Kingsley Fong

Program Director, Master of Financial Planning
Associate Professor

Associate Professor Kingsley Fong is the Program Director of the Master of Financial Planning.  He publishes in and review articles for leading international finance journals. Kingsley has been acharter holder of the CFA Institute since 2001 and is also an academic member of the FinancialPlanning Association. He is an appointed academic representative of the Financial PlanningEducation Council which sets an 8-course financial planning university education programstandard in Australia.

 

Research Interests

  • Market microstructure
  • Household finance
  • Investment
  • Sustainable finance

Refereeing for

  • Journal of Finance
  • Review of Financial Studies
  • Journal of Financial and Quantitative Analysis
  • Review of Finance
  • Management Science
  • Journal of Banking and Finance
  • International Review of Finance
  • Australian Journal of Management
  • Australian Research Council
Member of CFA Institute

 

Journal articles
add
Le AT; Le TH; Liu WM; Fong KY, 2021, 'Dynamic limit order placement strategies: survival analysis with a multiple-spell duration model', Annals of Operations Research, vol. 297, pp. 241 - 275, http://dx.doi.org/10.1007/s10479-019-03384-y
2021
Boehmer E; Fong K; Wu J, 2020, 'Algorithmic Trading and Market Quality: International Evidence', Journal of Financial and Quantitative Analysis, http://dx.doi.org/10.1017/S0022109020000782
2020
Le AT; Le TH; Liu WM; Fong KY, 2020, 'Multiple duration analyses of dynamic limit order placement strategies and aggressiveness in a low-latency market environment', International Review of Financial Analysis, vol. 72, http://dx.doi.org/10.1016/j.irfa.2020.101575
2020
Fong K; Krug JD; Leung H; Westerholm JP, 2020, 'Determinants of household broker choices and their impacts on performance', Journal of Banking and Finance, vol. 112, http://dx.doi.org/10.1016/j.jbankfin.2019.06.005
2020
Cahill D; Fong K; Wee M; Yang JW, 2020, 'The role of implied volatility in liquidity provision', Australian Journal of Management, vol. 45, pp. 45 - 71, http://dx.doi.org/10.1177/0312896219833423
2020
Ainsworth AB; Fong KYL; Gallagher DR; Partington G, 2018, 'Taxes, order imbalance and abnormal returns around the ex-dividend day', International Review of Finance, vol. 18, pp. 379 - 409, http://dx.doi.org/10.1111/irfi.12155
2018
Fong KYL; Holden CW; Trzcinka CA, 2017, 'What are the best liquidity proxies for global research?', Review of Finance, vol. 21, pp. 1355 - 1401, http://dx.doi.org/10.1093/rof/rfx003
2017
Fong KYL; Foster FD; Gallagher DR; Lee AD, 2016, 'How has the Relevance of Institutional Brokerage Changed?', International Review of Finance, vol. 16, pp. 499 - 524, http://dx.doi.org/10.1111/irfi.12092
2016
Ainsworth A; Fong KYL; Gallagher DR; Partington G, 2016, 'Institutional trading around the ex-dividend day', Australian Journal of Management, vol. 41, pp. 299 - 323, http://dx.doi.org/10.1177/0312896214539967
2016
Fong KYL; Gallagher DR; Lee AD, 2014, 'Individual investors and broker types', Journal of Financial and Quantitative Analysis, vol. 49, pp. 431 - 451, http://dx.doi.org/10.1017/S0022109014000349
2014
Fong KYL, 2010, 'Limit Order Revisions', Journal of Banking and Finance, vol. 34, pp. 1873 - 1885, http://dx.doi.org/10.1016/j.jbankfin.2009.12.010
2010
Fong KY; Gallagher DR; Lau S; Swan PL, 2009, 'Do active fund managers care about capital gains tax efficiency?', Pacific Basin Finance Journal, vol. 17, pp. 257 - 270, http://dx.doi.org/10.1016/j.pacfin.2008.04.002
2009
Fong KY; Gallagher DR; Lee AD, 2009, 'The Value of Alpha Forecasts in Portfolio Construction', Australian Journal of Management, vol. 34, pp. 97 - 121, http://dx.doi.org/10.1177/031289620903400106
2009
Ainsworth AB; Fong KY; Gallagher DR, 2008, 'Style drift and portfolio management for active Australian equity funds', Australian Journal of Management, vol. 32, pp. 387 - 418, http://dx.doi.org/10.1177/031289620803200302
2008
Fong KY; Gallagher DR; Lee AD, 2008, 'The state of origin of Australian equity: Does active fund manager location matter?', Australian Journal of Management, vol. 32, pp. 503 - 523, http://dx.doi.org/10.1177/031289620803200307
2008
Fong KY; Gallagher DR; Lee AD, 2008, 'Benchmarking benchmarks: measuring characteristic selectivity using portfolio holdings data', Accounting and Finance, vol. 48, pp. 761 - 781, http://dx.doi.org/10.1111/j.1467-629X.2008.00263.x
2008
Fong KY; Gallagher DR; Lee AD, 2007, 'Where Do Australian Active Equity Managers Outperform?', JASSA - Journal of the Securities Institute of Australia, vol. 4, pp. 5 - 10
2007
Fong KY; Gallagher DR; Ng A, 2006, 'The use of derivatives by investment managers and implications for portfolio performance and risk', International Review of Finance, vol. 5, pp. 1 - 29, http://dx.doi.org/10.1111/j.1468-2443.2006.00049.x
2006
Henker T; Colwell DB; Fong KY; Ho J, 2003, 'Real Options Valuation of Australian Gold Mines and Mining Companies', The Journal of Alternative Investments, vol. 6, pp. 23 - 38
2003
Fong KY; Zurbruegg R, 2003, 'How much do locals contribute to the price discovery process?', Journal of Empirical Finance, vol. 10, pp. 305 - 320, http://dx.doi.org/10.1016/S0927-5398(02)00053-1
2003
Fong KY; Martens M, 2002, 'Overnight futures trading: now even Australia and US have common trading hours', Journal of International Financial Markets Institutions and Money, vol. 12, pp. 167 - 182, http://dx.doi.org/10.1016/S1042-4431(01)00056-7
2002
Fong KY; Frino A, 2001, 'Stock market closure and intraday stock index futures market volatility: `contagin` bid-ask bias or both?', Pacific Basin Finance Journal, vol. 9, pp. 219 - 232, http://dx.doi.org/10.1016/S0927-538X(01)00007-5
2001
Book Chapters
add
Fong KY; Zurbrugg R, 2000, 'Pacific rim futures markets and their intertemporal relationships', in Advances in Pacific Basin Financial Markets (2000), edn. Original, JAI Press Inc, Stamford Connecticut, pp. 197 - 220
2000

Market Microstructure; Investment Strategies; Fund Management

  • FINS3616 International Business Finance
  • FINS3626 International Corporate Governance
  • FINS5510 Personal Financial Planning and Management
  • FINS5541 Advanced Investment and Advanced Funds Management
  • MFIN6213 Research Project

UNSW News