Chayawat Ornthanalai

Chayawat Ornthanalai

University of Toronto - Toronto / Canada
Economics & Econometrics / Economics
AD Scientific Index ID: 659805
person_outline Chayawat Ornthanalai's MOST POPULAR ARTICLES
1-) Option valuation with long-run and short-run volatility componentsP Christoffersen, K Jacobs, C Ornthanalai, Y WangJournal of Financial Economics 90 (3), 272-297, 20083432008
2-) Are analysts’ recommendations informative? Intraday evidence on the impact of time stamp delaysD Bradley, J Clarke, S Lee, C OrnthanalaiThe Journal of Finance 69 (2), 645-673, 20142702014
3-) Dynamic jump intensities and risk premiums: Evidence from S&P500 returns and optionsP Christoffersen, K Jacobs, C OrnthanalaiJournal of Financial Economics 106 (3), 447-472, 2012269*2012
4-) Levy jump risk: Evidence from options and returnsC OrnthanalaiJournal of Financial Economics 112 (1), 69-90, 20141622014
5-) Particle momentum effects from the detonation of heterogeneous explosivesDL Frost, C Ornthanalai, Z Zarei, V Tanguay, F ZhangJournal of applied physics 101 (11), 2007932007