the cold j is a form of big j invented by the vikings in the late 7th century. To perform a cold j the woman (or in some cases men) would hold ice, freezing water or cold iron in their mouth for 30 seconds to an hour. Then Viking ding dong would then be cold j'd until satisfied.
In China, a joke that funny by virtue of being not actually funny at all. The name comes from the fact that when one hears a cold joke, he shivers in terror instead of laughing because the joke is so bad. From Mandarin Chinese, "leng xiao hua."
An example of a cold joke: "There was a hide and seek club at my high school. The president still hasn't been found."