Simon Sai Man Kwok : Citation Profile

University of Sydney

6

H index

4

i10 index

91

Citations

RESEARCH PRODUCTION:

9

Articles

10

Papers

RESEARCH ACTIVITY:

   8 years (2014 - 2022). See details.
   Cites by year: 11
   Journals where Simon Sai Man Kwok has often published
   Relations with other researchers
   Recent citing documents: 29.    Total self citations: 4 (4.21 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pkw22
   Updated: 2026-02-14    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 (7)

Weidner, Martin (3)

Tong, Howell (3)

Chernozhukov, Victor (2)

Pang, Jiaren (2)

Burdekin, Richard (2)

Siklos, Pierre (2)

Andersen, Torben (2)

Zhu, Yinchu (2)

Moon, Hyungsik (2)

Fernandez-Val, Ivan (2)

Cites to:

Magnac, Thierry (11)

Gobillon, Laurent (11)

Bekaert, Geert (7)

Chen, Zhiwu (6)

Cao, Charles (6)

Harvey, Campbell (6)

Pesaran, Mohammad (5)

merton, robert (5)

Chan, Marc (5)

Selod, Harris (5)

Nisticò, Salvatore (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 (2025 and 2024)

YearTitle of citing document
2025Nuclear Norm Regularized Estimation of Panel Regression Models. (2025). Weidner, Martin ; Moon, Hyungsik. In: Papers. RePEc:arx:papers:1810.10987.

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2025A $t$-test for synthetic controls. (2024). Zhu, Yinchu ; Wüthrich, Kaspar ; Chernozhukov, Victor ; Wuthrich, Kaspar. In: Papers. RePEc:arx:papers:1812.10820.

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2024Detecting asset price bubbles using deep learning. (2024). Meyer-Brandis, Thilo ; Gonon, Lukas ; Biagini, Francesca ; Mazzon, Andrea. In: Papers. RePEc:arx:papers:2210.01726.

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2025Synthetic Blip Effects: Generalizing Synthetic Controls for the Dynamic Treatment Regime. (2022). Syrgkanis, Vasilis ; Agarwal, Anish. In: Papers. RePEc:arx:papers:2210.11003.

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2026Forecasted Treatment Effects. (2024). Giacomini, Raffaella ; Weidner, Martin ; Botosaru, Irene. In: Papers. RePEc:arx:papers:2309.05639.

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2024Testing for an Explosive Bubble using High-Frequency Volatility. (2024). Yu, Jun ; Zu, Yang ; Boswijk, Peter H. In: Papers. RePEc:arx:papers:2405.02087.

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2024Testing for an Explosive Bubble using High-Frequency Volatility. (2024). Yu, Jun ; Zu, Yang ; Boswijk, Peter H. In: Working Papers. RePEc:boa:wpaper:202402.

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2025A Democratic Dividend in Trade? Evidence from a Flexible Empirical Implementation. (2025). Eberhardt, Markus ; Larch, Mario ; Desbordes, Rodolphe. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11735.

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2025Martingale defects in the volatility surface and bubble conditions in the underlying. (2025). Blauth, Jrme ; Stahl, Philip. In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). RePEc:dar:wpaper:154110.

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2024Does stock market liberalization promote entrepreneurship?. (2024). Qiu, Yihan ; Li, Xiao-Lin ; Si, Deng-Kui ; Jiang, Chun. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:480-495.

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2024Technological progress, fiscal policy, and economic fluctuations in China: Evidence from the heterogeneous firm DSGE model during the COVID-19 pandemic. (2024). Li, Yuanguang ; Xie, Yamin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:646-662.

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2024Does capital market liberalization increase corporate labor income share? Evidence from China. (2024). Meng, Mingyue ; Si, Deng-Kui ; Zhou, Fuyou ; Wang, Jiaming. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002761.

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2025Inference for large dimensional factor models under general missing data patterns. (2025). Su, Liangjun ; Wang, FA. In: Journal of Econometrics. RePEc:eee:econom:v:250:y:2025:i:c:s0304407625000764.

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2024The value of information in China’s connected market. (2024). Wang, Yuehan ; Chen, Keqi ; Zhu, Xiaoquan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000616.

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2025Unlocking efficiency: How capital market liberalization shapes firm productivity. (2025). Deng, Nan ; Zhou, Lu Jolly ; Li, Chenchen. In: Journal of Empirical Finance. RePEc:eee:empfin:v:82:y:2025:i:c:s0927539825000465.

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2024Green-selecting: Foreign institutional ownership and corporate green practices. (2024). Hu, Xiaoxue ; Wang, Jingni ; Li, Dongxu. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002873.

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2025Asset class liquidity risk indicators. Timing the risk in the European and US equity and bond markets. (2025). Urga, Giovanni ; Varaldo, Alessandro ; Coppola, Anna. In: Journal of Financial Stability. RePEc:eee:finsta:v:76:y:2025:i:c:s1572308924001542.

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2025Stock liquidity and corporate climate performance: evidence from China. (2025). Muchenje, Linda Tinofirei. In: Journal of Financial Stability. RePEc:eee:finsta:v:77:y:2025:i:c:s157230892500018x.

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2024Stock market liberalization and corporate investment revisited: Evidence from China. (2024). Pang, Jiaren ; Li, Zhisheng ; Ni, Xiaoran ; Liu, Chun. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:158:y:2024:i:c:s037842662300239x.

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2024The limits of limitless debt. (2024). Filoso, Valerio ; Capasso, Salvatore ; Osband, Kent. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:79:y:2024:i:c:s0164070423000678.

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2024A matrix unified framework for deriving various impulse responses in Markov switching VAR: Evidence from oil and gas markets. (2024). Cavicchioli, Maddalena. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:29:y:2024:i:c:s1703494923000610.

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2024The belt and road initiative and the over-leverage of securities companies. (2024). Duan, Yuejiao ; Liu, Lanbiao ; Zhang, Jingjia. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x2400091x.

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2025ESG reactions to fintech: The role of cross-border capital flows. (2025). Ren, Yi-Shuai ; Liu, Xukang ; Ma, Chao-Qun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:76:y:2025:i:c:s027553192500090x.

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2024Martingale defects in the volatility surface and bubble conditions in the underlying. (2024). Stahl, Philip ; Blauth, Jerome. In: Review of Derivatives Research. RePEc:kap:revdev:v:27:y:2024:i:1:d:10.1007_s11147-023-09200-x.

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2024Detecting and Forecasting Financial Bubbles in The Indian Stock Market Using Machine Learning Models. (2024). Kayal, Parthajit ; Manian, Mahalakshmi. In: Working Papers. RePEc:mad:wpaper:2024-270.

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2024The Internationalization of China’s Equity Markets. (2024). Schmukler, Sergio ; Martinez Peria, Maria ; Cortina, Juan J ; Xiao, Jasmine. In: IMF Economic Review. RePEc:pal:imfecr:v:72:y:2024:i:2:d:10.1057_s41308-023-00207-w.

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2024Impact of China’s free trade zones on the innovation performance of firms: evidence from a quasi-natural experiment. (2024). Su, Xin ; Wang, Shengwen. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-023-02523-y.

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2024Democracy Doesn’t Always Happen Over Night: Regime Change in Stages and Economic Growth. (2024). Eberhardt, Markus ; Boese-Schlosser, Vanessa. In: EconStor Open Access Articles and Book Chapters. RePEc:zbw:espost:295128.

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2025Democracy in decline: The economic implications of democratic collapse. (2025). Boese-Schlosser, Vanessa ; Eberhardt, Markus. In: Discussion Papers, Research Unit: Transformations of Democracy. RePEc:zbw:wzbtod:316436.

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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]		article2
2018Connecting the markets? Recent evidence on China’s capital account liberalization In: Economic Modelling.
[Full Text][Citation analysis]		article4
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: 4		paper
2015Specification tests of calibrated option pricing models In: Journal of Econometrics.
[Full Text][Citation analysis]		article8
2014Specification Tests of Calibrated Option Pricing Models.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2017Risk-sharing, market imperfections, asset prices: Evidence from China’s stock market liberalization In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article29
2022Financial wealth, investment, and confidence in a DSGE model for China In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article1
2018A Flexible Generalized Hyperbolic Option Pricing Model and Its Special Cases In: 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]		paper6
2020The PCDID Approach: Difference-in-Differences when Trends are Potentially Unparallel and Stochastic In: Working Papers.
[Full Text][Citation analysis]		paper19
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: 19		article
2021Inferring Financial Bubbles from Option Data In: Working Papers.
[Full Text][Citation analysis]		paper10
2021Inferring financial bubbles from option data.(2021) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		article
2021Nonparametric Inference of Jump Autocorrelation In: Working Papers.
[Full Text][Citation analysis]		paper0

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