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Eunjung Noh

Observed names: Eun-Jung Noh, Noh, Eunjung
Institution: Rollins College
ORCID: 0000-0003-0686-5526
Observed ORCID: 0000-0003-0686-5526
OpenAlex ID: A5023962284
An optimal portfolio model with stochastic volatility and stochastic interest rate
2010 · Eun-Jung Noh, Jeong-Hoon Kim · Journal of Mathematical Analysis and Applications · 46
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Quantile spillover effects and sector dynamics in U.S. stock markets: Normal vs. extreme market conditions
2025 · Dong-Jun Kim, Eunjung Noh, et al. · Finance research letters · 9
Price impact equilibrium with transaction costs and TWAP trading
2021 · Eunjung Noh, Kim Weston · Mathematics and Financial Economics · 9
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Equilibrium Model of Limit Order Books: A Mean-Field Game View
2022 · Jin Ma, Eunjung Noh · Springer eBooks · 4
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A hybrid transformer framework integrating sentiment and dynamic market structure for stock price movement forecasting
2026 · Dong-Jun Kim, Eunjung Noh, et al. · AIMS Mathematics · 2
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Does Climate Policy Uncertainty Shape Carbon-Intensive Stock Networks? Evidence from Connectedness and Entropy
2026 · Jun-Hyeok Lee, Eunjung Noh, et al. · Entropy
Liquidity depth and information efficiency: High-frequency evidence from leading U.S. technology stocks
2026 · Eunjung Noh, Young-Sung Kim, et al. · Finance research letters
Equilibrium under TWAP trading with quadratic transaction costs
2020 · Noh, Eunjung · RePEc: Research Papers in Economics
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Works count: 8
Citation count: 70
H-index: 4
I10-index: 1
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