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

208

Citations

RESEARCH PRODUCTION:

15

Articles

RESEARCH ACTIVITY:

   10 years (2015 - 2025). See details.
   Cites by year: 20
   Journals where Seungho Baek has often published
   Relations with other researchers
   Recent citing documents: 50.    Total self citations: 1 (0.48 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pba1375
   Updated: 2025-12-27    RAS profile: 2025-10-10    
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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:

Tongurai, Jittima (3)

Umar, Zaghum (3)

Demir, Ender (3)

Kanamura, Takashi (3)

Kumar, Satish (2)

Winkelried, Diego (2)

Ashraf, Badar Nadeem (2)

Brzeszczynski, Janusz (2)

Hassan, M. Kabir (2)

Pandey, Dharen (2)

Jeon, Bang (2)

Cites to:

Fama, Eugene (12)

French, Kenneth (11)

TARAZI, Amine (7)

Stiroh, Kevin (7)

Shanken, Jay (4)

Zhou, Guofu (4)

NYS, Emmanuelle (3)

Rouwenhorst, K. (3)

Flachaire, Emmanuel (3)

Campbell, John (3)

Diebold, Francis (3)

Main data

Where Seungho Baek has published?

Journals with more than one article published# docs
Applied Economics Letters4
Finance Research Letters3
Sustainability2

Recent works citing Seungho Baek (2025 and 2024)

YearTitle of citing document
2025Utility-based indifference pricing of pure endowments in a Markov-modulated market model. (2023). Salterini, Benedetta ; Cretarola, Alessandra. In: Papers. RePEc:arx:papers:2301.13575.

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2025Multilayer Perceptron Neural Network Models in Asset Pricing: An Empirical Study on Large-Cap US Stocks. (2025). Lai, Shanyan. In: Papers. RePEc:arx:papers:2505.01921.

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2025ProteuS: A Generative Approach for Simulating Concept Drift in Financial Markets. (2025). Cervantes, Alejandro ; Quintana, David ; Su, Andr'Es L. In: Papers. RePEc:arx:papers:2509.11844.

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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). Xu, Yingying ; Dai, Yifan ; Guo, Lingling ; Chen, Jingjing. In: Applied Energy. RePEc:eee:appene:v:357:y:2024:i:c:s0306261923018792.

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2024The impact of COVID-19 uncertainties on energy market volatility: Evidence from the US markets. (2024). Ghouli, Jihene ; Sharif, Taimur ; Abedin, Mohammad Zoynul ; Bouteska, Ahmed. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:25-41.

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2024Systematic COVID risk, idiosyncratic COVID risk and stock returns. (2024). Wan, Xiaoyuan ; Zhang, Jiachen. 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). Peng, Yi-Ting ; Chang, Tsangyao ; Ranjbar, Omid ; 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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2025Unveiling asymmetric return spillovers with portfolio implications among Indian stock sectors during Covid-19 pandemic. (2025). Kappagantula, Akhil Venkatasai ; Anand, Kamesh ; Mishra, Aswini Kumar. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002225.

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2025A multifaceted graph-wise network analysis of sector-based financial instruments’ price-based discrepancies with diverse statistical interdependencies. (2025). Kim, Woo Chang ; Choi, Insu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pb:s1062940824002419.

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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). Farina, Vincenzo ; Gufler, Ivan ; Carlini, Federico ; Previtali, Daniele. 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). Shi, Yujie ; Li, Yanshuang ; Xiong, Xiong ; 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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2025Conditional currency momentum portfolios. (2025). Sakemoto, Ryuta ; Iwanaga, Yasuhiro. In: International Review of Financial Analysis. RePEc:eee:finana:v:99:y:2025:i:c:s1057521925000511.

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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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2025US sectoral stock market volatility and geopolitical risk categories. (2025). Chatziantoniou, Ioannis ; Gabauer, David ; Stenfors, Alexis. In: Finance Research Letters. RePEc:eee:finlet:v:76:y:2025:i:c:s1544612325001801.

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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 ; lucey, brian ; Rahman, Md Lutfur ; 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). Guo, Qingran ; Ahmed, Khalid ; Ding, Cuicui ; Khan, Bareerah. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s030142072400103x.

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2025The impact of COVID-19 and digital transformation on stock price volatility from the perspective of cultural and tourism industries. (2025). Liu, Liyuan ; Wu, DI ; Peng, Nianjiao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:101:y:2025:i:c:s1059056025003077.

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2025The effect of global geopolitical risks on trade openness. (2025). Yan, Xianglin ; Piao, Longguo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:102:y:2025:i:c:s1059056025005295.

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2024Performance of negatively screened sustainable investments during crisis. (2024). Lin, Xiang ; Swain, Ranjula Bali. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:1226-1247.

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2024Quaking the stock market: Event study evidence on the Turkey-Syria earthquake. (2024). Pandey, Dharen ; Kumar, Satish ; Alahdal, Waleed M ; Kumari, Vineeta. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:182-194.

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2024Price spillovers and interdependences in Chinas agricultural commodity futures market: Evidence from the US-China trade dispute. (2024). Tongurai, Jittima ; Chen, Xiangyu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pa:s1059056024005719.

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

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2024Bank equity returns and oil prices: The story from U.S. regional banks during the “shale oil” revolution. (2024). Killins, Robert N ; Egly, Peter V ; Johnk, David W ; Mollick, Andre V. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924001272.

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2024Information warfare: Analyzing COVID-19 news and its economic fallout in the US. (2024). Tanin, Tauhidul ; Kumar, Satish ; Das, Narasingha ; Gangopadhyay, Partha. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001363.

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2024Revisiting the interdependences across global base metal futures markets: Evidence during the main waves of the COVID-19 pandemic. (2024). Tongurai, Jittima ; Chen, Xiangyu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001843.

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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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2025Do forward exchange rate conditions intervene with the transmission of stock market volatility and COVID-19 impact? Sign and location-based asymmetries. (2025). Tabash, Mosab I ; Grebinevych, Oksana ; Galariotis, Emilios ; Roubaud, David ; Sheikh, Umaid A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pb:s0275531925001850.

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2024Capturing the timing of crisis evolution: A machine learning and directional wavelet coherence approach to isolating event-specific uncertainty using Google searches with an application to COVID-19. (2024). Obojska, Lidia ; Brzeszczyski, Janusz ; Szczygielski, Jan Jakub ; Charteris, Ailie. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:205:y:2024:i:c:s004016252400115x.

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2024EXPLORING STOCK MARKET RISK USING A GENERALIZED BREACH INDICATOR: EVIDENCE FROM INTERNATIONAL FINANCIAL MARKETS. (2024). Enow, Samuel Tabot. In: Eurasian Journal of Economics and Finance. RePEc:ejn:ejefjr:v:12:y:2024:i:1:p:45-51.

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2024Did COVID-19 Disrupt the Stock Market Return and Volatility? A Meta-Analytic Approach. (2024). Ridhwan, Masagus M ; Nijkamp, Peter ; Juhro, Solikin ; Hidayat, Kelvin Ramadhan ; 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). Bashir, Usman ; Ur, Ramiz ; 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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2024Revisiting China’s Commodity Futures Market Amid the Main Waves of COVID-19 Pandemics. (2024). Tongurai, Jittima ; Chen, Xiangyu ; Boonchoo, Pattana. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:4:d:10.1007_s10690-023-09440-9.

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2025Financial Derivatives Usage and Firm Value in Turbulent Periods: Comparative Evidence from India during the COVID-19 Crisis. (2025). S. M. R. K. Samarakoon, ; Pradhan, Rudra P ; I. K. D. Gunathunga, ; Tripathy, Sasikanta. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:32:y:2025:i:2:d:10.1007_s10690-024-09457-8.

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2025Modeling Asset Price Process: An Approach for Imaging Price Chart with Generative Diffusion Models. (2025). Park, Jinseong ; Ko, Hyungjin ; Lee, Jaewook. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:1:d:10.1007_s10614-024-10668-4.

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2024Machine learning in accounting and finance research: a literature review. (2024). Alexandridis, Antonios ; Nerantzidis, Michail ; Liaras, Evangelos. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:63:y:2024:i:4:d:10.1007_s11156-024-01306-z.

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2025Investor sophistication, investor sentiment, and cash-based operating profitability. (2025). Simlai, Prodosh Eugene. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:64:y:2025:i:3:d:10.1007_s11156-024-01328-7.

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2025Artificial intelligence exchange-traded funds: the intersection of finance, technology and sustainability. (2025). Aliano, Mauro ; Boido, Claudio. In: Journal of Asset Management. RePEc:pal:assmgt:v:26:y:2025:i:4:d:10.1057_s41260-025-00408-0.

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2025COVID-19 and persistence in the stock market: a study on a leading emerging market. (2025). Bhattacharjee, Anindita ; Nandy, Monomita ; Lodh, Suman. In: International Journal of Disclosure and Governance. RePEc:pal:ijodag:v:22:y:2025:i:2:d:10.1057_s41310-024-00250-7.

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2025Integrating machine learning into business and management in the age of artificial intelligence. (2025). Ojeda-Sanchez, Carlos A ; Vega, Carlos Jess ; Dcroz-Barn, David F ; Batz, Aglaya. In: Palgrave Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-04361-6.

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2024Systemic risk spillover between the stock market and banking deposits: Evidence from a sustainability perspective in the South Asian countries. (2024). Siddiqi, Arslan Ahmad ; Ahmad, Muhammad Munir ; Quddoos, Muhammad Umer ; Abbas, Naseem ; Rafique, Amir ; Liu, Linshan. In: PLOS ONE. RePEc:plo:pone00:0288310.

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

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2024Features of different asset types and extreme risk transmission during the COVID-19 crisis. (2024). Tsai, I-Chun. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00510-5.

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2025Stock market performance of Brazilian healthcare companies during the COVID-19 pandemic: a sectoral analysis. (2025). Perroni, Marcos Gonalves ; Senff, Carlos Otavio ; Cassol, Alessandra ; Silva, Wesley Vieira ; Schifler, Mauricio ; Su, Zhaohui ; Veiga, Claudimar Pereira. In: Future Business Journal. RePEc:spr:futbus:v:11:y:2025:i:1:d:10.1186_s43093-025-00527-5.

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2025Comparative analysis of AI-driven versus human-managed equity funds across market trends. (2025). Bin, Ahmad Azam ; Anuar, Amirul Ammar. In: Future Business Journal. RePEc:spr:futbus:v:11:y:2025:i:1:d:10.1186_s43093-025-00540-8.

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2024Changes in the Perception of Error Announcements from the German Two-Tier Enforcement. (2024). Berninger, Marc. In: Schmalenbach Journal of Business Research. RePEc:spr:sjobre:v:76:y:2024:i:4:d:10.1007_s41471-024-00193-3.

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2025Environmental, Social, and Governance and expenses of insurance companies. (2025). Bressan, Silvia. In: Journal of Finance and Investment Analysis. RePEc:spt:fininv:v:14:y:2025:i:3:f:14_3_1.

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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:

YearTitleTypeCited
2020COVID-19 and stock market volatility: An industry level analysis In: Finance Research Letters.
[Full Text][Citation analysis]		article163
2024Macroeconomic impact and stock returns vulnerability by size, solvency, and financial distress In: Finance Research Letters.
[Full Text][Citation analysis]		article1
2025Does ESG enhance asset quality and funding cost management in banking diversification? In: Finance Research Letters.
[Full Text][Citation analysis]		article1
2015Size and value risk in financial firms In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article13
2020Robo-Advisors: Machine Learning in Trend-Following ETF Investments In: Sustainability.
[Full Text][Citation analysis]		article2
2020Machine Learning and Algorithmic Pairs Trading in Futures Markets In: Sustainability.
[Full Text][Citation analysis]		article4
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
2025ESG ratings and macroeconomic risks in the Asian emerging stock markets In: Applied Economics Letters.
[Full Text][Citation analysis]		article0
2025Macroeconomic shocks and stock market returns In: Applied Economics Letters.
[Full Text][Citation analysis]		article0
2021The risk transmission of COVID-19 in the US stock market In: Applied Economics.
[Full Text][Citation analysis]		article13
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]		article3

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