Risk-sharing, market imperfections, asset prices: Evidence from China’s stock market liberalization MK Chan, S Kwok Journal of Banking & Finance 84, 166-187, 2017 | 66 | 2017 |
The association of trends in charcoal-burning suicide with Google search and newspaper reporting in Taiwan: a time series analysis SS Chang, SSM Kwok, Q Cheng, PSF Yip, YY Chen Social psychiatry and psychiatric epidemiology 50, 1451-1461, 2015 | 44 | 2015 |
The PCDID approach: difference-in-differences when trends are potentially unparallel and stochastic MK Chan, SS Kwok Journal of Business & Economic Statistics 40 (3), 1216-1233, 2022 | 37 | 2022 |
Capital account liberalization and dynamic price discovery: Evidence from Chinese cross-listed stocks MK Chan, SS Kwok Applied Economics 48 (6), 517-535, 2016 | 30 | 2016 |
A study on the mutual causation of suicide reporting and suicide incidences PSF Yip, SSM Kwok, F Chen, X Xu, YY Chen Journal of affective disorders 148 (1), 98-103, 2013 | 18 | 2013 |
Inferring financial bubbles from option data RA Jarrow, SS Kwok Journal of Applied Econometrics 36 (7), 1013-1046, 2021 | 16 | 2021 |
Connecting the markets? Recent evidence on China’s capital account liberalization MK Chan, S Kwok Economic Modelling 70, 417-428, 2018 | 12 | 2018 |
Policy evaluation with interactive fixed effects M Chan, S Kwok Preprint. Available at https://ideas. repec. org/p/syd/wpaper/2016-11. html, 2016 | 9 | 2016 |
The autoregressive conditional marked duration model: Statistical inference to market microstructure SSM Kwok, WK Li, PLH Yu Journal of Data Science 7 (2), 189-201, 2009 | 9 | 2009 |
Specification tests of calibrated option pricing models R Jarrow, SSM Kwok Journal of econometrics 189 (2), 397-414, 2015 | 8 | 2015 |
Difference-in-Differences When Trends are Uncommon and Stochastic MK Chan, S Kwok Available at SSRN 3125890, 2018 | 6 | 2018 |
Jointly determining the state dimension and lag order for Markov‐switching vector autoregressive models N Li, SS Kwok Journal of Time Series Analysis 42 (4), 471-491, 2021 | 5 | 2021 |
A flexible generalized hyperbolic option pricing model and its special cases C Yeap, SS Kwok, STB Choy Journal of Financial Econometrics 16 (3), 425-460, 2018 | 4 | 2018 |
On diagnostic checking of the autoregressive conditional intensity model SMS Kwok, WK Li Canadian Journal of Statistics 36 (4), 561-576, 2008 | 4 | 2008 |
An explosion time characterization of asset price bubbles RA Jarrow, SS Kwok International Review of Finance 23 (2), 469-479, 2023 | 3 | 2023 |
A note on diagnostic checking of the double autoregressive model SSM Kwok, WK Li Journal of Statistical Computation and Simulation 79 (5), 705-715, 2009 | 3 | 2009 |
Entrepreneurial risk shocks and financial acceleration asymmetry in a two-country DSGE model CYL Hsiao, T Jin, S Kwok, X Wang, X Zheng China Economic Review 81, 102006, 2023 | 2 | 2023 |
A Study on Asset Price Bubble Dynamics: Explosive Trend or Quadratic Variation? RA Jarrow, S Kwok Available at SSRN 4356169, 2023 | 2 | 2023 |
Financial wealth, investment, and confidence in a DSGE model for China T Jin, S Kwok, X Zheng International Review of Economics & Finance, 2022 | 2 | 2022 |
The Skew-t Option Pricing Model C Yeap, STB Choy, SS Kwok Econometrics for Financial Applications, 309-326, 2018 | 2 | 2018 |