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Publications

by members of

City University of New York (CUNY) → Brooklyn College → Koppleman School of Business → Department of Finance

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

2026

  1. Seungho Baek & Moonsoo Kang & Shuangshuang Ji, 2026, "Yield Curve and Time‐Varying Debt Concentration," The Financial Review, Eastern Finance Association, volume 61, issue 3, pages 979-1009, August, DOI: 10.1111/fire.70050.

2025

  1. Baek, Seungho & Kang, Moonsoo, 2025, "Does ESG enhance asset quality and funding cost management in banking diversification?," Finance Research Letters, Elsevier, volume 73, issue C, DOI: 10.1016/j.frl.2024.106542.
  2. Seungho Baek & Minwoo Song, 2025, "ESG ratings and macroeconomic risks in the Asian emerging stock markets," Applied Economics Letters, Taylor & Francis Journals, volume 32, issue 10, pages 1455-1460, June, DOI: 10.1080/13504851.2024.2306182.
  3. Seungho Baek & Mina Glambosky & Sunil Mohanty, 2025, "Macroeconomic shocks and stock market returns," Applied Economics Letters, Taylor & Francis Journals, volume 32, issue 11, pages 1601-1607, June, DOI: 10.1080/13504851.2024.2308585.

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, volume 59, issue C, DOI: 10.1016/j.frl.2023.104718.
  2. Moonsoo Kang, 2024, "The effect of corporate investment on market frictions: implication for the stock price delay premium," Applied Economics Letters, Taylor & Francis Journals, volume 31, issue 10, pages 940-947, June, DOI: 10.1080/13504851.2022.2156466.

2023

  1. Moonsoo Kang, 2023, "ETFs and information asymmetry of underlying securities: evidence on the volume-conditioned return autocorrelation," Applied Economics, Taylor & Francis Journals, volume 55, issue 46, pages 5434-5450, October, DOI: 10.1080/00036846.2022.2139811.

2022

  1. Yuntaek Pae & Seungho Baek, 2022, "Does leveraged stock buyback improve firms’ profitability?," Applied Economics Letters, Taylor & Francis Journals, volume 29, issue 10, pages 939-946, June, DOI: 10.1080/13504851.2021.1899114.
  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, volume 10, issue 1, pages 2148365-214, December, DOI: 10.1080/23322039.2022.2148365.

2021

  1. Stanley Peterburgsky & Seungho Baek, 2021, "Is average correlation related to expected returns: evidence from global markets," Applied Economics Letters, Taylor & Francis Journals, volume 28, issue 9, pages 731-736, May, DOI: 10.1080/13504851.2020.1773388.
  2. Seungho Baek & Kwan Yong Lee, 2021, "The risk transmission of COVID-19 in the US stock market," Applied Economics, Taylor & Francis Journals, volume 53, issue 17, pages 1976-1990, April, DOI: 10.1080/00036846.2020.1854668.
  3. 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, volume 22, issue 2, pages 120-132, March, DOI: 10.1057/s41260-020-00202-0.

2020

  1. Baek, Seungho & Mohanty, Sunil K. & Glambosky, Mina, 2020, "COVID-19 and stock market volatility: An industry level analysis," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2020.101748.
  2. Seungho Baek & Kwan Yong Lee & Merih Uctum & Seok Hee Oh, 2020, "Robo-Advisors: Machine Learning in Trend-Following ETF Investments," Sustainability, MDPI, volume 12, issue 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, volume 12, issue 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., volume 40, issue 4, pages 651-670, April, DOI: 10.1002/fut.22091.

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, volume 25, issue 8, pages 780-798, May, DOI: 10.1080/1351847X.2018.1537980.

2018

  1. 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, volume 17, issue 3_suppl, pages 299-326, December, DOI: 10.1177/0972652718798079.
  2. Kang, Moonsoo & Khaksari, S. & Nam, Kiseok, 2018, "Corporate investment, short-term return reversal, and stock liquidity," Journal of Financial Markets, Elsevier, volume 39, issue C, pages 68-83, DOI: 10.1016/j.finmar.2018.02.001.
  3. 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, volume 54, issue 1, pages 234-254, January, DOI: 10.1080/1540496X.2017.1326380.

2017

  1. 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, volume 18, issue 7, pages 547-565, December, DOI: 10.1057/s41260-017-0053-8.
  2. Kang, Moonsoo & Wang, Wei & Eom, Chanyoung, 2017, "Corporate investment and stock liquidity: Evidence on the price impact of trade," Review of Financial Economics, Elsevier, volume 33, issue C, pages 1-11, DOI: 10.1016/j.rfe.2017.02.001.
  3. Nam, Kiseok & Khaksari, Shahriar & Kang, Moonsoo, 2017, "Trend in aggregate idiosyncratic volatility," Review of Financial Economics, Elsevier, volume 35, issue C, pages 11-28, DOI: 10.1016/j.rfe.2016.11.001.

2015

  1. Baek, Seungho & Bilson, John F.O., 2015, "Size and value risk in financial firms," Journal of Banking & Finance, Elsevier, volume 55, issue C, pages 295-326, DOI: 10.1016/j.jbankfin.2014.02.011.
  2. Moonsoo Kang & Kiseok Nam, 2015, "Informed trade and idiosyncratic return variation," Review of Quantitative Finance and Accounting, Springer, volume 44, issue 3, pages 551-572, April, DOI: 10.1007/s11156-013-0417-1.

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, volume 49, issue 3, pages 511-538, August.

2010

  1. Kang, Moonsoo, 2010, "Probability of information-based trading and the January effect," Journal of Banking & Finance, Elsevier, volume 34, issue 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, Springer, in: Marielle de Jong & Dan diBartolomeo, "Risks Related to Environmental, Social and Governmental Issues (ESG)", DOI: 10.1007/978-3-031-18227-3_5.

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