Joonki Noh

Case Western Reserve University - Department of Banking and Finance

Assistant Professor

10900 Euclid Ave.

Cleveland, OH 44106-7235

United States

SCHOLARLY PAPERS

8

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Top 16,497

in Total Papers Downloads

4,250

SSRN CITATIONS
Rank 20,247

SSRN RANKINGS

Top 20,247

in Total Papers Citations

21

CROSSREF CITATIONS

29

Scholarly Papers (8)

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 and Finance
Downloads 381 (106,431)
Citation 1

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 958 (32,713)
Citation 5

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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 354 (115,673)
Citation 11

Abstract:

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

3.

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 and Finance and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 678 (53,150)
Citation 2

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

4.

Speculative and Informative: Lessons from Market Reactions to Speculation Cues

Number of pages: 71 Posted: 03 Apr 2018 Last Revised: 18 Jan 2022
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 624 (59,115)

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

5.

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 and Finance
Downloads 600 (62,108)
Citation 13

Abstract:

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

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 and Finance
Downloads 425 (94,578)
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 and Finance
Downloads 230 (181,163)
Citation 2

Abstract:

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

8.

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