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 1 22 3 6 15 116
Capital Account Liberalization and Dynamic Price Discovery: Evidence from Chinese Cross-Listed Stocks 0 0 1 60 2 5 9 132
Capital Account Liberalization and Dynamic Price Discovery: Evidence from Chinese Cross-Listed Stocks 0 0 0 51 0 4 10 87
Connecting the Markets? Recent Evidence on China's Capital Account Liberalization 0 0 0 133 1 4 13 205
Inferring Financial Bubbles from Option Data 0 0 2 48 0 5 19 161
Nonparametric Inference of Jump Autocorrelation 0 0 2 40 0 1 9 92
Policy Evaluation with Interactive Fixed Effects 0 0 5 223 0 3 23 431
Specification Tests of Calibrated Option Pricing Models 0 0 0 50 1 3 11 145
The Effect of Risk Sharing on Asset Prices: Natural Experiment from the Chinese Stock Market Liberalization 0 0 0 60 0 2 13 108
The PCDID Approach: Difference-in-Differences when Trends are Potentially Unparallel and Stochastic 0 0 2 86 1 3 18 298
Total Working Papers 0 0 13 773 8 36 140 1,775


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 0 11 1 2 8 44
Capital account liberalization and dynamic price discovery: evidence from Chinese cross-listed stocks 0 0 0 12 1 6 11 78
Connecting the markets? Recent evidence on China’s capital account liberalization 0 0 0 6 0 4 14 81
Financial wealth, investment, and confidence in a DSGE model for China 0 0 1 16 0 2 20 59
Inferring financial bubbles from option data 0 0 2 12 0 4 14 46
Jointly determining the state dimension and lag order for Markov‐switching vector autoregressive models 0 0 0 7 1 2 12 31
Risk-sharing, market imperfections, asset prices: Evidence from China’s stock market liberalization 0 1 2 29 1 4 17 113
Specification tests of calibrated option pricing models 0 0 0 6 0 1 7 63
The PCDID Approach: Difference-in-Differences When Trends Are Potentially Unparallel and Stochastic 1 1 3 16 2 7 18 76
Total Journal Articles 1 2 8 115 6 32 121 591


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 1 88 0 2 17 610
Total Software Items 0 0 1 88 0 2 17 610


Statistics updated 2026-06-04