Simon Sai Man Kwok : Citation Profile

Are you Simon Sai Man Kwok?

University of Sydney

5

H index

3

i10 index

60

Citations

RESEARCH PRODUCTION:

9

Articles

10

Papers

RESEARCH ACTIVITY:

   8 years (2014 - 2022). See details.
   Cites by year: 7
   Journals where Simon Sai Man Kwok has often published
   Relations with other researchers
   Recent citing documents: 19.    Total self citations: 4 (6.25 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pkw22
   Updated: 2024-01-16    RAS profile: 2022-12-06    
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Relations with other researchers

Works with:

Jarrow, Robert (2)

Chan, Marc (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:

Eberhardt, Markus (4)

Weidner, Martin (3)

Fernandez-Val, Ivan (2)

Moon, Hyungsik (2)

Zhu, Yinchu (2)

Wüthrich, Kaspar (2)

Burdekin, Richard (2)

Tong, Howell (2)

Chernozhukov, Victor (2)

Andersen, Torben (2)

Siklos, Pierre (2)

Cites to:

Magnac, Thierry (11)

Gobillon, Laurent (11)

Bekaert, Geert (7)

Cao, Charles (6)

Chen, Zhiwu (6)

Harvey, Campbell (6)

Selod, Harris (5)

Pesaran, Mohammad (5)

Bai, Jushan (5)

merton, robert (5)

Chan, Marc (5)

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 Economics9

Recent works citing Simon Sai Man Kwok (2024 and 2023)

YearTitle of citing document
2023Nuclear Norm Regularized Estimation of Panel Regression Models. (2019). Weidner, Martin ; Moon, Hyungsik Roger. In: Papers. RePEc:arx:papers:1810.10987.

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2023Powering Up a Slow Charging Market: How Do Government Subsidies Affect Charging Station Supply?. (2022). Luo, Zunian. In: Papers. RePEc:arx:papers:2210.14908.

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2023Strategyproof Decision-Making in Panel Data Settings and Beyond. (2022). Wu, Zhiwei Steven ; Podimata, Chara ; Agarwal, Anish ; Harris, Keegan. In: Papers. RePEc:arx:papers:2211.14236.

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2023Difference-in-Differences via Common Correlated Effects. (2023). Westerlund, Joakim ; Butts, Kyle ; Brown, Nicholas. In: Papers. RePEc:arx:papers:2301.11358.

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2023Option pricing using a skew random walk pricing tree. (2023). Fabozzi, Frank J ; Rachev, Svetlozar T ; Lindquist, Brent W ; Hu, Yuan. In: Papers. RePEc:arx:papers:2303.17014.

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2023Forecasted Treatment Effects. (2023). Weidner, Martin ; Giacomini, Raffaella ; Botosaru, Irene. In: Papers. RePEc:arx:papers:2309.05639.

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2023An explosion time characterization of asset price bubbles. (2023). Jarrow, Robert ; Kwok, Simon S. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:469-479.

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2023Risk linkages between Chinas stock market and APEC stock markets under Chinas market liberalization. (2023). Lu, Tongyu ; Li, Jianfeng ; Yao, Xiaoyang ; Sun, Guanglin. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007620.

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2023Financial market opening and corporate tax avoidance: Evidence from staggered quasi-natural experiments. (2023). Ni, Xiaoran ; Li, Xiao ; Huang, Jianqiao ; Chen, Yunsen. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001435.

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2023Capital market liberalization and opportunistic insider sales: Evidence from China. (2023). Dai, Yunhao ; Wang, LI ; Liu, Xiaojun. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s104244312200169x.

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2023Cross-border equity flows and information transmission: Evidence from Chinese stock markets. (2023). Shi, Donghui ; Han, Bing ; Chan, Kalok ; Bian, Jiangze. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443123000239.

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2023Efficient Quasi-Bayesian Estimation of Affine Option Pricing Models Using Risk-Neutral Cumulants. (2023). Lutkebohmert, Eva ; Gonzato, Luca ; Brignone, Riccardo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622003259.

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2023Home country environment and the downside risk implications of multinationality: Empirical evidence from Chinese SMEs. (2023). Zhou, Chao. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:69:y:2023:i:c:s1042444x23000294.

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2023What impacts foreign capital flows to Chinas stock markets? Evidence from financial risk spillover networks. (2023). Li, Songsong ; Xu, Hao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:559-577.

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2023Mapping the Themes Underlying the Literature on Cross-Listing of Shares—A Contemporary Corporate Strategy of Sustainable Growth. (2023). Rafique, Amir ; Haseeb, Abdul ; Ahmad, Muhammad Munir ; Hayat, Mustansar ; Quddoos, Muhammad Umer ; Lei, Qiuyuan. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:12:p:9316-:d:1167179.

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2023How does democracy cause growth?. (2023). Eberhardt, Markus ; Boese-Schlosser, Vanessa. In: Discussion Papers. RePEc:not:notnic:2023-13.

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2023The impact of capitalist profit-seeking behavior by online food delivery platforms on food safety risks and government regulation strategies. (2023). Wu, Linhai ; Dai, Xiaoting. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-01618-w.

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2023.

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Works by Simon Sai Man Kwok:

YearTitleTypeCited
2021Jointly determining the state dimension and lag order for Markov?switching vector autoregressive models In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article0
2018Connecting the markets? Recent evidence on China’s capital account liberalization In: Economic Modelling.
[Full Text][Citation analysis]		article2
2014Connecting the Markets? Recent Evidence on Chinas Capital Account Liberalization.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2015Specification tests of calibrated option pricing models In: Journal of Econometrics.
[Full Text][Citation analysis]		article7
2014Specification Tests of Calibrated Option Pricing Models.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2017Risk-sharing, market imperfections, asset prices: Evidence from China’s stock market liberalization In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article18
2022Financial wealth, investment, and confidence in a DSGE model for China In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article0
2018A Flexible Generalized Hyperbolic Option Pricing Model and Its Special Cases In: The Journal of Financial Econometrics.
[Full Text][Citation analysis]		article2
2016A Flexible Generalised Hyperbolic Option Pricing Model and its Special Cases.(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2014Capital Account Liberalization and Dynamic Price Discovery: Evidence from Chinese Cross-Listed Stocks In: Working Papers.
[Full Text][Citation analysis]		paper10
2016Capital account liberalization and dynamic price discovery: evidence from Chinese cross-listed stocks.(2016) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		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 nother version. Agregated cites: 10		paper
2015The Effect of Risk Sharing on Asset Prices: Natural Experiment from the Chinese Stock Market Liberalization In: Working Papers.
[Full Text][Citation analysis]		paper0
2016Policy Evaluation with Interactive Fixed Effects In: Working Papers.
[Full Text][Citation analysis]		paper5
2020The PCDID Approach: Difference-in-Differences when Trends are Potentially Unparallel and Stochastic In: Working Papers.
[Full Text][Citation analysis]		paper13
2022The PCDID Approach: Difference-in-Differences When Trends Are Potentially Unparallel and Stochastic.(2022) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		article
2021Inferring Financial Bubbles from Option Data In: Working Papers.
[Full Text][Citation analysis]		paper3
2021Inferring financial bubbles from option data.(2021) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2021Nonparametric Inference of Jump Autocorrelation In: Working Papers.
[Full Text][Citation analysis]		paper0

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