Seungho Baek, Ph.D.
Affiliations: | 2013 | Illinois Institute of Technology, Chicago, IL, United States |
Area:
FinanceGoogle:
"Seungho Baek"Parents
Sign in to add mentor| John Bilson | grad student | 2013 | Illinois Institute of Technology | |
| (Size and value risk in financial firms.) | ||||
BETA: Related publications
See more...
Publications
|
You can help our author matching system! If you notice any publications incorrectly attributed to this author, please sign in and mark matches as correct or incorrect. |
| Baek S, Mohanty SK, Mina G. (2020) COVID-19 and Stock Market Volatility: An Industry Level Analysis. Finance Research Letters. 101748 |
| Baek S, Glambosky M, Oh SH, et al. (2020) Machine Learning and Algorithmic Pairs Trading in Futures Markets Sustainability. 12: 6791 |
| Baek S, Lee KY, Uctum M, et al. (2020) Robo-Advisors: Machine Learning in Trend-Following ETF Investments Sustainability. 12: 6399 |
| Park JW, Baek S, Glambosky M, et al. (2020) Market coupling: an empirical study of the Sino-Korean game industry Investment Management & Financial Innovations. 17: 291-303 |
| Peterburgsky S, Baek S. (2020) Is average correlation related to expected returns: evidence from global markets Applied Economics Letters. 1-6 |
| Baek S, Lee KY, Glambosky M. (2019) Dynamic Risk Factors in Carry Trades The Journal of Fixed Income. 29: 55-75 |
| Baek S, Lee KY, Lee JW, et al. (2018) Diversification in Korean Banking Business: Is Non-interest Income a Financial Saviour?: Journal of Emerging Market Finance. 17: 299-326 |
| Molyboga M, Baek S, Bilson JFO. (2017) Assessing hedge fund performance with institutional constraints: evidence from CTA funds Journal of Asset Management. 18: 547-565 |
| Baek S, Bilson JFO. (2015) Size and Value Risk in Financial Firms Journal of Banking and Finance. 55: 295-326 |
| Baek S, Cursio JD, Cha SY. (2015) Nonparametric Factor Analytic Risk Measurement in Common Stocks in Financial Firms: Evidence from Korean Firms Australian Journal of French Studies. 44: 497-536 |