Details about Seungho Baek

Access statistics for papers by Seungho Baek.

Last updated 2024-03-07. Update your information in the RePEc Author Service.

Short-id: pba1375

Journal Articles

2024

1. Macroeconomic impact and stock returns' vulnerability by size, solvency, and financial distress
   Finance Research Letters, 2024, 59, (C)

2022

2. Does leveraged stock buyback improve firms’ profitability?
   Applied Economics Letters, 2022, 29, (10), 939-946 View citations (1)
3. Monetary policy, COVID-19 immunization, and risk in the US stock markets
   Cogent Economics & Finance, 2022, 10, (1), 2148365 View citations (1)

2021

4. Is average correlation related to expected returns: evidence from global markets
   Applied Economics Letters, 2021, 28, (9), 731-736 View citations (1)
5. The risk transmission of COVID-19 in the US stock market
   Applied Economics, 2021, 53, (17), 1976-1990 View citations (10)

2020

6. COVID-19 and stock market volatility: An industry level analysis
   Finance Research Letters, 2020, 37, (C) View citations (142)
7. Machine Learning and Algorithmic Pairs Trading in Futures Markets
   Sustainability, 2020, 12, (17), 1-24 View citations (3)
8. Robo-Advisors: Machine Learning in Trend-Following ETF Investments
   Sustainability, 2020, 12, (16), 1-15
9. Yield curve risks in currency carry forwards
   Journal of Futures Markets, 2020, 40, (4), 651-670 View citations (2)

2018

10. Diversification in Korean Banking Business: Is Non-interest Income a Financial Saviour?
    Journal of Emerging Market Finance, 2018, 17, (3_suppl), S299-S326 View citations (4)

2017

11. Assessing hedge fund performance with institutional constraints: evidence from CTA funds
    Journal of Asset Management, 2017, 18, (7), 547-565 View citations (1)

2015

12. Size and value risk in financial firms
    Journal of Banking & Finance, 2015, 55, (C), 295-326 View citations (13)