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 2 11 110
Capital Account Liberalization and Dynamic Price Discovery: Evidence from Chinese Cross-Listed Stocks 0 0 0 51 1 4 8 84
Capital Account Liberalization and Dynamic Price Discovery: Evidence from Chinese Cross-Listed Stocks 0 0 1 60 2 3 6 129
Connecting the Markets? Recent Evidence on China's Capital Account Liberalization 0 0 0 133 1 4 10 202
Inferring Financial Bubbles from Option Data 0 0 2 48 1 7 16 157
Nonparametric Inference of Jump Autocorrelation 0 1 2 40 0 2 8 91
Policy Evaluation with Interactive Fixed Effects 0 0 5 223 3 10 23 431
Specification Tests of Calibrated Option Pricing Models 0 0 0 50 1 4 9 143
The Effect of Risk Sharing on Asset Prices: Natural Experiment from the Chinese Stock Market Liberalization 0 0 0 60 0 9 11 106
The PCDID Approach: Difference-in-Differences when Trends are Potentially Unparallel and Stochastic 0 0 5 86 0 5 21 295
Total Working Papers 0 1 16 773 9 50 123 1,748


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 4 6 42
Capital account liberalization and dynamic price discovery: evidence from Chinese cross-listed stocks 0 0 0 12 0 3 5 72
Connecting the markets? Recent evidence on China’s capital account liberalization 0 0 0 6 1 4 11 78
Financial wealth, investment, and confidence in a DSGE model for China 0 0 1 16 1 4 20 58
Inferring financial bubbles from option data 0 1 2 12 1 3 11 43
Jointly determining the state dimension and lag order for Markov‐switching vector autoregressive models 0 0 0 7 1 7 11 30
Risk-sharing, market imperfections, asset prices: Evidence from China’s stock market liberalization 0 0 2 28 1 6 15 110
Specification tests of calibrated option pricing models 0 0 0 6 1 5 7 63
The PCDID Approach: Difference-in-Differences When Trends Are Potentially Unparallel and Stochastic 0 1 2 15 2 9 15 71
Total Journal Articles 0 2 7 113 8 45 101 567


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 2 88 0 5 23 608
Total Software Items 0 0 2 88 0 5 23 608


Statistics updated 2026-04-09