Chanik Jo

CUHK Business School

Assistant Professor of Finance

Cheng Yu Tung Building

12 Chak Cheung Street

Shatin, N.T.

Hong Kong

http://sites.google.com/view/chanik-jo/

SCHOLARLY PAPERS

7

DOWNLOADS

1,077

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Ideas:
“  Asset Pricing, Household Finance  ”

Scholarly Papers (7)

1.

A One-Factor Model of Corporate Bond Premia

Number of pages: 100 Posted: 22 Sep 2020 Last Revised: 26 Aug 2021
University of Toronto - Rotman School of Management, CUHK Business School and University of Toronto
Downloads 246 (162,305)
Citation 2

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Corporate Bond, Long-Run Consumption Risk, Cross-Section Test

2.

Measuring State-level Economic Policy Uncertainty

Number of pages: 50 Posted: 07 Nov 2020 Last Revised: 09 Jan 2021
University of Toronto - Rotman School of Management, CUHK Business School and University of Toronto - Rotman School of Management
Downloads 217 (182,988)

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State-Level Economic Policy Uncertainty Index, News-Based Uncertainty Measure, State-Level Business Cycles

3.

The Jury is Still Out On the Performance of Naive Diversification (1/N rule)

Rotman School of Management Working Paper No. 3638713
Number of pages: 67 Posted: 22 Jul 2020 Last Revised: 05 Oct 2021
University of Toronto - Rotman School of Management, CUHK Business School, Healthcare of Ontario Pension Plan Trust Fund and University of Toronto - Rotman School of Management
Downloads 201 (196,493)

Abstract:

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Portfolio Choice, Asset Allocation, Machine Learning, Clustering

4.

The Composition of Market Participants and Asset Dynamics

Number of pages: 98 Posted: 06 Apr 2019 Last Revised: 12 Oct 2021
Redouane Elkamhi and Chanik Jo
University of Toronto - Rotman School of Management and CUHK Business School
Downloads 171 (226,462)

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time-varying composition of stockholders, consumption risk, heterogeneous investors, conditional consumption-based asset pricing, labor income, recursive utility

5.

Countercyclical Stockholders' Consumption Risk and Tests of Conditional CCAPM

Number of pages: 82 Posted: 04 Apr 2019 Last Revised: 11 Sep 2021
Redouane Elkamhi and Chanik Jo
University of Toronto - Rotman School of Management and CUHK Business School
Downloads 109 (320,687)

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conditional asset pricing test, consumption CAPM, heterogeneous-agents model, price of consumption risk, conditional value premium puzzle

6.

Agency Conflicts and Investment: Evidence from a Structural Estimation

Number of pages: 57 Posted: 13 Oct 2020 Last Revised: 03 Jan 2022
University of Toronto - Rotman School of Management, BI Norwegian Business School, CUHK Business School and University of Toronto - Rotman School of Management
Downloads 78 (395,804)

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7.

Does the Long-Run Risk Explain the Cross-Section of Corporate Bond Returns?

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 52 Posted: 14 Oct 2020
University of Toronto - Rotman School of Management, CUHK Business School and University of Toronto
Downloads 55 (473,369)

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