| 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 | 417 | 2008 |
| 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 | 316 | 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 | 307 | 2014 |
| Levy jump risk: Evidence from options and returns C Ornthanalai Journal of Financial Economics 112 (1), 69-90, 2014 | 181 | 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 | 106 | 2007 |
| GARCH option valuation: theory and evidence P Christoffersen, K Jacobs, C Ornthanalai | 91 | 2012 |
| Are credit ratings still relevant? S Chava, R Ganduri, C Ornthanalai Available at SSRN 2122108, 2012 | 62 | 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 | 53 | 2019 |
| Fluctuating attention and financial contagion M Hasler, C Ornthanalai Journal of Monetary Economics 99, 106-123, 2018 | 34 | 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 | 33 | 2018 |
| Options illiquidity: Determinants and implications for stock returns R Goyenko, C Ornthanalai, S Tang Rotman School of Management Working Paper, 2015 | 24 | 2015 |
| 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 | 23* | 2021 |
| Navigating wall street: Career concerns and analyst transitions from sell-side to buy-side L Cen, C Ornthanalai, CM Schiller Working Paper, Presented at the 2018 AFA Conference, 2017 | 18 | 2017 |
| 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 | 18* | 2013 |
| Market jump risk and the price structure of individual equity options R Elkamhi, C Ornthanalai WFA 2010 Victoria meetings, 2010 | 18 | 2010 |
| Accounting information releases and CDS spreads R Elkamhi, K Jacobs, H Langlois, C Ornthanalai Midwest Finance Association 2012 Annual Meetings Paper, 2012 | 16 | 2012 |
| Trading cost dynamics of market making in equity options R Goyenko, C Ornthanalai, S Tang Rotman school of management working paper, 2014 | 15 | 2014 |
| The market for 0-days-to-expiration: The role of liquidity providers in volatility attenuation G Adams, JS Fontaine, C Ornthanalai Available at SSRN, 2024 | 11 | 2024 |
| 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 | 11 | 2023 |
| Institutional herding and asset price: the role of information J Clarke, C Ornthanalai, Y Tang Rotman School of Management Working Paper, 2014 | 11 | 2014 |
Kris JacobsUniversity of HoustonVerified email at bauer.uh.edu
