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Simon Sai Man Kwok

This is information that was supplied by Simon Sai Man Kwok in registering through RePEc. If you are Simon Sai Man Kwok , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Simon Sai Man
Middle Name:
Last Name:Kwok
RePEc Short-ID:pkw22
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  1. Yeap, Claudia & Kwok, Simon S. & Choy, S. T. Boris, 2016. "A Flexible Generalised Hyperbolic Option Pricing Model and its Special Cases," Working Papers 2016-14, University of Sydney, School of Economics.
  2. Chan, Mark K. & Kwok, Simon, 2016. "Policy Evaluation with Interactive Fixed Effects," Working Papers 2016-11, University of Sydney, School of Economics.
  3. Chan, Marc K & Kwok, Simon, 2015. "The Effect of Risk Sharing on Asset Prices: Natural Experiment from the Chinese Stock Market Liberalization," Working Papers 2015-19, University of Sydney, School of Economics.
  4. Chan, Mark K. & Kwok, Simon, 2014. "Connecting the Markets? Recent Evidence on China's Capital Account Liberalization," Working Papers 2014-11, University of Sydney, School of Economics.
  5. Marc K Chan & Simon Kwok, 2014. "Capital Account Liberalization and Dynamic Price Discovery: Evidence from Chinese Cross-Listed Stocks," Working Paper Series 24, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
  6. Jarrow, Robert & Kwok, Simon, 2013. "Specification Tests of Calibrated Option Pricing Models," Working Papers 2013-08, University of Sydney, School of Economics, revised Dec 2014.
  1. Marc K. Chan & Simon S. Kwok, 2016. "Capital account liberalization and dynamic price discovery: evidence from Chinese cross-listed stocks," Applied Economics, Taylor & Francis Journals, vol. 48(6), pages 517-535, February.
  2. Jarrow, Robert & Kwok, Simon Sai Man, 2015. "Specification tests of calibrated option pricing models," Journal of Econometrics, Elsevier, vol. 189(2), pages 397-414.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 7 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-TRA: Transition Economics (4) 2014-09-29 2014-10-03 2014-10-13 2015-10-10. Author is listed
  2. NEP-CNA: China (3) 2014-10-03 2014-10-13 2015-10-10. Author is listed
  3. NEP-ECM: Econometrics (2) 2013-07-15 2016-07-16. Author is listed
  4. NEP-GER: German Papers (2) 2014-09-29 2016-07-16. Author is listed
  5. NEP-CFN: Corporate Finance (1) 2014-09-29
  6. NEP-FMK: Financial Markets (1) 2015-10-10
  7. NEP-OPM: Open Economy Macroeconomics (1) 2014-10-13

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