Sanha Noh

Korea Capital Market Institute

Research Fellow

45-2 Yeoeuido-dong

Yeongdeungpo-gu

Seoul

Korea, Republic of (South Korea)

SCHOLARLY PAPERS

5

DOWNLOADS

433

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (5)

1.

Excessive Arbitrage Trading by Overconfidence

Number of pages: 67 Posted: 29 Apr 2014 Last Revised: 02 Feb 2020
Min Hwang, Soosung Hwang and Sanha Noh
George Washington University - Department of Finance, Sungkyunkwan University - Department of Economics and Korea Capital Market Institute
Downloads 199 (170,520)

Abstract:

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Overconfidence, Ambiguity aversion, Excessive arbitrage trading, Market efficiency

2.

The Price Impact of Deposit in Residential Lease Contracts: The Collapse of Chonsei System in Korea

Number of pages: 39 Posted: 10 Jan 2015
Soosung Hwang, Sanha Noh and Jinho Shin
Sungkyunkwan University - Department of Economics, Korea Capital Market Institute and Sungkyunkwan University - Department of Economics
Downloads 106 (283,345)

Abstract:

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Property pricing model, Deposit to price ratio, Antichresis lease, Chonsei

3.

Do Investors Over-respond to Public Information?

Number of pages: 52 Posted: 27 May 2016 Last Revised: 08 Jun 2020
Soosung Hwang, Youngha Cho and Sanha Noh
Sungkyunkwan University - Department of Economics, Oxford Brookes University and Korea Capital Market Institute
Downloads 105 (285,223)

Abstract:

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Overconfidence, Factors, Public Signals, Short-term Return Reversals, Overconfidence

4.

The Effects and Origins of House Price Uncertainty Shocks

Number of pages: 58 Posted: 02 Mar 2020
Sanha Noh
Korea Capital Market Institute
Downloads 15 (611,412)

Abstract:

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House price uncertainty shocks, DSGE, Nonlinear estimation, Housing demand channel, Real-options channel

5.

Real Business Cycles in Emerging Countries: The Role of Nonlinearity

Number of pages: 27 Posted: 15 Jul 2020
Sanha Noh and INGUL BAEK
Korea Capital Market Institute and Korea Housing Finance Corporation
Downloads 8 (661,189)

Abstract:

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Emerging Economy, Real Business Cycle Models, Financial Frictions, Non-linearity