Chayawat Ornthanalai
Chayawat Ornthanalai
Rotman School of Management, University of Toronto
確認したメール アドレス: rotman.utoronto.ca
タイトル
引用先
引用先
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
3252008
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
208*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
1952014
Levy jump risk: Evidence from options and returns
C Ornthanalai
Journal of Financial Economics 112 (1), 69-90, 2014
1092014
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
772007
Are credit ratings still relevant?
S Chava, R Ganduri, C Ornthanalai
Available at SSRN 2122108, 2012
632012
GARCH option valuation: theory and evidence
P Christoffersen, K Jacobs, C Ornthanalai
The Journal of Derivatives 21 (2), 8-41, 2013
572013
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
21*2013
The term structure of expected recovery rates
H Doshi, R Elkamhi, C Ornthanalai
Journal of Financial and Quantitative Analysis 53 (6), 2619-2661, 2018
202018
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
182019
Market jump risk and the price structure of individual equity options
R Elkamhi, C Ornthanalai
WFA 2010 Victoria meetings, 2010
172010
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
15*2021
Fluctuating attention and financial contagion
M Hasler, C Ornthanalai
Journal of Monetary Economics 99, 106-123, 2018
142018
Accounting information releases and CDS spreads
R Elkamhi, K Jacobs, H Langlois, C Ornthanalai
Midwest Finance Association 2012 Annual Meetings Paper, 2012
142012
Options illiquidity: Determinants and implications for stock returns
R Goyenko, C Ornthanalai, S Tang
Rotman School of Management Working Paper, 2015
132015
Trading cost dynamics of market making in equity options
R Goyenko, C Ornthanalai, S Tang
Rotman school of management working paper, 2014
132014
Navigating wall street: Career concerns and analyst transitions from sell-side to buy-side
L Cen, C Ornthanalai, CM Schiller
Working Paper, 2017
72017
Informational herding by institutional investors: Evidence from analyst recommendations
J Clarke, C Ornthanalai, Y Tang
SSRN Electronic J, 2010
72010
The power of economic network: investor recognition through supply-chain relationships
L Cen, E Danesh, C Ornthanalai, X Zhao
SSRN Electronic Journal, 2015
62015
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
62002
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