Jeremy Eng-Tuck Cheah

Jeremy Eng-Tuck Cheah
University of Southampton · Division of Accounting and Finance

PhD University of Southampton

About

29
Publications
6,557
Reads
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1,626
Citations
Introduction
Jeremy Eng-Tuck Cheah currently is Associate Professor of Digital Finance and Investment Technology at the Nottingham Business School, Nottingham Trent University. His research contributes towards an understanding of the role of finance (including disruptive financial technologies such as cryptocurrency) and its impact on financial markets and the wider society and his work has appeared in internationally reputable journals such as Human Resource Management USA, Journal of Business Ethics, British Journal of Management, Cambridge Journal of Economics, Economics Letters and International Review of Financial Analysis amongst others. His paper won the Tom Fetherstone Prize for best paper published in International Review of Financial Analysis journal (ABS3*) in 2016.
Skills and Expertise
Additional affiliations
August 2019 - present
Nottingham Trent University
Position
  • Professor (Associate)
August 2019 - present
University of Southampton
Position
  • Fellow
October 2016 - July 2019
University of Southampton
Position
  • Professor (Associate)

Publications

Publications (29)
Article
This paper comprehensively examines the performance of a host of popular variables to predict Bitcoin returns. We show that time-series momentum, economic policy uncertainty, and financial uncertainty outperform other predictors in all in-sample, out-of-sample, and asset allocation tests. Bitcoin returns have no exposure to common stock and bond ma...
Conference Paper
The study aims to investigate the role of board diversity and political affiliation on innovation activities in the Malaysian palm oil industry. Drawing from the insights of agency and resource dependence theory, the finding shows that board diversity positively associates with innovation activities; however, the association is contingent upon poli...
Article
This article investigates whether CEO power and compensation would drive innovation performance in the U.S. pharmaceutical industry. The findings suggest that CEO power propels the innovation agenda. The long-term compensation aligns the incentives of powerful CEOs to the interests of shareholders in the pursuit of innovation performance but intere...
Article
We model cross-market Bitcoin prices as long-memory processes and study dynamic interdependence in a fractionally cointegrated VAR framework. We find long-memory in both the individual markets and the system of markets depicting non-homogeneous informational inefficiency. Moreover, Bitcoin markets are found to be fractionally cointegrated, where un...
Conference Paper
Our article comprehensively examines the performance of a host of popular variables to predict Bitcoin returns. We show that time-series momentum and political uncertainty outperform other predictors in all in-sample, out-of-sample and asset allocation tests. Bitcoin returns have no exposure to common stock and bond market factors but rather are af...
Article
Full-text available
This paper examines the effect of chronotype on the delinquent credit card payments and stock market participation through preference channels. Using an online survey of 455 individuals who have been working for 3 to 8 years in companies in mainland China, the results reveal that morningness is negatively associated with delinquent credit card paym...
Preprint
This paper examines the effect of chronotype on the delinquent credit card payments and stock market participation through preference channels. Using an online survey of 455 individuals who have been working for 3 to 8 years in companies in mainland China, the results reveal that morningness is negatively associated with delinquent credit card paym...
Article
We examine the impact of price trends on the accuracy of forecasts from prediction markets. In particular, we study an electronic betting exchange market and construct independent variables from market price (odds) time series from 6,058 individual markets (a dataset consisting of over 8.4 million price points). Using a conditional logit model, we...
Article
Full-text available
We model cross-market Bitcoin prices as long-memory processes and study dynamic interdependence in a fractionally cointegrated VAR framework. We find long-memory in both the individual markets and the system of markets depicting non-homogeneous informational inefficiency. Moreover, Bitcoin markets are found to be fractionally cointegrated, where un...
Chapter
The pharmaceutical industry has evolved from one that was initially profitable and perceived to be doing well financially to one that has increasingly suffered erosion in public perception in terms of its corporate social responsibility (CSR) performance. Reactions by industry players to various external factors resulting from changing social and e...
Article
In this paper we draw upon the close relationship between statistical physics and mathematical finance to develop a suite of models for financial bubbles and crashes. The derived models allow for a probabilistic and statistical formulation of econophysics models closely linked to mainstream financial models. Applications include monitoring the stab...
Article
Amid its rapidly increasing usage and immense public interest the subject of Bitcoin has raised profound economic and societal issues. In this paper we undertake economic and econometric modelling of Bitcoin prices. As with many asset classes we show that Bitcoin exhibits speculative bubbles. Further, we find empirical evidence that the fundamental...
Article
Full-text available
The Stock Market Capitalization (SMC) of a country, defined as the aggregated market value equity of companies in the respective equity market, is commonly used to measure the widening and deepening of stock market activity. SMC also influences economic growth predictions and public consensus concerning the value of the stock market. However, no pr...
Article
Demographic characteristics of socially responsible investors (SRIs) are likely to play a significant role in shaping their perceptions and behaviour concerning corporate social responsibility (CSR). This paper identifies demographic characteristics of SRIs and explores the relationship of these characteristics with their CSR attitudes. We analyse,...
Article
Full-text available
This thesis investigates the implications of information processing efficiency on decision making with respect to the ability of decision makers to process information in a rational and timely manner. In order to examine the different aspects of information efficiency with respect to decision making, three different settings were used. First, attit...
Article
This paper aims to examine the efficiency of ten Malaysian anchor banks from 2001 to 2005, a period representing the first five years of the country's Financial Sector Master Plan (FSMP) which was aimed at developing a more resilient, competitive and dynamic financial system with the best practices, among others. This paper used data envelopment an...
Article
This paper aims to examine the efficiency of ten Malaysian anchor banks from 2001 to 2005, a period representing the first five years of the country's Financial Sector Master Plan (FSMP) which was aimed at developing a more resilient, competitive and dynamic financial system with the best practices, among others. This paper used data envelopment an...
Article
This study investigates the dynamics and contemporaneous interactions of equity market capitalization in the Asia Pacific region. The empirical results reveal the long-run cointegration relationship among the markets, suggesting a thin gainful opportunity for international portfolio diversification in the region. Besides, the results of generalized...
Conference Paper
The present study argues for size of equity markets, measured by its stock market capitalization, in determining leaders for a fully integrated equity market in the Asia Pacific region. Using cointegration analysis, it was found that Hong Kong SAR could act in such a capacity in the financial integration process. When taking growth-volatility into...
Article
Full-text available
The efficient market hypothesis (EMH) in the weak-form requires that there is no serial correlation between the returns at different times and successive price changes. On the contrary, stock returns displaying statistically significant autocorrelation between observations widely separated in time, or long memory, would weaken the properties derive...
Article
p>In a competitive global market environment, the successful institution and implementa-tion of a comprehensive quality improvement programme is pivotal in attaining and sustaining business excellence. Tangible evidence of a company's level of excellence can be demonstrated by winning a prestigious quality award like the Malcolm Baldrige National Q...
Article
The European Quality Award (EQA) is a form of recognition of the superiority of quality in the products and/or services produced by recipient companies within the European Union countries. The success in implementing quality programmes with a proven success record would enhance the corporate value of the recipient companies and would be well-receiv...
Article
The Prime Minister's Quality Award (PMQA) is the most prestigious award in recognition of a company's effort towards organizational excellence. The intention is to create awareness among the business community on the importance of implementing a quality improvement programme in the company and to use recipient companies listed on the Bursa Malaysia...

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Projects

Projects (2)
Project
Better understand the relationship between nonlinear dynamical systems and bubbles.