Seungho Baek
Personal Details
First Name: | Seungho |
Middle Name: | |
Last Name: | Baek |
Suffix: | |
RePEc Short-ID: | pba1375 |
[This author has chosen not to make the email address public] | |
Affiliation
(50%) Department of Economics
Graduate Center
City University of New York (CUNY)
New York City, New York (United States)http://www.gc.cuny.edu/economics
RePEc:edi:dgcunus (more details at EDIRC)
(50%) Department of Finance
Koppleman School of Business
Brooklyn College
City University of New York (CUNY)
New York City, New York (United States)http://www.brooklyn.cuny.edu/web/academics/schools/business/undergraduate/finance.php
RePEc:edi:dfbrcus (more details at EDIRC)
Research output
Jump to: ArticlesArticles
- Baek, Chaeyoon & Baek, Seungho & Glambosky, Mina, 2024. "Macroeconomic impact and stock returns' vulnerability by size, solvency, and financial distress," Finance Research Letters, Elsevier, vol. 59(C).
- Yuntaek Pae & Seungho Baek, 2022. "Does leveraged stock buyback improve firms’ profitability?," Applied Economics Letters, Taylor & Francis Journals, vol. 29(10), pages 939-946, June.
- Seungho Baek & Kwan Yong Lee, 2022. "Monetary policy, COVID-19 immunization, and risk in the US stock markets," Cogent Economics & Finance, Taylor & Francis Journals, vol. 10(1), pages 2148365-214, December.
- Stanley Peterburgsky & Seungho Baek, 2021. "Is average correlation related to expected returns: evidence from global markets," Applied Economics Letters, Taylor & Francis Journals, vol. 28(9), pages 731-736, May.
- Seungho Baek & Kwan Yong Lee, 2021. "The risk transmission of COVID-19 in the US stock market," Applied Economics, Taylor & Francis Journals, vol. 53(17), pages 1976-1990, April.
- Seungho Baek & Kwan Yong Lee & Merih Uctum & Seok Hee Oh, 2020. "Robo-Advisors: Machine Learning in Trend-Following ETF Investments," Sustainability, MDPI, vol. 12(16), pages 1-15, August.
- Baek, Seungho & Mohanty, Sunil K. & Glambosky, Mina, 2020. "COVID-19 and stock market volatility: An industry level analysis," Finance Research Letters, Elsevier, vol. 37(C).
- Seungho Baek & Jeong Wan Lee & Kyong Joo Oh & Myoungji Lee, 2020. "Yield curve risks in currency carry forwards," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(4), pages 651-670, April.
- Seungho Baek & Mina Glambosky & Seok Hee Oh & Jeong Lee, 2020. "Machine Learning and Algorithmic Pairs Trading in Futures Markets," Sustainability, MDPI, vol. 12(17), pages 1-24, August.
- Seungho Baek & Kwan Yong Lee & Jeong Wan Lee & Sunil Mohanty, 2018. "Diversification in Korean Banking Business: Is Non-interest Income a Financial Saviour?," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 17(3_suppl), pages 299-326, December.
- Marat Molyboga & Seungho Baek & John F. O. Bilson, 2017. "Assessing hedge fund performance with institutional constraints: evidence from CTA funds," Journal of Asset Management, Palgrave Macmillan, vol. 18(7), pages 547-565, December.
- Baek, Seungho & Bilson, John F.O., 2015. "Size and value risk in financial firms," Journal of Banking & Finance, Elsevier, vol. 55(C), pages 295-326.
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