Seungho Baek

City University of New York (CUNY) - Department of Finance

2900 Bedford Avenue

Brooklyn, NY 11210

United States

SCHOLARLY PAPERS

10

DOWNLOADS

492

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (10)

1.

The Influence of Credit Ratings on Capital Structure

Number of pages: 38 Posted: 23 Jan 2015 Last Revised: 18 Mar 2016
Joseph D. Cursio and Seungho Baek
Illinois Institute of Technology - Stuart School of Business, IIT and City University of New York (CUNY) - Department of Finance
Downloads 377 (122,922)
Citation 1

Abstract:

Loading...

Capital Structure, Credit Rating, Financing Policy

2.

Diversification in Korean Banking Business: Is Noninterest Income a Financial Savior?

Journal of Emerging Market Finance, Forthcoming
Number of pages: 29 Posted: 05 Jun 2017 Last Revised: 08 Jun 2017
City University of New York (CUNY) - Department of Finance, University of North Dakota - Nistler College of Business & Public Administration, University of North Dakota and Brooklyn College, The City University of New York
Downloads 60 (539,790)

Abstract:

Loading...

Banking; Non-interest income; Diversification; Risk

3.

Is Average Correlation Related to Expected Returns: Evidence From Global Markets

Number of pages: 12 Posted: 19 Feb 2020
Stanley Peterburgsky and Seungho Baek
CUNY Brooklyn College and City University of New York (CUNY) - Department of Finance
Downloads 38 (652,020)

Abstract:

Loading...

average correlation, forecasting, predictability, Roll critique

4.

COVID-19, Macroeconomic Shocks, And Stock Market Returns

Number of pages: 17 Posted: 02 Mar 2023
Seungho Baek, Sunil Mohanty and Mina Glambosky
City University of New York (CUNY) - Department of Finance, Brooklyn College, The City University of New York and CUNY Brooklyn College
Downloads 17 (803,521)

Abstract:

Loading...

Supply Shock, Demand Shock, Global Supply Chain, Inflation, COVID-19, SVAR Stock Market Returns

5.

Capital Structure and Monitoring Bank Failure

Journal of Accounting and Finance, Forthcoming
Posted: 08 Mar 2015
City University of New York (CUNY) - Department of Finance, University of North Dakota - Nistler College of Business & Public Administration and Illinois Institute of Technology, Stuart School of Business

Abstract:

Loading...

Credit Rating, CAMELS, Bank Monitoring

6.

The Effect of the Diversification in Korean Banks: The Impact on Profit and Risk

Journal of Accounting and Finance, Vol. 15 (2), 2015
Posted: 12 Oct 2014 Last Revised: 21 Jun 2015
Seungho Baek, Seung Youn Cha and Namhoon Lee
City University of New York (CUNY) - Department of Finance, Seoul National University and Vanguard University

Abstract:

Loading...

Banking, Diversification, Noninterest Income, Risk, Monte Carlo Simulation

7.

Assessing Hedge Fund Performance with Institutional Constraints

Journal of Asset Management, Forthcoming
Posted: 30 Mar 2014 Last Revised: 26 Jun 2017
Marat Molyboga, Seungho Baek and John F. O. Bilson
Efficient Capital Management, LLC, City University of New York (CUNY) - Department of Finance and Illinois Institute of Technology

Abstract:

Loading...

Hedge Funds, Commodity Trading Advisors, Performance Persistence, Institutional Investment

8.

Size and Value Risk in Financial Firms

Journal of Banking and Finance, Vol. 55, 2015
Posted: 12 Sep 2013 Last Revised: 21 Jun 2015
Seungho Baek and John F. O. Bilson
City University of New York (CUNY) - Department of Finance and Illinois Institute of Technology

Abstract:

Loading...

Empircal Asset Pricing, Arbitrage Pricing Theory, Fama-French Factors, Nelson and Siegel Model

9.

CTA Performance Persistence: 1994-2010

Journal of Alternative Investments, Spring 2014, Vol 16, No 4.
Posted: 06 Mar 2013 Last Revised: 28 Mar 2014
Marat Molyboga, Seungho Baek and John F. O. Bilson
Efficient Capital Management, LLC, City University of New York (CUNY) - Department of Finance and Illinois Institute of Technology

Abstract:

Loading...

Hedge Funds, CTA, Fama-MacBeth Regression

10.

Nonparametric Factor Analytic Risk Measurement in Common Stocks in Financial Firms: Evidence from Korean Firms

Asia-Pacific Journal of Financial Studies, Forthcoming
Posted: 25 Oct 2012 Last Revised: 23 Jan 2015
Seungho Baek, Joseph D. Cursio and Seung Youn Cha
City University of New York (CUNY) - Department of Finance, Illinois Institute of Technology - Stuart School of Business, IIT and Seoul National University

Abstract:

Loading...

Risk management, Monte Carlo simulation, Nonparametric method, Systemic Risk