Chayawat Ornthanalai

6 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0003-0456-8405

ESSEC Business School

Publications

• Speed and Expertise in Stock Picking: Older, Slower, and Wiser? — Journal of Financial and Quantitative Analysis 2023
• Time-Varying Crash Risk Embedded in Index Options: The Role of Stock Market Liquidity — Review of Finance 2021
• Do Credit Default Swaps Mitigate the Impact of Credit Rating Downgrades? — Review of Finance 2019
• The Term Structure of Expected Recovery Rates — Journal of Financial and Quantitative Analysis 2018
• Are Analysts’ Recommendations Informative? Intraday Evidence on the Impact of Time Stamp Delays — The Journal of Finance 2014
• Lévy jump risk: Evidence from options and returns — Journal of Financial Economics 2014