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~type_genre:"Aufsatz in Zeitschrift"
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China
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Börsenkurs
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1999-2003
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Aufsatz in Zeitschrift
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Kwok, Simon Sai Man
12
Kwok, Simon
8
Uncles, Mark D.
6
Chan, Marc K.
4
Jarrow, Robert A.
4
Armstrong, Jon Scott
2
Evanschitzky, Heiner
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Jin, Tao
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Zheng, Xin
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Choy, S. T. Boris
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Hsiao, Cody Yu-Ling
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Leong, Minhao
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Nenycz-Thiel, Magda
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Journal of business research : JBR
4
Journal of empirical finance
2
Applied economics
1
China economic review : an international journal
1
Economic modelling
1
International review of economics & finance : IREF
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of advertising research
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Journal of banking & finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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The international review of retail, distribution and consumer research
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ECONIS (ZBW)
20
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20
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1
A study on asset price bubble dynamics : explosive trend or quadratic variation?
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 613-626
Persistent link: https://www.econbiz.de/10014552111
Saved in:
2
A consistent and robust test for autocorrelated jump occurrences
Kwok, Simon Sai Man
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 157-186
Persistent link: https://www.econbiz.de/10014526309
Saved in:
3
An explosion time characterization of asset price bubbles
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 469-479
Persistent link: https://www.econbiz.de/10014326312
Saved in:
4
Entrepreneurial risk shocks and financial acceleration asymmetry in a two-country DSGE model
Hsiao, Cody Yu-Ling
;
Jin, Tao
;
Kwok, Simon Sai Man
;
Wang, Xi
- In:
China economic review : an international journal
81
(
2023
),
pp. 1-45
Persistent link: https://www.econbiz.de/10014473324
Saved in:
5
The pricing of jump and diffusive risks in the cross-section of cryptocurrency returns
Leong, Minhao
;
Kwok, Simon Sai Man
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477057
Saved in:
6
Futures contract collateralization and its implications
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014477096
Saved in:
7
The PCDID approach : difference-in-differences when trends are potentially unparallel and stochastic
Chan, Marc K.
;
Kwok, Simon Sai Man
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1216-1233
Persistent link: https://www.econbiz.de/10013539493
Saved in:
8
A flexible generalized hyperbolic option pricing model and its special cases
Yeap, Claudia
;
Kwok, Simon Sai Man
;
Choy, S. T. Boris
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 425-460
Persistent link: https://www.econbiz.de/10011987791
Saved in:
9
Connecting the markets? : recent evidence on China’s capital account liberalization
Chan, Marc K.
;
Kwok, Simon Sai Man
- In:
Economic modelling
70
(
2018
),
pp. 417-428
Persistent link: https://www.econbiz.de/10012027960
Saved in:
10
Risk-sharing, market imperfections, asset prices : evidence from China's stock market liberalization
Chan, Marc K.
;
Kwok, Simon Sai Man
- In:
Journal of banking & finance
84
(
2017
),
pp. 166-187
Persistent link: https://www.econbiz.de/10011816843
Saved in:
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