Joonki Noh

Case Western Reserve University - Department of Banking and Finance

Assistant Professor

10900 Euclid Ave.

Cleveland, OH 44106-7235

United States

SCHOLARLY PAPERS

7

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in Total Papers Downloads

2,232

SSRN CITATIONS
Rank 24,324

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Top 24,324

in Total Papers Citations

0

CROSSREF CITATIONS

29

Scholarly Papers (7)

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

Number of pages: 45 Posted: 09 Sep 2016 Last Revised: 27 Feb 2019
Yakov Amihud and Joonki Noh
New York University - Stern School of Business and Case Western Reserve University - Department of Banking and Finance
Downloads 217 (141,474)
Citation 3

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 and Finance, University of Missouri, Columbia, California Institute of Technology and Louisiana State University, Baton Rouge
Downloads 669 (37,721)
Citation 4

Abstract:

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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 and Finance, University of Missouri, Columbia, California Institute of Technology and Louisiana State University, Baton Rouge
Downloads 298 (101,893)
Citation 4

Abstract:

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

3.

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 and Finance
Downloads 350 (85,715)
Citation 3

Abstract:

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

4.

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

Number of pages: 31 Posted: 19 Mar 2018 Last Revised: 03 Sep 2019
Yakov Amihud and Joonki Noh
New York University - Stern School of Business and Case Western Reserve University - Department of Banking and Finance
Downloads 299 (102,038)
Citation 6

Abstract:

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

5.

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 and Finance
Downloads 203 (151,003)

Abstract:

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

6.

Some People Say: Linguistic Imprecision in Corporate Disclosures

Number of pages: 58 Posted: 03 Apr 2018 Last Revised: 01 Mar 2019
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 and Finance
Downloads 196 (156,115)

Abstract:

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Textual analysis, 10K filings, Wikipedia, Weasel words, Linguistic Imprecision, Product markets, Financial constraints

7.

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 and Finance

Abstract:

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