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 0 0 4 99
Capital Account Liberalization and Dynamic Price Discovery: Evidence from Chinese Cross-Listed Stocks 0 0 0 51 0 1 2 76
Capital Account Liberalization and Dynamic Price Discovery: Evidence from Chinese Cross-Listed Stocks 0 0 0 59 0 0 1 123
Connecting the Markets? Recent Evidence on China's Capital Account Liberalization 0 0 0 133 1 1 2 192
Inferring Financial Bubbles from Option Data 0 0 2 45 0 1 5 140
Nonparametric Inference of Jump Autocorrelation 0 0 0 38 0 1 2 83
Policy Evaluation with Interactive Fixed Effects 0 2 5 217 0 5 19 405
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 1 1 4 81 1 7 32 272
Total Working Papers 1 3 11 755 2 16 67 1,619


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 1 1 11 0 1 4 35
Capital account liberalization and dynamic price discovery: evidence from Chinese cross-listed stocks 0 0 1 12 0 1 3 67
Connecting the markets? Recent evidence on China’s capital account liberalization 0 0 0 6 0 0 2 67
Financial wealth, investment, and confidence in a DSGE model for China 0 0 2 15 3 3 9 38
Inferring financial bubbles from option data 0 0 3 9 1 3 11 31
Jointly determining the state dimension and lag order for Markov‐switching vector autoregressive models 0 0 0 7 1 1 3 19
Risk-sharing, market imperfections, asset prices: Evidence from China’s stock market liberalization 0 0 2 26 1 1 8 95
Specification tests of calibrated option pricing models 0 1 1 6 0 1 3 56
The PCDID Approach: Difference-in-Differences When Trends Are Potentially Unparallel and Stochastic 2 3 5 13 2 5 21 55
Total Journal Articles 2 5 15 105 8 16 64 463


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 1 6 14 84 2 16 59 578
Total Software Items 1 6 14 84 2 16 59 578


Statistics updated 2025-03-03