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Publications

by members of

Department of Finance
Koppleman School of Business
Brooklyn College
City University of New York (CUNY)
New York City, New York (United States)

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Journal articles | Chapters |

Journal articles

2024

  1. Baek, Chaeyoon & Baek, Seungho & Glambosky, Mina, 2024. "Macroeconomic impact and stock returns' vulnerability by size, solvency, and financial distress," Finance Research Letters, Elsevier, vol. 59(C).

2023

  1. Moonsoo Kang, 2023. "ETFs and information asymmetry of underlying securities: evidence on the volume-conditioned return autocorrelation," Applied Economics, Taylor & Francis Journals, vol. 55(46), pages 5434-5450, October.

2022

  1. Yuntaek Pae & Seungho Baek, 2022. "Does leveraged stock buyback improve firms’ profitability?," Applied Economics Letters, Taylor & Francis Journals, vol. 29(10), pages 939-946, June.
  2. Seungho Baek & Kwan Yong Lee, 2022. "Monetary policy, COVID-19 immunization, and risk in the US stock markets," Cogent Economics & Finance, Taylor & Francis Journals, vol. 10(1), pages 2148365-214, December.

2021

  1. Moonsoo Kang & K. G. Viswanathan & Nancy A. White & Edward J. Zychowicz, 2021. "Sustainability efforts, index recognition, and stock performance," Journal of Asset Management, Palgrave Macmillan, vol. 22(2), pages 120-132, March.
  2. Moonsoo Kang & K. G. Viswanathan & Nancy A. White & Edward J. Zychowicz, 2021. "Correction to: Sustainability efforts, index recognition, and stock performance," Journal of Asset Management, Palgrave Macmillan, vol. 22(2), pages 151-151, March.
  3. Stanley Peterburgsky & Seungho Baek, 2021. "Is average correlation related to expected returns: evidence from global markets," Applied Economics Letters, Taylor & Francis Journals, vol. 28(9), pages 731-736, May.
  4. Seungho Baek & Kwan Yong Lee, 2021. "The risk transmission of COVID-19 in the US stock market," Applied Economics, Taylor & Francis Journals, vol. 53(17), pages 1976-1990, April.

2020

  1. Baek, Seungho & Mohanty, Sunil K. & Glambosky, Mina, 2020. "COVID-19 and stock market volatility: An industry level analysis," Finance Research Letters, Elsevier, vol. 37(C).
  2. Seungho Baek & Kwan Yong Lee & Merih Uctum & Seok Hee Oh, 2020. "Robo-Advisors: Machine Learning in Trend-Following ETF Investments," Sustainability, MDPI, vol. 12(16), pages 1-15, August.
  3. Seungho Baek & Mina Glambosky & Seok Hee Oh & Jeong Lee, 2020. "Machine Learning and Algorithmic Pairs Trading in Futures Markets," Sustainability, MDPI, vol. 12(17), pages 1-24, August.
  4. Seungho Baek & Jeong Wan Lee & Kyong Joo Oh & Myoungji Lee, 2020. "Yield curve risks in currency carry forwards," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(4), pages 651-670, April.

2019

  1. Moonsoo Kang & Joshua Krausz & Kiseok Nam, 2019. "The intertemporal risk-Return relation, investor behavior, and technical trading profits: evidence from the G-7 countries," The European Journal of Finance, Taylor & Francis Journals, vol. 25(8), pages 780-798, May.

2018

  1. Kang, Moonsoo & Khaksari, S. & Nam, Kiseok, 2018. "Corporate investment, short-term return reversal, and stock liquidity," Journal of Financial Markets, Elsevier, vol. 39(C), pages 68-83.
  2. Moonsoo Kang & Wei Wang & Ying Xiao, 2018. "Market Imperfections, Macroeconomic Conditions, and Capital Structure Dynamics: A Cross-Country Study," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 54(1), pages 234-254, January.
  3. Seungho Baek & Kwan Yong Lee & Jeong Wan Lee & Sunil Mohanty, 2018. "Diversification in Korean Banking Business: Is Non-interest Income a Financial Saviour?," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 17(3_suppl), pages 299-326, December.

2017

  1. Kang, Moonsoo & Wang, Wei & Eom, Chanyoung, 2017. "Corporate investment and stock liquidity: Evidence on the price impact of trade," Review of Financial Economics, Elsevier, vol. 33(C), pages 1-11.
  2. Nam, Kiseok & Khaksari, Shahriar & Kang, Moonsoo, 2017. "Trend in aggregate idiosyncratic volatility," Review of Financial Economics, Elsevier, vol. 35(C), pages 11-28.
  3. Marat Molyboga & Seungho Baek & John F. O. Bilson, 2017. "Assessing hedge fund performance with institutional constraints: evidence from CTA funds," Journal of Asset Management, Palgrave Macmillan, vol. 18(7), pages 547-565, December.

2015

  1. Moonsoo Kang & Kiseok Nam, 2015. "Informed trade and idiosyncratic return variation," Review of Quantitative Finance and Accounting, Springer, vol. 44(3), pages 551-572, April.
  2. Baek, Seungho & Bilson, John F.O., 2015. "Size and value risk in financial firms," Journal of Banking & Finance, Elsevier, vol. 55(C), pages 295-326.

2014

  1. Moonsoo Kang & Bong-Soo Lee, 2014. "Order Flows and Stock Returns: Compensation for Market Makers with Inventory Concerns," The Financial Review, Eastern Finance Association, vol. 49(3), pages 511-538, August.

2010

  1. Kang, Moonsoo, 2010. "Probability of information-based trading and the January effect," Journal of Banking & Finance, Elsevier, vol. 34(12), pages 2985-2994, December.

Chapters

2022

  1. Moonsoo Kang & K. G. Viswanathan & Nancy A. White & Edward J. Zychowicz, 2022. "Sustainability Efforts, Index Recognition, and Stock Performance," Springer Books, in: Marielle de Jong & Dan diBartolomeo (ed.), Risks Related to Environmental, Social and Governmental Issues (ESG), pages 45-57, Springer.

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