Lévy jump risk: Evidence from options and returns von Ornthanalai, Chayawat

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Fluctuating attention and financial contagion von Hasler, Michael, Ornthanalai, Chayawat

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Dynamic jump intensities and risk premiums: Evidence from S&P500 returns and options von Christoffersen, Peter, Jacobs, Kris, Ornthanalai, Chayawat

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Are Analysts' Recommendations Informative? Intraday Evidence on the Impact of Time Stamp Delays von BRADLEY, DANIEL, CLARKE, JONATHAN, LEE, SUZANNE, ORNTHANALAI, CHAYAWAT

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The Term Structure of Expected Recovery Rates von Doshi, Hitesh, Elkamhi, Redouane, Ornthanalai, Chayawat

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Do Credit Default Swaps Mitigate the Impact of Credit Rating Downgrades? von Chava, Sudheer, Ganduri, Rohan, Ornthanalai, Chayawat

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Speed and Expertise in Stock Picking: Older, Slower, and Wiser? von Boulland, Romain, Ornthanalai, Chayawat, Womack, Kent L.

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Option valuation with long-run and short-run volatility components von Christoffersen, Peter, Jacobs, Kris, Ornthanalai, Chayawat, Wang, Yintian

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Time-Varying Crash Risk Embedded in Index Options: The Role of Stock Market Liquidity von Christoffersen, Peter, Feunou, Bruno, Jeon, Yoontae, Ornthanalai, Chayawat

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