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 1 1 22 1 4 8 107
Capital Account Liberalization and Dynamic Price Discovery: Evidence from Chinese Cross-Listed Stocks 0 1 1 60 0 3 3 126
Capital Account Liberalization and Dynamic Price Discovery: Evidence from Chinese Cross-Listed Stocks 0 0 0 51 0 2 4 79
Connecting the Markets? Recent Evidence on China's Capital Account Liberalization 0 0 0 133 1 2 4 195
Inferring Financial Bubbles from Option Data 0 0 3 48 3 4 10 149
Nonparametric Inference of Jump Autocorrelation 0 0 0 38 1 2 3 85
Policy Evaluation with Interactive Fixed Effects 3 4 8 223 6 10 21 421
Specification Tests of Calibrated Option Pricing Models 0 0 0 50 0 2 2 136
The Effect of Risk Sharing on Asset Prices: Natural Experiment from the Chinese Stock Market Liberalization 0 0 0 60 0 1 1 96
The PCDID Approach: Difference-in-Differences when Trends are Potentially Unparallel and Stochastic 2 2 6 86 2 5 22 287
Total Working Papers 5 8 19 771 14 35 78 1,681

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 4 38
Capital account liberalization and dynamic price discovery: evidence from Chinese cross-listed stocks 0 0 0 12 0 1 3 69
Connecting the markets? Recent evidence on China’s capital account liberalization 0 0 0 6 1 1 5 72
Financial wealth, investment, and confidence in a DSGE model for China 0 1 1 16 2 6 13 48
Inferring financial bubbles from option data 0 0 2 11 2 2 9 37
Jointly determining the state dimension and lag order for Markov‐switching vector autoregressive models 0 0 0 7 1 3 4 22
Risk-sharing, market imperfections, asset prices: Evidence from China’s stock market liberalization 1 1 2 28 5 6 10 104
Specification tests of calibrated option pricing models 0 0 1 6 1 1 3 58
The PCDID Approach: Difference-in-Differences When Trends Are Potentially Unparallel and Stochastic 1 1 4 14 1 1 10 60
Total Journal Articles 2 3 11 111 13 22 61 508

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 10 88 2 5 40 602
Total Software Items 0 0 10 88 2 5 40 602

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Statistics updated 2025-12-06