Concepedia

Chayawat Ornthanalai

CO

Statistics

Publications

20

Citations

1.3K

H-Index

15

Active since

2008

Affiliations

University of Toronto(Current)

University of Houston

Copenhagen Business School

Aarhus University

Georgia Institute of Technology

Chayawat Ornthanalai is an author at University of Toronto specializing in business, finance, and financial economics.

Publications per year

2008–2020

20

Publications

20

Option valuation with long-run and short-run volatility components☆

Peter Christoffersen, Kris Jacobs, Chayawat Ornthanalai et al. · Journal of Financial Economics · 2008 · 324 citations · Full text

Business, Economics, Finance +14

Dynamic jump intensities and risk premiums: Evidence from S&P500 returns and options

Peter Christoffersen, Kris Jacobs, Chayawat Ornthanalai · Journal of Financial Economics · 2012 · 243 citations · Full text

Business, Economics, Finance +16

Are Analysts’ Recommendations Informative? Intraday Evidence on the Impact of Time Stamp Delays

Daniel Bradley, Jonathan Clarke, Suzanne Lee et al. · The Journal of Finance · 2013 · 204 citations · Full text

Business, Business Economics, Finance +17

Lévy jump risk: Evidence from options and returns

Chayawat Ornthanalai · Journal of Financial Economics · 2013 · 148 citations · Full text

Business, Economics, Finance +12

Option Valuation with Long-Run and Short-Run Volatility Components

Peter Christoffersen, Kris Jacobs, Chayawat Ornthanalai et al. · SSRN Electronic Journal · 2008 · 71 citations · Full text

Business, Finance, Asset Pricing +16

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