Access Statistics for Simon Sai Man Kwok

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Flexible Generalised Hyperbolic Option Pricing Model and its Special Cases 0 0 0 21 1 2 5 103
Capital Account Liberalization and Dynamic Price Discovery: Evidence from Chinese Cross-Listed Stocks 0 0 0 59 0 0 1 123
Capital Account Liberalization and Dynamic Price Discovery: Evidence from Chinese Cross-Listed Stocks 0 0 0 51 0 0 3 77
Connecting the Markets? Recent Evidence on China's Capital Account Liberalization 0 0 0 133 1 1 2 193
Inferring Financial Bubbles from Option Data 2 2 4 48 2 3 7 145
Nonparametric Inference of Jump Autocorrelation 0 0 0 38 0 0 1 83
Policy Evaluation with Interactive Fixed Effects 0 1 6 219 1 3 19 411
Specification Tests of Calibrated Option Pricing Models 0 0 0 50 0 0 0 134
The Effect of Risk Sharing on Asset Prices: Natural Experiment from the Chinese Stock Market Liberalization 0 0 0 60 0 0 0 95
The PCDID Approach: Difference-in-Differences when Trends are Potentially Unparallel and Stochastic 0 0 5 84 1 2 27 282
Total Working Papers 2 3 15 763 6 11 65 1,646

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Flexible Generalized Hyperbolic Option Pricing Model and Its Special Cases 0 0 1 11 0 1 3 37
Capital account liberalization and dynamic price discovery: evidence from Chinese cross-listed stocks 0 0 0 12 0 1 2 68
Connecting the markets? Recent evidence on China’s capital account liberalization 0 0 0 6 2 4 5 71
Financial wealth, investment, and confidence in a DSGE model for China 0 0 1 15 1 3 8 42
Inferring financial bubbles from option data 1 1 2 11 1 3 8 35
Jointly determining the state dimension and lag order for Markov‐switching vector autoregressive models 0 0 0 7 0 0 3 19
Risk-sharing, market imperfections, asset prices: Evidence from China’s stock market liberalization 0 0 1 27 0 2 6 98
Specification tests of calibrated option pricing models 0 0 1 6 0 1 2 57
The PCDID Approach: Difference-in-Differences When Trends Are Potentially Unparallel and Stochastic 0 0 3 13 0 1 16 59
Total Journal Articles 1 1 9 108 4 16 53 486

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
PCDID: Stata module to perform principal components difference-in-differences 0 1 13 88 2 4 51 597
Total Software Items 0 1 13 88 2 4 51 597

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Statistics updated 2025-09-05