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 2 4 11 110
Capital Account Liberalization and Dynamic Price Discovery: Evidence from Chinese Cross-Listed Stocks 0 0 0 51 3 4 7 83
Capital Account Liberalization and Dynamic Price Discovery: Evidence from Chinese Cross-Listed Stocks 0 0 1 60 1 1 4 127
Connecting the Markets? Recent Evidence on China's Capital Account Liberalization 0 0 0 133 3 7 10 201
Inferring Financial Bubbles from Option Data 0 0 3 48 4 8 14 154
Nonparametric Inference of Jump Autocorrelation 1 2 2 40 2 7 8 91
Policy Evaluation with Interactive Fixed Effects 0 3 6 223 2 8 18 423
Specification Tests of Calibrated Option Pricing Models 0 0 0 50 2 5 7 141
The Effect of Risk Sharing on Asset Prices: Natural Experiment from the Chinese Stock Market Liberalization 0 0 0 60 5 6 7 102
The PCDID Approach: Difference-in-Differences when Trends are Potentially Unparallel and Stochastic 0 2 6 86 4 9 23 294
Total Working Papers 1 7 19 773 28 59 109 1,726


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 2 2 5 40
Capital account liberalization and dynamic price discovery: evidence from Chinese cross-listed stocks 0 0 0 12 3 3 5 72
Connecting the markets? Recent evidence on China’s capital account liberalization 0 0 0 6 3 6 10 77
Financial wealth, investment, and confidence in a DSGE model for China 0 0 1 16 2 10 21 56
Inferring financial bubbles from option data 0 0 2 11 1 6 11 41
Jointly determining the state dimension and lag order for Markov‐switching vector autoregressive models 0 0 0 7 5 7 10 28
Risk-sharing, market imperfections, asset prices: Evidence from China’s stock market liberalization 0 1 2 28 3 8 13 107
Specification tests of calibrated option pricing models 0 0 0 6 3 4 5 61
The PCDID Approach: Difference-in-Differences When Trends Are Potentially Unparallel and Stochastic 1 2 4 15 6 9 15 68
Total Journal Articles 1 3 9 112 28 55 95 550


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 5 88 4 7 31 607
Total Software Items 0 0 5 88 4 7 31 607


Statistics updated 2026-02-12