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.
- Kwok, J.K.H. (2020), “On Prices and Premiums of Bitcoin Investment Trust,” Applied Economics Letters 27 (16), 1323-1326.
- Kwok, J.K.H. (2015), “Price Volatility, Information and Noise Trading: Evidence from Chinese Stock Markets,” Journal of Applied Finance and 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 and Banking 4(4), 85-106.
- Chan, K., and J.K.H. Kwok (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 J.K.H. Kwok (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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