Research

Publications 

* corresponding author

Han, H.H., Lee, J.*, Wang, B. (2023) "Greenhouse Gas Emissions, Firm Value, and the Investor Base: Evidence from Korea", Emerging Markets Review 56, 101048. Presented at Korean Securities Association 2023; Asian Finance Association 2023

Kim, J.M.*, Han, H.H., Kim, S. (2022) "Forecasting Crude Oil Prices with Major S&P 500 Stock Prices: Deep Learning, Gaussian Process, and Vine Copula", Axioms 11(8), 375. 

Kim, J.M., Jun, C., Han, H.H.* (2020) "Sustainable Causal Interpretation with Board Characteristics: Caveat Emptor", Sustainability 12(8), 3429. Presented at Joint Conference with the Allied Korea Finance Associations 2020

Working Paper 

Can the Disposition Effect Explain Market Reactions to SEO Announcements? with Don Autore, presented at Southern Finance Association 2019

Reviving the Disposition Effect: Highest Price as the Reference Point with Danling Jiang

Fed’s Word Have a Power: An Explanation to Stock Market Reactions to FOMC Meetings with Injun Hwang, presented at Korea America Finance Association Seminar 2021

Machine Learning Approach to FOMC Sentiment Analysis with Saiah Lee