Chayawat Ornthanalai
Assistant Professor of Finance at Rotman School of Management
Biography
Rotman School of Management
Bio
Professor Ornthanalai joined Rotman in 2012 after working as an assistant professor of finance at the Georgia Institute of Technology. He received his Ph.D. in finance from the Desautels Faculty of Management, McGill University. His research interests are in risk management, investment, derivative securities, and financial econometrics. He currently teaches courses in Financial Risk Management at Rotman. Ornthanalai has been awarded with researching funding from the Q-group, the Social Sciences and Humanities Research Council (SSHRC), the Montreal Institute of Structured Finance and Derivatives (IFSID), and the Global Risk Institute (GRI). His papers have appeared in the Journal of Finance and the Journal of Financial Economics.
Academic Positions
2012- Assistant Professor of Finance; Rotman School of Management, University of Toronto
2009-2012 Assistant Professor of Finance; Georgia Insitute of Technology
Selected Publications - Papers
Do Credit Default Swaps Mitigate the Impact of Credit Rating Downgrades? Sudheer Chava, Rohan Ganduri, and Chayawat Ornthanalai Review of Finance
Fluctuating Attention and Financial Contagion Michael Hasler, Chayawat Ornthanalai Journal of Monetary Economics
Options on Initial Public Offerings Thomas Chemmanur, Chayawat Ornthanalai, and Padma Kadiyala Working paper
Speed and Expertise in Stock Picking: Older, Slower, and Wiser? Romain Boulland, Chayawat Ornthanalai, and Kent Womack Working paper
The Power of Economic Network: Investor Recognition through Supply-chain Relationship Ling Cen, Erfan Danesh, Chayawat Ornthanalai, Xiaofei Zhao Working paper
Time-varying Crash Risk: The Role of Stock Market Liquidity Peter Christoffersen, Bruno Feunou, Yoontae Jeon, and Chayawat Ornthanalai Working paper
Research and Teaching Interests
Risk Management, Investment, Derivative Markets, Security Analysts, Credit Risk, and Financial Econometrics
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