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Simon Kwok
Simon Kwok
School of Economics, The University of Sydney
Verified email at sydney.edu.au - Homepage
Title
Cited by
Cited by
Year
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
662017
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
442015
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
372022
Capital account liberalization and dynamic price discovery: Evidence from Chinese cross-listed stocks
MK Chan, SS Kwok
Applied Economics 48 (6), 517-535, 2016
302016
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
182013
Inferring financial bubbles from option data
RA Jarrow, SS Kwok
Journal of Applied Econometrics 36 (7), 1013-1046, 2021
162021
Connecting the markets? Recent evidence on China’s capital account liberalization
MK Chan, S Kwok
Economic Modelling 70, 417-428, 2018
122018
Policy evaluation with interactive fixed effects
M Chan, S Kwok
Preprint. Available at https://ideas. repec. org/p/syd/wpaper/2016-11. html, 2016
92016
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
92009
Specification tests of calibrated option pricing models
R Jarrow, SSM Kwok
Journal of econometrics 189 (2), 397-414, 2015
82015
Difference-in-Differences When Trends are Uncommon and Stochastic
MK Chan, S Kwok
Available at SSRN 3125890, 2018
62018
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
52021
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
42018
On diagnostic checking of the autoregressive conditional intensity model
SMS Kwok, WK Li
Canadian Journal of Statistics 36 (4), 561-576, 2008
42008
An explosion time characterization of asset price bubbles
RA Jarrow, SS Kwok
International Review of Finance 23 (2), 469-479, 2023
32023
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
32009
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
22023
A Study on Asset Price Bubble Dynamics: Explosive Trend or Quadratic Variation?
RA Jarrow, S Kwok
Available at SSRN 4356169, 2023
22023
Financial wealth, investment, and confidence in a DSGE model for China
T Jin, S Kwok, X Zheng
International Review of Economics & Finance, 2022
22022
The Skew-t Option Pricing Model
C Yeap, STB Choy, SS Kwok
Econometrics for Financial Applications, 309-326, 2018
22018
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