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Seungho Baek, Ph.D. - Publications

Affiliations: 
2013 Illinois Institute of Technology, Chicago, IL, United States 
Area:
Finance
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11 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2020 Baek S, Mohanty SK, Mina G. COVID-19 and Stock Market Volatility: An Industry Level Analysis. Finance Research Letters. 101748. PMID 32895607 DOI: 10.1016/J.Frl.2020.101748  0.406
2020 Baek S, Glambosky M, Oh SH, Lee J. Machine Learning and Algorithmic Pairs Trading in Futures Markets Sustainability. 12: 6791. DOI: 10.3390/Su12176791  0.42
2020 Baek S, Lee KY, Uctum M, Oh SH. Robo-Advisors: Machine Learning in Trend-Following ETF Investments Sustainability. 12: 6399. DOI: 10.3390/Su12166399  0.407
2020 Park JW, Baek S, Glambosky M, Oh SH. Market coupling: an empirical study of the Sino-Korean game industry Investment Management & Financial Innovations. 17: 291-303. DOI: 10.21511/Imfi.17(1).2020.25  0.364
2020 Peterburgsky S, Baek S. Is average correlation related to expected returns: evidence from global markets Applied Economics Letters. 1-6. DOI: 10.1080/13504851.2020.1773388  0.382
2019 Baek S, Lee KY, Glambosky M. Dynamic Risk Factors in Carry Trades The Journal of Fixed Income. 29: 55-75. DOI: 10.3905/Jfi.2019.29.1.055  0.405
2018 Baek S, Lee KY, Lee JW, Mohanty S. Diversification in Korean Banking Business: Is Non-interest Income a Financial Saviour?: Journal of Emerging Market Finance. 17: 299-326. DOI: 10.1177/0972652718798079  0.345
2017 Molyboga M, Baek S, Bilson JFO. Assessing hedge fund performance with institutional constraints: evidence from CTA funds Journal of Asset Management. 18: 547-565. DOI: 10.1057/S41260-017-0053-8  0.339
2015 Baek S, Bilson JFO. Size and Value Risk in Financial Firms Journal of Banking and Finance. 55: 295-326. DOI: 10.2139/Ssrn.2323928  0.44
2015 Baek S, Cursio JD, Cha SY. Nonparametric Factor Analytic Risk Measurement in Common Stocks in Financial Firms: Evidence from Korean Firms Australian Journal of French Studies. 44: 497-536. DOI: 10.2139/Ssrn.2166469  0.428
2014 Molyboga M, Baek S, Bilson JFO. CTA Performance Persistence: 1994–2010 The Journal of Alternative Investments. 16: 61-70. DOI: 10.2139/Ssrn.2229043  0.313
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