Research

Publications 

* corresponding author

Bak, Y., Han, H.H., Lee, S.* (2026) "Relative Economic Policy Uncertainty and Outward Foreign Direct Investment", Financial Research Letters

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 Papers

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

Terrorism and Labor Investment Efficiency with Jonghan Park

ESG and Institutional Ownership in Korea with Jiyoon Lee and Jewon Shin

Machine Learning Approach to FOMC Sentiment Analysis with Saiah Lee, presented at Liaoning University AIFE Workshop 2021; AFA AFFECT Mentoring Workshop 2025

“AI Overreliance and Overconfidence Bias” with Lu Zhang

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

“Reviving the Disposition Effect: Highest Price as the Reference Point” 

Working Projects

• Interdisciplinary research

• Economics and Machine Learning

  • Sentiment (textual) analysis with Machine Learning on Monetary Policy

  • Fed Communication & New Articles on Monetary Policy

  • Examine Responses in Stock and Bond Markets

• Behavioral Finance, Organizational Behavior, and Machine Learning

  • How individuals' behavioral biases are influenced on their decision making processes towards an adoption of AI

  • Survey-based Experiment Analysis

• Accounting, Coporate Finance, and International Management

• Labor Investment Efficiency

• Institutional Theory: Neo-institutionalism