Soon Hyeok Choi

Cornell University - SC Johnson College of Business

The Nolan School of Hotel Administration

Statler Hall

Ithaca, NY 14850

United States

  • Cornell University - SC Johnson College of Business

SCHOLARLY PAPERS

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Scholarly Papers (2)

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1.

Testing the Local Martingale Theory of Bubbles using Cryptocurrencies

Number of pages: 85 Posted: 13 Oct 2020 Last Revised: 18 Jan 2022
Soon Hyeok Choi and Robert Jarrow
Cornell University - SC Johnson College of Business and Cornell SC Johnson College of Business
Downloads 342 (136,877)
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Price Bubbles, Arbitrage Pricing Theory, Martingale, Cryptocurrency

2.

Are All Durable Assets Created Equal? The Impact of Price Appreciation on Investment

Number of pages: 109 Posted: 11 Dec 2022 Last Revised: 23 Dec 2022
Soon Hyeok Choi
Cornell University - SC Johnson College of Business
Downloads 38 (651,758)

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Durable Asset, Leasing, Collateral Channel, Real Estate