Publications:
- Kwok, J. K. H. (2020). Does switching trading venues create value? Evidence from Hong Kong. Journal of Asian Business and Economic Studies, 27(2), 209–222. https://doi.org/10.1108/jabes-09-2019-0080
- Kwok, J. K. H. (2020). On prices and premiums of Bitcoin Investment Trust. Applied Economics Letters, 27(16), 1323–1326. https://doi.org/10.1080/13504851.2019.1678726
- Kwok, J. K. H. (2015). Price volatility, information and noise trading: Evidence from Chinese stock markets. Journal of Applied Finance & Banking, 5(4), 151-162.
- Kwok, J. K. H. (2014). Cross-listing, volatility and liquidity: Evidence from a perfectly segmented market. Journal of Applied Finance & Banking, 4(4), 85-106.
- Chan, K., and Kwok, J.K.H. (2005), “Market Segmentation and Share Price Premium: Evidence from Chinese Stock Markets,” Journal of Emerging Market Finance 4(1), 43-61.
- Tang, G.Y.N., and Kwok J.K.H. (1997), “Day of the Week Effect in International Portfolio Diversification: January vs non-January,” Japan and the World Economy 9 (3), 335-352.
- Kwok, J.K.H. (1996), “Empirical Investigation on the Efficiency of the Hong Kong Traded Warrants Market,” Advances in Pacific Basin Business, Economic and Finance 2, 93-107.
- Tang, G.Y.N., and J.K.H. Kwok (1996), “Seasonality in International Portfolio Diversification,” Advances in Pacific Basin Business, Economic and Finance 2, 43-51.
Conference Papers:
- Kwok, J.K.H. (2019), “Trading Venues, Valuation, and Stock Liquidity: New Evidence from Hong Kong,” The 2019 International Conference on Industry, Business and Social Sciences.
- Kwok, J.K.H. (2017), “Valuation and Liquidity Effects of Exchange Switching: Evidence from Hong Kong Growth Enterprise Market (GEM),” The 2017 World Finance & Banking Symposium.
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