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 0 1 14 117
Capital Account Liberalization and Dynamic Price Discovery: Evidence from Chinese Cross-Listed Stocks 0 0 0 51 0 0 10 87
Capital Account Liberalization and Dynamic Price Discovery: Evidence from Chinese Cross-Listed Stocks 0 0 1 60 0 0 9 132
Connecting the Markets? Recent Evidence on China's Capital Account Liberalization 0 0 0 133 0 0 12 205
Inferring Financial Bubbles from Option Data 1 1 1 49 2 9 25 170
Nonparametric Inference of Jump Autocorrelation 0 0 2 40 0 0 9 92
Policy Evaluation with Interactive Fixed Effects 1 2 6 225 1 2 22 433
Specification Tests of Calibrated Option Pricing Models 0 0 0 50 0 0 11 145
The Effect of Risk Sharing on Asset Prices: Natural Experiment from the Chinese Stock Market Liberalization 0 0 0 60 0 0 13 108
The PCDID Approach: Difference-in-Differences when Trends are Potentially Unparallel and Stochastic 0 1 3 87 1 4 20 302
Total Working Papers 2 4 14 777 4 16 145 1,791


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 0 1 8 45
Capital account liberalization and dynamic price discovery: evidence from Chinese cross-listed stocks 0 0 0 12 0 2 12 80
Connecting the markets? Recent evidence on China’s capital account liberalization 0 0 0 6 0 0 10 81
Financial wealth, investment, and confidence in a DSGE model for China 0 0 1 16 1 2 19 61
Inferring financial bubbles from option data 0 0 1 12 3 5 16 51
Jointly determining the state dimension and lag order for Markov‐switching vector autoregressive models 0 0 0 7 1 2 14 33
Risk-sharing, market imperfections, asset prices: Evidence from China’s stock market liberalization 0 0 2 29 0 1 16 114
Specification tests of calibrated option pricing models 0 0 0 6 0 1 7 64
The PCDID Approach: Difference-in-Differences When Trends Are Potentially Unparallel and Stochastic 0 0 3 16 2 2 19 78
Total Journal Articles 0 0 7 115 7 16 121 607


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 1 1 89 1 1 14 611
Total Software Items 1 1 1 89 1 1 14 611


Statistics updated 2026-09-10