Chanik Jo

The Chinese University of Hong Kong (CUHK) - CUHK Business School

Assistant Professor of Finance

Cheng Yu Tung Building

12 Chak Cheung Street

Shatin, N.T.

Hong Kong

  • The Chinese University of Hong Kong (CUHK) - CUHK Business School

SCHOLARLY PAPERS

11

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TOTAL CITATIONS
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Top 44,821

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14

Ideas:
“  Asset Pricing, Household Finance  ”

  • The Chinese University of Hong Kong (CUHK) - CUHK Business School

Scholarly Papers (11)

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1.

A One-Factor Model of Corporate Bond Premia

Management Science, forthcoming
Number of pages: 113 Posted: 22 Sep 2020 Last Revised: 05 Apr 2023
Redouane Elkamhi, Chanik Jo and Yoshio Nozawa
University of Toronto - Rotman School of Management, The Chinese University of Hong Kong (CUHK) - CUHK Business School and University of Toronto
Downloads 891 (57,792)
Citation 2

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

2.

Subjective Risk-Return Trade-off

Number of pages: 90 Posted: 05 May 2022 Last Revised: 31 Dec 2024
Chanik Jo, Chen Lin and Yang You
The Chinese University of Hong Kong (CUHK) - CUHK Business School, The University of Hong Kong - Faculty of Business and Economics and The University of Hong Kong
Downloads 812 (65,421)
Citation 1

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subjective risk-return trade-offs, Risk perception, Portfolio choices, Portfolio diversification

3.

Climate Change and Households' Risk-Taking

Number of pages: 68 Posted: 24 Mar 2022 Last Revised: 21 Nov 2022
Zhenyu Gao, Chanik Jo and Sing-Sen Lam
The Chinese University of Hong Kong (CUHK) - CUHK Business School, The Chinese University of Hong Kong (CUHK) - CUHK Business School and Sun Yat-sen University (SYSU) - Lingnan (University) College
Downloads 586 (99,672)

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Climate change regulation, EPA, Natural disaster, Portfolio choices, Household stock market participation

4.

Measuring State-level Economic Policy Uncertainty

Journal of Financial and Quantitative Analysis, forthcoming
Number of pages: 90 Posted: 07 Nov 2020 Last Revised: 28 Apr 2023
Redouane Elkamhi, Chanik Jo and Marco Salerno
University of Toronto - Rotman School of Management, The Chinese University of Hong Kong (CUHK) - CUHK Business School and Healthcare of Ontario Pension Plan Trust Fund
Downloads 486 (125,620)
Citation 7

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

5.

Unintended Benefits of Employment Protection: Households' Stock Market Participation

Number of pages: 66 Posted: 25 Jul 2022 Last Revised: 28 Aug 2023
Chanik Jo
The Chinese University of Hong Kong (CUHK) - CUHK Business School
Downloads 423 (148,097)
Citation 1

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Wrongful discharge law, Employment protection laws, Good faith exception, Left-tail labor income risk, Portfolio choices, local-bias, Stock market participation.

6.

The Composition of Market Participants and Asset Dynamics

Number of pages: 98 Posted: 06 Apr 2019 Last Revised: 22 Nov 2022
Chanik Jo
The Chinese University of Hong Kong (CUHK) - CUHK Business School
Downloads 373 (170,637)

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

7.

Asset holders' Consumption Risk and Tests of Conditional CCAPM

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 92 Posted: 04 Apr 2019 Last Revised: 03 Apr 2023
Redouane Elkamhi and Chanik Jo
University of Toronto - Rotman School of Management and The Chinese University of Hong Kong (CUHK) - CUHK Business School
Downloads 327 (197,005)
Citation 3

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Conditional asset pricing test, Consumption CAPM, Conditional amount and price of consumption risk, conditional value premium puzzle

8.

Agency Conflicts and Investment: Evidence from a Structural Estimation

Number of pages: 57 Posted: 13 Oct 2020 Last Revised: 03 Jan 2022
Redouane Elkamhi, Daniel Kim, Chanik Jo and Marco Salerno
University of Toronto - Rotman School of Management, University of Waterloo, The Chinese University of Hong Kong (CUHK) - CUHK Business School and Healthcare of Ontario Pension Plan Trust Fund
Downloads 231 (281,625)

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9.

Data Scientists on Wall Street

Number of pages: 57 Posted: 07 Jan 2025
Ling Cen, Bing Han, Yanru Han and Chanik Jo
The Chinese University of Hong Kong, University of Toronto, Rotman School of Management, Stevens Institute of Technology - School of Business and The Chinese University of Hong Kong (CUHK) - CUHK Business School
Downloads 223 (296,436)

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Data Scientist, Information Competition, Price Informativeness, Institutional Investors

10.

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
Redouane Elkamhi, Chanik Jo and Yoshio Nozawa
University of Toronto - Rotman School of Management, The Chinese University of Hong Kong (CUHK) - CUHK Business School and University of Toronto
Downloads 114 (516,531)

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11.

Do Minority Neighborhoods Pay More for Affordable Housing Finance?

Number of pages: 57 Posted: 21 Jan 2025
Changhyun Ahn and Chanik Jo
The Chinese University of Hong Kong (CUHK) - CUHK Business School and The Chinese University of Hong Kong (CUHK) - CUHK Business School
Downloads 69 (708,841)

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