Simon Sai Man Kwok : Citation Profile


Are you Simon Sai Man Kwok?

University of Sydney

3

H index

0

i10 index

16

Citations

RESEARCH PRODUCTION:

5

Articles

9

Papers

RESEARCH ACTIVITY:

   6 years (2014 - 2020). See details.
   Cites by year: 2
   Journals where Simon Sai Man Kwok has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 4 (20 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pkw22
   Updated: 2020-08-01    RAS profile: 2020-05-10    
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Relations with other researchers


Works with:

Chan, Marc (9)

Jarrow, Robert (3)

Choy, S.T. Boris (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Simon Sai Man Kwok.

Is cited by:

Tong, Howell (3)

McAleer, Michael (3)

Moon, Hyungsik (2)

Chernozhukov, Victor (2)

Siklos, Pierre (2)

Andersen, Torben (2)

Burdekin, Richard (2)

Weidner, Martin (2)

Pearce, Joshua (1)

Fabozzi, Frank (1)

Wüthrich, Kaspar (1)

Cites to:

Cao, Charles (6)

Chen, Zhiwu (6)

Bekaert, Geert (5)

merton, robert (5)

Chan, Marc (5)

Harvey, Campbell (4)

Pesaran, M (4)

Bai, Jushan (4)

Henry, Peter (4)

Weiss, Andrew (3)

Gobillon, Laurent (3)

Main data


Where Simon Sai Man Kwok has published?


Working Papers Series with more than one paper published# docs
Working Papers / University of Sydney, School of Economics8

Recent works citing Simon Sai Man Kwok (2020 and 2019)


YearTitle of citing document
2018Short-Term Market Risks Implied by Weekly Options. (2018). Andersen, Torben ; Todorov, Viktor ; Fusari, Nicola. In: CREATES Research Papers. RePEc:aah:create:2018-08.

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2019Nuclear Norm Regularized Estimation of Panel Regression Models. (2019). Weidner, Martin ; Moon, Hyungsik Roger. In: Papers. RePEc:arx:papers:1810.10987.

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2020Practical and robust $t$-test based inference for synthetic control and related methods. (2019). Wüthrich, Kaspar ; Chernozhukov, Victor ; Wuthrich, Kaspar. In: Papers. RePEc:arx:papers:1812.10820.

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2017An improved least squares Monte Carlo valuation method based on heteroscedasticity. (2017). Fabozzi, Frank J ; Tunaru, Radu ; Paletta, Tommaso . In: European Journal of Operational Research. RePEc:eee:ejores:v:263:y:2017:i:2:p:698-706.

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2020Market in Financial Instruments Directive (MiFID), stock price informativeness and liquidity. (2020). Poshakwale, Sunil ; Agarwal, Vineet ; Aghanya, Daniel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:113:y:2020:i:c:s0378426619303036.

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2018Quantifying the impact of the November 2014 Shanghai-Hong Kong Stock Connect. (2018). Siklos, Pierre. In: International Review of Economics & Finance. RePEc:eee:reveco:v:57:y:2018:i:c:p:156-163.

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2017Policy Impact on the Chinese Stock Market: From the 1994 Bailout Policies to the 2015 Shanghai-Hong Kong Stock Connect. (2017). Wang, Yang-Chao ; Li, Qiaoqiao ; Tsai, Jui-Jung . In: International Journal of Financial Studies. RePEc:gam:jijfss:v:5:y:2017:i:1:p:4-:d:88073.

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2019Nuclear norm regularized estimation of panel regression models. (2019). Weidner, Martin ; Moon, Hyungsik Roger. In: CeMMAP working papers. RePEc:ifs:cemmap:14/19.

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2019Inference on average treatment effects in aggregate panel data settings. (2019). Chernozhukov, Victor ; Wuthrich, Kaspar. In: CeMMAP working papers. RePEc:ifs:cemmap:32/19.

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2018Forecasting risk using auto regressive integrated moving average approach: an evidence from S&P BSE Sensex. (2018). Challa, Madhavi Latha ; Rao, Siva Nageswara ; Malepati, Venkataramanaiah. In: Financial Innovation. RePEc:spr:fininn:v:4:y:2018:i:1:d:10.1186_s40854-018-0107-z.

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2018Quantifying the Impact of the November 2014 Shanghai-Hong Kong Stock Connect. (2018). Siklos, Pierre ; Burdekin, Richard ; Richard, Pierre Siklos. In: LCERPA Working Papers. RePEc:wlu:lcerpa:0110.

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Works by Simon Sai Man Kwok:


YearTitleTypeCited
2018Connecting the markets? Recent evidence on China’s capital account liberalization In: Economic Modelling.
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2014Connecting the Markets? Recent Evidence on Chinas Capital Account Liberalization.(2014) In: Working Papers.
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paper
2015Specification tests of calibrated option pricing models In: Journal of Econometrics.
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2014Specification Tests of Calibrated Option Pricing Models.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 7
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2017Risk-sharing, market imperfections, asset prices: Evidence from China’s stock market liberalization In: Journal of Banking & Finance.
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article2
2018A Flexible Generalized Hyperbolic Option Pricing Model and Its Special Cases In: Journal of Financial Econometrics.
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2016A Flexible Generalised Hyperbolic Option Pricing Model and its Special Cases.(2016) In: Working Papers.
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This paper has another version. Agregated cites: 0
paper
2014Capital Account Liberalization and Dynamic Price Discovery: Evidence from Chinese Cross-Listed Stocks In: Working Papers.
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2016Capital account liberalization and dynamic price discovery: evidence from Chinese cross-listed stocks.(2016) In: Applied Economics.
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This paper has another version. Agregated cites: 3
article
2014Capital Account Liberalization and Dynamic Price Discovery: Evidence from Chinese Cross-Listed Stocks.(2014) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2015The Effect of Risk Sharing on Asset Prices: Natural Experiment from the Chinese Stock Market Liberalization In: Working Papers.
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2016Policy Evaluation with Interactive Fixed Effects In: Working Papers.
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paper4
2020The PCDID Approach: Difference-in-Differences when Trends are Potentially Unparallel and Stochastic In: Working Papers.
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2020Inferring Financial Bubbles from Option Data In: Working Papers.
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