Seungho Baek : Citation Profile

City University of New York (CUNY) (50% share)
City University of New York (CUNY) (50% share)

4

H index

3

i10 index

178

Citations

RESEARCH PRODUCTION:

12

Articles

RESEARCH ACTIVITY:

   9 years (2015 - 2024). See details.
   Cites by year: 19
   Journals where Seungho Baek has often published
   Relations with other researchers
   Recent citing documents: 26.    Total self citations: 1 (0.56 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pba1375
   Updated: 2025-04-12    RAS profile: 2024-03-07    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Seungho Baek.

Is cited by:

Demir, Ender (3)

Umar, Zaghum (3)

Jeon, Bang (2)

Brzeszczynski, Janusz (2)

Kumar, Satish (2)

Pandey, Dharen (2)

Huynh, Toan (2)

Hassan, M. Kabir (2)

Ashraf, Badar Nadeem (2)

Winkelried, Diego (2)

Tongurai, Jittima (2)

Cites to:

Fama, Eugene (12)

French, Kenneth (11)

Stiroh, Kevin (6)

TARAZI, Amine (5)

Shanken, Jay (4)

Zhou, Guofu (4)

Diebold, Francis (3)

Campbell, John (3)

NYS, Emmanuelle (3)

Jagannathan, Ravi (3)

Hansen, Lars (3)

Main data

Production by document typearticle2015201620172018201920202021202220232024052.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published2015201620172018201920202021202220232024051015Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received201520162017201820192020202120222023202420250255075Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year2015201620172018201920202021202220232024050100150200Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 4Most cited documents123456050100150Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2016012016022016032016042016052016062016072016082016092016102016112016122017012017022017032017042017052017062017072017082017092017102017112017122018012018022018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025012025022025032025040246h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Seungho Baek has published?

Journals with more than one article published# docs
Applied Economics Letters2
Finance Research Letters2
Sustainability2

Recent works citing Seungho Baek (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Forbes Magazines Americas Best Banks: Are they best for investors?. (2024). Zhao, Xin ; Filbeck, Greg ; Preece, Dianna. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3535-3557.

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2024Leveraging machine learning to forecast carbon returns: Factors from energy markets. (2024). Guo, Lingling ; Dai, Yifan ; Xu, Yingying ; Chen, Jingjing. In: Applied Energy. RePEc:eee:appene:v:357:y:2024:i:c:s0306261923018792.

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2024Systematic COVID risk, idiosyncratic COVID risk and stock returns. (2024). Zhang, Jiachen ; Wan, Xiaoyuan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001274.

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2024Has the COVID-19 pandemic shock transmitted to the u.s. stock market: Evidence using bootstrap (A)symmetric fourier granger causality test in quantiles. (2024). Ranjbar, Omid ; Chang, Tsangyao ; Peng, Yi-Ting ; Xiang, Feiyun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000810.

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2024Do stress and overstatement in the news affect the stock market? Evidence from COVID-19 news in The Wall Street Journal. (2024). Previtali, Daniele ; Gufler, Ivan ; Farina, Vincenzo ; Carlini, Federico. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001108.

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2024Time-frequency extreme risk spillovers between COVID-19 news-based panic sentiment and stock market volatility in the multi-layer network: Evidence from the RCEP countries. (2024). Xiong, Xiong ; Shi, Yongdong ; Li, Yanshuang ; Yi, Shangkun. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002710.

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2024Price spread prediction in high-frequency pairs trading using deep learning architectures. (2024). Cheng, Li-Chen ; Liu, Yun-Ti ; Liou, Jyh-Hwa. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924007257.

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2024Predicting stock market returns with average correlation and average variance: Decomposition approach. (2024). Oh, Jong-Min. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324003738.

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2024Stabilizing global foreign exchange markets in the time of COVID-19: The role of vaccinations. (2024). Li, Xiao-Ming ; Thanh, Thao Thac ; Pham, Son Duy. In: Global Finance Journal. RePEc:eee:glofin:v:59:y:2024:i:c:s1044028323001187.

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2024Quantile coherency across bonds, commodities, currencies, and equities. (2024). Stenvall, David ; Rahman, Md Lutfur ; Lucey, Brian ; Uddin, Gazi Salah. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000697.

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2024How the pandemic-led volatility in the natural resource commodity indices affect U.S and China markets. (2024). Khan, Bareerah ; Ding, Cuicui ; Ahmed, Khalid ; Guo, Qingran. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s030142072400103x.

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2024Can portfolio construction considering ESG still gain high profits?. (2024). Rastegar, Mohammad Ali ; Fereydooni, Ali ; Davoodi, Shayan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002520.

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2025Signaling vs. agency theory: What drives dividends of promoter-owned firms during a crisis?. (2025). Chaudhry, Neeru ; Kashiramka, Smita ; Gosain, Neha. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003830.

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2024Did COVID-19 Disrupt the Stock Market Return and Volatility? A Meta-Analytic Approach. (2024). Ridhwan, Masagus M ; Juhro, Solikin ; Hidayat, Kelvin Ramadhan ; Nijkamp, Peter ; Ismail, Affandi. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:27:y:2024:i:1b:p:25-82.

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2024Exchange Rate and Stock Prices Volatility Connectedness and Spillover during Pandemic Induced-Crises: Evidence from BRICS Countries. (2024). Ur, Ramiz ; Bashir, Usman ; Hussain, Muntazir. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:1:d:10.1007_s10690-023-09411-0.

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2024Can central bankers’ talk predict bank stock returns? A machine learning approach. (2024). Pyrgiotakis, Emmanouil G ; Panagiotou, Nikolaos P ; Leledakis, George N ; Katsafados, Apostolos G. In: MPRA Paper. RePEc:pra:mprapa:122899.

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2024The Impact of the Size of Funds on the Use of Selectivity and Market Timing by Investment Funds. (2024). Dorota, Ebrowska-Suchodolska. In: Folia Oeconomica Stetinensia. RePEc:vrs:foeste:v:24:y:2024:i:2:p:419-437:n:1020.

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Works by Seungho Baek:

Year  ↓Title  ↓Type  ↓Cited  ↓
2020COVID-19 and stock market volatility: An industry level analysis In: Finance Research Letters.
[Full Text][Citation analysis]		article142
2024Macroeconomic impact and stock returns vulnerability by size, solvency, and financial distress In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2015Size and value risk in financial firms In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article12
2020Robo-Advisors: Machine Learning in Trend-Following ETF Investments In: Sustainability.
[Full Text][Citation analysis]		article0
2020Machine Learning and Algorithmic Pairs Trading in Futures Markets In: Sustainability.
[Full Text][Citation analysis]		article3
2017Assessing hedge fund performance with institutional constraints: evidence from CTA funds In: Journal of Asset Management.
[Full Text][Citation analysis]		article1
2018Diversification in Korean Banking Business: Is Non-interest Income a Financial Saviour? In: Journal of Emerging Market Finance.
[Full Text][Citation analysis]		article4
2021Is average correlation related to expected returns: evidence from global markets In: Applied Economics Letters.
[Full Text][Citation analysis]		article1
2022Does leveraged stock buyback improve firms’ profitability? In: Applied Economics Letters.
[Full Text][Citation analysis]		article1
2021The risk transmission of COVID-19 in the US stock market In: Applied Economics.
[Full Text][Citation analysis]		article11
2022Monetary policy, COVID-19 immunization, and risk in the US stock markets In: Cogent Economics & Finance.
[Full Text][Citation analysis]		article1
2020Yield curve risks in currency carry forwards In: Journal of Futures Markets.
[Full Text][Citation analysis]		article2

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team