
152015
Trading cost dynamics of market making in equity options
R Goyenko, C Ornthanalai, S Tang
Rotman school of management working paper, 2014
152014
Accounting information releases and CDS spreads
R Elkamhi, K Jacobs, H Langlois, C Ornthanalai
Midwest Finance Association 2012 Annual Meetings Paper, 2012
132012
Navigating wall street: Career concerns and analyst transitions from sell-side to buy-side
L Cen, C Ornthanalai, CM Schiller
Working paper, University of Toronto, 2017
112017
Time-varying crash risk: The role of stock market liquidity
P Christoffersen, B Feunou, Y Jeon, C Ornthanalai
Bank of Canada, 2016
10*2016
The power of economic network: investor recognition through supply-chain relationships
L Cen, E Danesh, C Ornthanalai, X Zhao
SSRN Electronic Journal, 2015
72015
Informational herding by institutional investors: Evidence from analyst recommendations
J Clarke, C Ornthanalai, Y Tang
Unpublished working paper, Georgia Institute of Technology, 2010
72010
The power of economic networks: Investor recognition through supply-chain relationship disclosures
L Cen, E Danesh, C Ornthanalai, X Zhao
Rotman School of Management Working Paper, 2016
62016
The system can't perform the operation now. Try again later.
Articles 1–20