Joonki Noh

Case Western Reserve University - Department of Banking & Finance

Associate Professor

10900 Euclid Ave.

Cleveland, OH 44106-7235

United States

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 18,345

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Top 18,345

in Total Papers Downloads

5,180

SSRN CITATIONS
Rank 12,402

SSRN RANKINGS

Top 12,402

in Total Papers Citations

100

CROSSREF CITATIONS

25

Scholarly Papers (9)

The Pricing of the Illiquidity Factor’s Conditional Risk with Time-varying Premium

Journal of Financial Markets, Forthcoming
Number of pages: 46 Posted: 09 Sep 2016 Last Revised: 15 Sep 2020
Yakov Amihud and Joonki Noh
New York University - Stern School of Business and Case Western Reserve University - Department of Banking & Finance
Downloads 470 (113,472)
Citation 2

Abstract:

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Illiquidity, Systematic Risk, Time-varying Risk Premium, Conditional Beta, Funding Illiquidity

Empirical Tests of Asset Pricing Models with Individual Assets: Resolving the Errors-in-Variables Bias in Risk Premium Estimation

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 86 Posted: 11 Jan 2017 Last Revised: 06 Aug 2018
Emory University - Department of Finance, Case Western Reserve University - Department of Banking & Finance, University of Missouri, Columbia, California Institute of Technology and Louisiana State University, Baton Rouge
Downloads 1,158 (34,456)
Citation 35

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Risk Premium Estimation, Errors-in-Variables Bias, Instrumental Variables, Individual Stocks, Asset Pricing Models

Empirical Tests of Asset Pricing Models with Individual Assets: Resolving the Errors-in-Variables Bias in Risk Premium Estimation

Number of pages: 67 Posted: 24 Sep 2015
Emory University - Department of Finance, Case Western Reserve University - Department of Banking & Finance, University of Missouri, Columbia, California Institute of Technology and Louisiana State University, Baton Rouge
Downloads 388 (142,154)
Citation 9

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Risk Premium Estimation, Errors-in-Variables Bias, Instrumental Variables, Individual Stocks, Asset Pricing Models

3.

Speculative and Informative: Lessons from Market Reactions to Speculation Cues

Number of pages: 66 Posted: 03 Apr 2018 Last Revised: 03 Jan 2024
University of Colorado at Boulder - Leeds School of Business, University of Colorado at Boulder - Leeds School of Business and Case Western Reserve University - Department of Banking & Finance
Downloads 865 (52,773)

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Textual Analysis, 10-K Filings, Wikipedia, Weasel Words, Speculative language, Market Reactions, Information Asymmetry, Informed Trading Activity, News Sentiment

4.

Illiquidity and Stock Returns II: Cross-Section and Time-Series Effects

Review of Financial Studies, forthcoming
Number of pages: 31 Posted: 19 Mar 2018 Last Revised: 25 Jun 2020
Yakov Amihud and Joonki Noh
New York University - Stern School of Business and Case Western Reserve University - Department of Banking & Finance
Downloads 802 (58,414)
Citation 29

Abstract:

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Illiquidity, Stock Returns, Cross-Section, Time-Series, Trading Volume

5.

Executives' Blaming External Factors and Market Reactions: Evidence from Earnings Conference Calls

Journal of Banking and Finance, forthcoming
Number of pages: 64 Posted: 09 Jun 2014 Last Revised: 01 Dec 2021
Joonki Noh and Dexin Zhou
Case Western Reserve University - Department of Banking & Finance and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 767 (62,120)
Citation 5

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Market underreaction, Corporate executives, Earnings conference calls, External factors, Textual analysis

6.

Empirical Tests of Asset Pricing Models with Individual Stocks

Number of pages: 54 Posted: 24 Jan 2014 Last Revised: 22 Sep 2015
Narasimhan Jegadeesh and Joonki Noh
Emory University - Department of Finance and Case Western Reserve University - Department of Banking & Finance
Downloads 469 (115,046)
Citation 4

Abstract:

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Asset pricing models, Empirical tests, Test assets, Individual stocks, Instrumental variables

7.

Industry Networks and the Speed of Information Flow

Number of pages: 53 Posted: 30 Nov 2014 Last Revised: 01 Dec 2014
Joonki Noh
Case Western Reserve University - Department of Banking & Finance
Downloads 261 (218,246)
Citation 2

Abstract:

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Industry Networks, Information Flow, Return Cross-predictability, Information Complexity, Sell-side Analysts

8.

Beauty Contests and Higher Order Beliefs: Evidence from News Releases

Posted: 04 Mar 2024 Last Revised: 11 Apr 2024
Tarun Chordia, Bin Miao and Joonki Noh
Emory University - Department of Finance, The Chinese University of Hong Kong, Shenzhen and Case Western Reserve University - Department of Banking & Finance

Abstract:

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Beauty contest, Higher order beliefs, News releases, Mispricing, High frequency trading, Low latency trading

9.

Extreme Liquidity Risk, Its Premium from Market Downturns, and the Cross-Section of Stock Returns

Posted: 19 Jan 2014
Joonki Noh
Case Western Reserve University - Department of Banking & Finance

Abstract:

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Extreme liquidity risk, Risk premium, Market downturn, Cross-section, Expected return