Rate My Professor Simon Kwok

Kwok has published extensively in top-tier journals, contributing to advancements in financial econometrics and economic methodology. Key publications include 'Inferring Financial Bubbles from Option Data' (Journal of Applied Econometrics, 2021, with Robert A. Jarrow), which proposes real-time bubble detection methods; 'A Flexible Generalised Hyperbolic Option Pricing Model and its Special Cases' (Journal of Financial Econometrics, 2018, with Claudia Yeap and S. T. Boris Choy); 'Specification Tests of Calibrated Option Pricing Models' (Journal of Econometrics, 2015, with Robert A. Jarrow); 'The PCDID Approach: Difference-in-Differences when Trends are Potentially Unparallel and Stochastic' (Journal of Business & Economic Statistics, 2022, with Mark K. Chan); 'Nonparametric Inference of Jump Autocorrelation' (2021); 'Capital Account Liberalization and Dynamic Price Discovery: Evidence from Chinese Cross-Listed Stocks' (Applied Economics, 2016, with Marc K. Chan); and 'Connecting the Markets? Recent Evidence on China's Capital Account Liberalization' (Economic Modelling, 2018, with Mark K. Chan). His research on stock market bubbles and cryptocurrency risk-reward dynamics has been highlighted in University of Sydney news releases, demonstrating practical applications for traders and policymakers. Kwok is also involved in the University of Sydney Nano Institute and teaches econometrics courses such as ECMT1010.