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 | 378 | 2008 |
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 | 271 | 2014 |
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 | 270 | 2012 |
Levy jump risk: Evidence from options and returns C Ornthanalai Journal of Financial Economics 112 (1), 69-90, 2014 | 159 | 2014 |
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 | 93 | 2007 |
GARCH option valuation: theory and evidence P Christoffersen, K Jacobs, C Ornthanalai | 82 | 2012 |
Are credit ratings still relevant? S Chava, R Ganduri, C Ornthanalai Available at SSRN 2122108, 2012 | 63 | 2012 |
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 | 42 | 2019 |
Fluctuating attention and financial contagion M Hasler, C Ornthanalai Journal of Monetary Economics 99, 106-123, 2018 | 29 | 2018 |
The term structure of expected recovery rates H Doshi, R Elkamhi, C Ornthanalai Journal of Financial and Quantitative Analysis 53 (6), 2619-2661, 2018 | 28 | 2018 |
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 | 19 | 2010 |
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 | 17* | 2021 |
Options illiquidity: Determinants and implications for stock returns R Goyenko, C Ornthanalai, S Tang Rotman School of Management Working Paper, 2015 | 17 | 2015 |
Accounting information releases and CDS spreads R Elkamhi, K Jacobs, H Langlois, C Ornthanalai Midwest Finance Association 2012 Annual Meetings Paper, 2012 | 17 | 2012 |
Navigating Wall Street: Career concerns and analyst transitions from sell-side to buy side L Cen, C Ornthanalai, CM Schiller Unpublished working paper, 2017 | 15 | 2017 |
Trading cost dynamics of market making in equity options R Goyenko, C Ornthanalai, S Tang Rotman school of management working paper, 2014 | 14 | 2014 |
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 | 9 | 2023 |
The power of economic network: Investor recognition through supply-chain relationships L Cen, E Danesh, C Ornthanalai, X Zhao SSRN Electronic Journal, 2015 | 8 | 2015 |
Institutional herding and asset price: the role of information J Clarke, C Ornthanalai, Y Tang Rotman School of Management Working Paper, 2014 | 8 | 2014 |