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Jaehee Jang

Hanyang University - School of Business

222, Wangsimni-ro

Seongdong-gu

Seoul

Korea, Republic of (South Korea)

SCHOLARLY PAPERS

16

DOWNLOADS

1,980

TOTAL CITATIONS

4

Scholarly Papers (16)

1.

Social Media Influencers and Stock Markets

Number of pages: 57 Posted: 29 Jan 2025 Last Revised: 02 Sep 2025
Jaehee Jang and Sang-gyung JUN
Hanyang University - School of Business and Hanyang University
Downloads 384

Abstract:

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Social Media, Social Finance, YouTube, Influencer Effect

2.

YouTube, View count, Stock market: Investor attention and stock returns

Number of pages: 44 Posted: 23 Dec 2023 Last Revised: 22 Jan 2024
Jaehee Jang
Hanyang University - School of Business
Downloads 364
Citation 4

Abstract:

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YouTube, Stock market, South Korea, Investor’s attention

3.

Market Reactions to Earnings Call Transcripts Using Textual Analysis, Evidence from Korea Market

Number of pages: 16 Posted: 02 Jan 2025
Eun-Chong Kim, Nak Young Lee and Jaehee Jang
Hanyang University, affiliation not provided to SSRN and Hanyang University - School of Business
Downloads 196

Abstract:

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Earnings Call, Transcript, LLM, FinBERT, Tone, Textual analysis, Sentiment analysis

4.

Retail investor attention and ETF ownership stake of stocks

Number of pages: 20 Posted: 10 Jan 2025 Last Revised: 18 Apr 2025
Jaehee Jang, Sang-gyung JUN and Eun-Chong Kim
Hanyang University - School of Business, Hanyang University and Hanyang University
Downloads 193

Abstract:

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ETF Ownership, ETF, Investor Attention, Institutional Investor

5.

Non-English Textual Analysis with Large Language Models: Analysts’ Use of MD&A Sentiment in Earnings Forecasting

Number of pages: 48 Posted: 04 Feb 2025 Last Revised: 20 Aug 2025
Jaehee Jang and Xiaoying Wu
Hanyang University - School of Business and Hanyang University
Downloads 189

Abstract:

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Analysts’ forecast errors, Analysts’ optimistic bias, Large Language Model, MD&A, Sentiment analysis, Textual analysis

6.

Active Equity ETF of Korea

Number of pages: 33 Posted: 08 Jun 2023 Last Revised: 10 Jun 2023
Jaehee Jang
Hanyang University - School of Business
Downloads 184

Abstract:

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ETFs, Active ETF, Korean market, Alpha, factor models.

7.

Short selling amount and tick size change; Impact of Korea’s tick size change in 2023

Number of pages: 13 Posted: 10 Jul 2023
Jaehee Jang
Hanyang University - School of Business
Downloads 155

Abstract:

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Short selling, Korean market, Tick size change

8.

Distortion: Effects of Video-Based Social Media on the Bid-Ask Spread

Number of pages: 52 Posted: 03 Sep 2025 Last Revised: 26 Feb 2026
Jaehee Jang and Xiaoying Wu
Hanyang University - School of Business and Hanyang University
Downloads 61

Abstract:

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Bid-Ask Spread, Liquidity, Social Media, Social Finance, YouTube

9.

Investor Attention and Stock Returns under Collusive Trading

Number of pages: 46 Posted: 06 Mar 2026 Last Revised: 07 Mar 2026
Jaehee Jang and Sang-gyung JUN
Hanyang University - School of Business and Hanyang University
Downloads 55

Abstract:

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Collusive trading, Investor attention, Market manipulation, Stock price manipulation

10.

Do People Truly See Bitcoin as a Safe Asset, Deep Down? A Short Example from Extreme Political Uncertainty

Number of pages: 15 Posted: 18 Mar 2026
Jaehee Jang and Xiaoying Wu
Hanyang University - School of Business and Hanyang University
Downloads 37

Abstract:

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Bitcoin, Flight to Liquidity, Investor Behavior Under Crisis, Political Uncertainty, Safe Haven

11.

Effects of Video-Based Social Media on Stock Returns under Short-Selling Constraints

Number of pages: 20 Posted: 22 Sep 2025 Last Revised: 06 Oct 2025
Jaehee Jang
Hanyang University - School of Business
Downloads 32

Abstract:

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Social media, Social finance, Short selling constraints, YouTube, Investor attention

12.

LLM-Based Non-English Disclosure Scoring: Evidence from Voluntary Sustainability Report in Korea

Number of pages: 48 Posted: 31 May 2026 Last Revised: 11 Jul 2026
Je Hyun BAE, JaeHo Lee, Eun-Chong Kim and Jaehee Jang
Hanyang University, Hanyang University, Hanyang University and Hanyang University - School of Business
Downloads 31

Abstract:

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ESG disclosure, Sustainability reporting, Disclosure quality, Large language models

13.

Economic Policy Uncertainty, Financialization and Stock-Commodity Co-movement

Number of pages: 13 Posted: 07 Apr 2026
Jaehee Jang, Xiaoying Wu and Sang-gyung JUN
Hanyang University - School of Business, Hanyang University and Hanyang University
Downloads 28

Abstract:

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Commodity, Economic policy uncertainty, Financialization

14.

Rise of the Giants: Spillover Effects of Mega-Cap Firms on the Stock Market

Number of pages: 28 Posted: 06 Jul 2026
Jaehee Jang and Je Hyun BAE
Hanyang University - School of Business and Hanyang University
Downloads 27

Abstract:

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Mega-cap firms, Liquidity spillovers, Market liquidity

15.

The Fertility Cost of Industrial Bubbles

Number of pages: 60 Posted: 29 Apr 2026
Jaehee Jang and Xiaoying Wu
Hanyang University - School of Business and Hanyang University
Downloads 27

Abstract:

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Fertility Rate, Stock Market Bubbles, Wealth Effect, Household Finance, Inequality

16.

YouTube-Based Overseas Information and Stock Price Crash Risk

Number of pages: 17 Posted: 26 Jun 2026
Xiaoying Wu, JaeHo Lee, Lieke Zhang and Jaehee Jang
Hanyang University, Hanyang University, Southwest University and Hanyang University - School of Business
Downloads 17

Abstract:

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YouTube, Overseas information, Stock price crash risk, Stock Connect