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 1 1 1 22 2 3 6 105
Capital Account Liberalization and Dynamic Price Discovery: Evidence from Chinese Cross-Listed Stocks 0 0 0 51 0 0 3 77
Capital Account Liberalization and Dynamic Price Discovery: Evidence from Chinese Cross-Listed Stocks 0 0 0 59 0 0 0 123
Connecting the Markets? Recent Evidence on China's Capital Account Liberalization 0 0 0 133 0 1 2 193
Inferring Financial Bubbles from Option Data 0 2 4 48 0 2 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 4 19 412
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 2 3 28 284
Total Working Papers 1 4 16 764 5 13 66 1,651


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 1 2 4 38
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 0 4 4 71
Financial wealth, investment, and confidence in a DSGE model for China 1 1 2 16 2 5 10 44
Inferring financial bubbles from option data 0 1 2 11 0 3 7 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 0 13 59
Total Journal Articles 1 2 10 109 3 18 51 489


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 0 12 88 1 4 43 598
Total Software Items 0 0 12 88 1 4 43 598


Statistics updated 2025-10-06