Dr. Chaehyun Pyun

Assistant Professor, Finance

Contact

301 Sparkman Drive
Business Administration Building
Room 311
Huntsville, AL 35899
Campus Map

256.824.6591
Chaehyun.Pyun@uah.edu

Biography

Curriculum Vitae

Expertise

  • Investments
  • Financial Markets

Recent Publications

  • “Trading on Government Contracts: The Investment Potential of Public Procurement Awards,” Sole-authored. Economics Letters, 2025. (ABDC rank: A)

  • “Dissecting the return-predicting power of risk-neutral variance,” with Zhongjin Lu. Journal of Banking & Finance, 2025. (ABDC rank: A*)

  • “Beyond Green Labels: Assessing Mutual Funds' ESG Commitments through Large Language Models,” with Katherine Wood and Hieu Pham. Finance Research Letters, 2025. (ABDC rank: A)

  • “Synchronous Social Media and the Stock Market,” Sole-authored. Journal of Financial Markets, 2024. (ABDC rank: A*)

  • “The Wikipedia Effect: Analyzing Investor Attention for Strategic Investment Decisions,” Sole-authored. Economics Letters, 2024. (ABDC rank: A)

  • “Integrating NLP Tools in Corporate Governance: A Study of Disclosure Effectiveness,” Sole-authored. Applied Economics Letters, 2024. (ABDC rank: B)

  • “Documenting the Post-2000 Decline in the Idiosyncratic Volatility Effect,” Sole-authored. Critical Finance Review, 2021. 10:3, 419-427. (ABDC rank: A*)

  • “Capital Allocation for a Sum of Dependent Compound Mixed Poisson Variables: A Recursive Algorithm Approach,” with Joseph H. T. Kim and Jiwook Jang. North American Actuarial Journal, 2019. 23:1, 82-97. (ABDC rank: A)