Dr Kingsley Fong

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

Fong K; Hong H; Kacperczyk M; Kubik JD, 2022, 'Do Security Analysts Discipline Credit Rating Agencies?', The Review of Corporate Finance Studies, vol. 11, pp. 815 - 848, http://dx.doi.org/10.1093/rcfs/cfac021

Boehmer E; Fong K; Wu JJ, 2021, 'Algorithmic Trading and Market Quality: International Evidence', Journal of Financial and Quantitative Analysis, vol. 56, pp. 2659 - 2688, http://dx.doi.org/10.1017/S0022109020000782

Le AT; Le TH; Liu WM; Fong KY, 2021, 'Dynamic limit order placement activities and their effects on stock market quality', Annals of Operations Research, http://dx.doi.org/10.1007/s10479-021-04282-y

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Ainsworth AB; Fong KYL; Gallagher DR, Style Drift and Portfolio Management for Active Australian Equity Funds, http://dx.doi.org/10.2139/ssrn.1004670

Ainsworth AB; Fong KYL; Gallagher DR; Partington G, An Empirical Examination of Institutional Trading Around the Ex-Dividend Day in Australia, http://dx.doi.org/10.2139/ssrn.1102042

Ainsworth AB; Fong KYL; Gallagher DR; Partington G, Institutional Trading Around the Ex-Dividend Day, http://dx.doi.org/10.2139/ssrn.1253282

Ainsworth AB; Fong KYL; Gallagher DR; Partington G, Taxes, Price Pressure and Order Imbalance around the Ex-Dividend Day, http://dx.doi.org/10.2139/ssrn.1314087

Boehmer E; Fong KYL; Wu JJ, Algorithmic Trading and Changes in Firmss Equity Capital, http://dx.doi.org/10.2139/ssrn.2348730

Boehmer E; Fong KYL; Wu JJ, Algorithmic Trading and Changes in Firms’ Equity Capital, http://dx.doi.org/10.2139/ssrn.2050856

Boehmer E; Fong KYL; Wu JJ, International Evidence on Algorithmic Trading, http://dx.doi.org/10.2139/ssrn.2022034

Fong K; Madhavan A; Swan PL, Why do Markets Fragment? A Panel-Data Analysis of Off-Exchange Trading, http://dx.doi.org/10.2139/ssrn.246509

Fong KYL, Are Volatility Over Volume Liquidity Proxies Useful For Global Or US Research?, http://dx.doi.org/10.2139/ssrn.2989367

Fong KYL; Foster FD; Gallagher DR; Lee AD, Brokers and Institutional Investor Trades, http://dx.doi.org/10.2139/ssrn.1937446

Fong KYL; Gallagher DR; Lee AD, Brokerage Services and Individual Investor Trade Performance, http://dx.doi.org/10.2139/ssrn.1572146

Fong KYL; Gallagher DR; Lee AD, Do Institutions Really Exploit Individuals? The Intraday Losses and Offsetting Returns of Discount and Premium Retail Investors, http://dx.doi.org/10.2139/ssrn.1246890

Fong KYL; Gallagher DR; Lee AD, The Value of Alpha Forecasts in Portfolio Construction, http://dx.doi.org/10.2139/ssrn.1004434

Fong KYL; Gallagher DR; Lee AD, Who Wins and Who Loses Among Individual Investors?, http://dx.doi.org/10.2139/ssrn.1364978

Fong KYL; Hong HG; Kacperczyk MT; Kubik JD, Do Security Analysts Discipline Credit Rating Agencies?, http://dx.doi.org/10.2139/ssrn.1970963

Fong KYL; Lee AD; Gallagher DR, The Performance of Trades Executed Using Multiple Brokers, http://dx.doi.org/10.2139/ssrn.1005561

Fong KYL; Liu W-MR, Limit Order Revisions, http://dx.doi.org/10.2139/ssrn.890463

Fong KYL; Ng A; Gallagher DR, The Use of Derivatives by Investment Managers and Implications for Portfolio Performance and Risk, http://dx.doi.org/10.2139/ssrn.756184

Fong KYL; Parwada JT; Yang JW, Algorithmic Trading and Mutual Fund Performance, http://dx.doi.org/10.2139/ssrn.3111598

Fong KYL; Yang JW, Algorithmic Trading and Mutual Fund Performance, http://dx.doi.org/10.2139/ssrn.2980774

Leung H; Krug JD; Schiereck D; Westerholm PJ; Fong KYL, Impact of Gender, Age, Income and Education on Household Broker Choice, http://dx.doi.org/10.2139/ssrn.2648301

Leung H; Westerholm PJ; Fong KYL, Determinants of Household Broker Choice and the Impact on Performance, http://dx.doi.org/10.2139/ssrn.2720267

Menkveld AJ; Dreber A; Holzmeister F; Huber J; Johanneson M; Kirchler M; Razen M; Weitzel U; Abad D; Abudy MM; Adrian T; Ait-Sahalia Y; Akmansoy O; Alcock J; Alexeev V; Aloosh A; Amato L; Amaya D; Angel JJ; Bach A; Baidoo E; Bakalli G; Barbon A; Bashchenko O; Bindra PC; Bjonnes GH; Black JR; Black BS; Bohorquez S; Bondarenko O; Bos CS; Bosch-Rosa C; Bouri E; Brownlees CT; Calamia A; Cao VN; Capelle-Blancard G; Capera L; Caporin M; Carrion A; Caskurlu T; Chakrabarty B; Chernov M; Cheung WMY; Chincarini LB; Chordia T; Chow SC; Clapham B; Colliard J-E; Comerton-Forde C; Curran E; Dao T; Dare W; Davies RJ; De Blasis R; De Nard G; Declerck F; Deev O; Degryse H; Deku S; Desagre C; Van Dijk MA; Dim C; Dimpfl T; Dong YJ; Drummond P; Dudda T; Dumitrescu A; Dyakov T; Dyhrberg AH; Dzieliński M; Eksi A; El Kalak I; ter Ellen S; Eugster N; Evans MDD; Farrell M; Félez-Viñas E; Ferrara G; FERROUHI EM; Flori A; Fluharty-Jaidee J; Foley S; Fong KYL; Foucault T; Franus T; Franzoni FA; Frijns B; Frömmel M; Fu S; Füllbrunn S; Gan B; Gehrig T; Gerritsen D; Gil-Bazo J; Glosten LR; Gomez T; Gorbenko A; Güçbilmez U; Grammig J; Gregoire V; Hagströmer B; Hambuckers J; Hapnes E; Harris JH; Harris L; Hartmann S; Hasse J-B; Hautsch N; He X-ZT; Heath D; Hediger S; Hendershott TJ; Hibbert AM; Hjalmarsson E; Hoelscher S; Hoffmann P; Holden CW; Horenstein AR; Huang W; Huang D; Hurlin C; Ivashchenko A; Iyer SR; Jahanshahloo H; Jalkh N; Jones CM; Jurkatis S; Jylha P; Kaeck A; Kaiser G; Karam A; Karmaziene E; Kassner B; Kaustia M; Kazak E; Kearney F; van Kervel V; Khan S; Khomyn M; Klein T; Klein O; Klos A; Koetter M; Krahnen JP; Kolokolov A; Korajczyk RA; Kozhan R; Kwan A; Lajaunie Q; Lam FYEC; Lambert M; Langlois H; Lausen J; Lauter T; Leippold M; Levin V; Li Y; Li MH; Liew CY; Lindner T; Linton OB; Liu J; Liu A; Llorente-Alvarez J-G; Lof M; Lohr A; Longstaff FA; Lopez-Lira A; Mankad S; Mano N; Marchal A; Martineau C; Mazzola F; Meloso DC; Mihet R; Mohan V; Moinas S; Moore D; Mu L; Muravyev D; Murphy D; Neszveda G; Neumeier C; Nielsson U; Nimalendran M; Nolte S; Nordén LL; O'Neill P; Obaid K; Ødegaard BA; Östberg P; Painter M; Palan S; Palit I; Park A; Pascual Gascó R; Pasquariello P; Pastor L; Patel V; Patton AJ; Pearson ND; Pelizzon L; Pelster M; Pérignon C; Pfiffer C; Philip R; Plíhal T; Prakash P; Press O-A; Prodromou T; Putnins TJ; Raizada G; Rakowski DA; Ranaldo A; Regis L; Reitz S; Renault T; Wang R; Renò R; Riddiough S; Rinne K; Rintamäki P; Riordan R; RITTMANNSBERGER T; Rodríguez Longarela I; Rösch D; Rognone L; Roseman B; Rosu I; Roy S; Rudolf N; Rush S; Rzayev K; Rzeźnik A; Sanford A; Sankaran H; Sarkar A; Sarno L; Scaillet O; Scharnowski S; Schenk-Hoppé KR; Schertler A; Schneider M; Schroeder F; Schürhoff N; Schuster P; Schwarz MA; Seasholes MS; Seeger N; Shachar O; Shkilko A; Shui J; Sikic M; Simion G; Smales LA; Söderlind P; Sojli E; Sokolov K; Spokeviciute L; Stefanova D; Subrahmanyam MG; Neusüss S; Szaszi B; Talavera O; Tang Y; Taylor N; Tham WW; Theissen E; Thimme J; Tonks I; Tran H; Trapin L; Trolle AB; Vaduva M; Valente G; Van Ness RA; Vasquez A; Verousis T; Verwijmeren P; Vilhelmsson A; Vilkov G; Vladimirov V; Vogel S; Voigt S; Wagner W; Walther T; Weiss P; van der Wel M; Werner IM; Westerholm PJ; Westheide C; Wipplinger E; Wolf M; Wolff CCP; Wolk L; Wong WK; Wrampelmeyer J; Wu Z-X; Xia S; Xiu D; Xu K; Xu C; Yadav PK; Yagüe J; Yan C; Yang A; Yoo W; Yu W; Yu S; Yueshen BZ; Yuferova D; Zamojski M; Zareei A; Zeisberger S; Zhang S; Zhang X; Zhong Z; Zhou ZI; Zhou C; Zhu X; Zoican M; Zwinkels RCJ; Chen J; Duevski T; Gao G; Gemayel R; Gilder D; Kuhle P; Pagnotta E; Pelli M; Sö nksen J; Zhang L; Ilczuk K; Bogoev D; Qian Y; Wika HC; Yu Y; Zhao L; Mi M; Bao L, Non-Standard Errors, http://dx.doi.org/10.2139/ssrn.3961574

Sarich K; Wee M; Yang JW, Market Sentiment and Liquidity Provision, http://dx.doi.org/10.2139/ssrn.2909722

Swan PL; Fong K; Madhavan A, Are Upstairs Markets Pareto Improving?, http://dx.doi.org/10.2139/ssrn.424983

Swan PL; Fong KYL; Gardner P; Gallagher DR, Follow the Leader: The Cause and Consequences of Fund Managers Trading in Signal-Strength Sequence, http://dx.doi.org/10.2139/ssrn.508822

Swan PL; Fong KYL; Lau S; Gallagher DR, Do Active Fund Managers Care about Capital Gains Tax Efficiency?, http://dx.doi.org/10.2139/ssrn.968871