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 1 5 100
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 1 1 3 77
Connecting the Markets? Recent Evidence on China's Capital Account Liberalization 0 0 0 133 0 1 1 192
Inferring Financial Bubbles from Option Data 0 1 3 46 1 2 6 142
Nonparametric Inference of Jump Autocorrelation 0 0 0 38 0 0 1 83
Policy Evaluation with Interactive Fixed Effects 0 1 5 218 0 3 21 408
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 2 3 5 83 4 7 33 278
Total Working Papers 2 5 13 759 7 15 71 1,632


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 5 36
Capital account liberalization and dynamic price discovery: evidence from Chinese cross-listed stocks 0 0 0 12 0 0 1 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 1 15 1 4 9 39
Inferring financial bubbles from option data 0 1 2 10 0 2 9 32
Jointly determining the state dimension and lag order for Markov‐switching vector autoregressive models 0 0 0 7 0 1 3 19
Risk-sharing, market imperfections, asset prices: Evidence from China’s stock market liberalization 0 0 1 26 0 1 7 95
Specification tests of calibrated option pricing models 0 0 1 6 0 0 2 56
The PCDID Approach: Difference-in-Differences When Trends Are Potentially Unparallel and Stochastic 0 2 4 13 1 4 18 57
Total Journal Articles 0 3 10 106 2 13 56 468


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 3 13 86 4 13 59 589
Total Software Items 0 3 13 86 4 13 59 589


Statistics updated 2025-05-12