Eng-Tuck Cheah

TL;DR: In this article, economic and econometric modelling of Bitcoin prices is presented. And they show that Bitcoin exhibits speculative bubbles and find empirical evidence that the fundamental price of Bitcoin is zero.

TL;DR: In this article, the authors draw upon the close relationship between statistical physics and mathematical finance to develop a suite of models for financial bubbles and crashes, which allow for a probabilistic and statistical formulation of econophysics models closely linked to mainstream financial models.

TL;DR: In this paper, the authors investigated the effect of product recall announcements on shareholders' wealth and the extent to which the adoption of corporate social responsibility practices by pharmaceutical companies in the United Kingdom and the United States affected market reactions surrounding product recall announcement.

TL;DR: In this paper, the authors model cross-market Bitcoin prices as long-memory processes and study dynamic interdependence in a fractionally cointegrated VAR framework, finding long memory in both individual markets and the system of markets depicting nonhomogeneous informational inefficiency.

TL;DR: In this article, the authors identify demographic characteristics of socially responsible investors and explore the relationship of these characteristics with their corporate social responsibility attitudes, finding that younger and female investors are more likely to believe that a company's social and environmental performance is as important as its financial performance.