Chayawat Ornthanalai
Bio
Professor Ornthanalai is an Associate Professor of Finance at the Rotman School of Management. He is also an Associate Fellow at the Canadian Derivatives Institute (CDI). Professor Ornthanalai joined Rotman in 2012. 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 Canadian Derivatives Institute (CDI), and the Global Risk Institute (GRI). His research papers have appeared in the Journal of Finance, Journal of Financial Economics, Journal of Financial and Quantitative Analysis, Journal of Monetary Economics, and Review of Finance.
Academic Positions
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2018-
Associate Professor of Finance, Rotman School of Management, University of Toronto
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2012-
Assistant Professor of Finance, Rotman School of Management, University of Toronto
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2009-2012
Assistant Professor of Finance, Scheller College of Business, Georgia Institute of Technology
Selected Publications - Papers
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Sudheer Chava, Rohan Ganduri, and Chayawat Ornthanalai
Review of Finance
Issue:Forthcoming
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Michael Hasler, Chayawat Ornthanalai
Journal of Monetary Economics
Issue:Forthcoming
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Thomas Chemmanur, Chayawat Ornthanalai, and Padma Kadiyala
Working paper
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Romain Boulland, Chayawat Ornthanalai, and Kent Womack
Journal of Financial and Quantitative Analysis, forthcoming
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Ling Cen, Erfan Danesh, Chayawat Ornthanalai, Xiaofei Zhao
Working paper
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Peter Christoffersen, Bruno Feunou, Yoontae Jeon, and Chayawat Ornthanalai
Review of Finance
2021
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Redouane Elkamhi, Hitesh Doshi, and Chayawat Ornthanalai
Journal of Financial and Quantitative Analysis
2018
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Daniel Bradley, Jonathan Clarke, Suzanne Lee and Chayawat Ornthanalai
Journal of Finance
Issue: 69
2014
Pages: 645-673
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Chayawat Ornthanalai
Journal of Financial Economics
Issue:112
2014
Pages: 69-90
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Peter Christoffersen, Kris Jacobs, and Chayawat Ornthanalai
Journal of Financial Economics
Issue:106 (3)
2012
Pages: 447-472
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Peter Christoffersen, Kris Jacobs, Chayawat Ornthanalai, Yintian Wang
Journal of Financial Economics
Issue:90
2008
Pages: 272-297
Research and Teaching Interests
Risk Management, Investment, Derivative Markets, Security Analysts, Credit Risk, and Financial Econometrics