Dr Kingsley Yuen Lung Fong
Associate Professor

Dr Kingsley Yuen Lung Fong

  • PhD, University of Sydney
  • BCom (Hons), University of New South Wales
Business School
Sch of Bank & Fin

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

 

Phone
+61 2 9385 4932
Location
UNSW Business School - Ref E12 Level 3, Room 344B

Publications

  • Book Chapters | 2000
    Dr Kingsley Yuen Lung 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
  • Journal articles | 2021
    Dr Kingsley Yuen Lung Fong
    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
    Journal articles | 2020
    Dr Kingsley Yuen Lung Fong
    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
    Journal articles | 2020
    Dr Kingsley Yuen Lung Fong
    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
    Journal articles | 2020
    Dr Kingsley Yuen Lung Fong
    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
    Journal articles | 2020
    Dr Kingsley Yuen Lung Fong
    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
    Journal articles | 2018
    Dr Kingsley Yuen Lung Fong
    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
    Journal articles | 2017
    Dr Kingsley Yuen Lung Fong
    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
    Journal articles | 2016
    Dr Kingsley Yuen Lung Fong
    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
    Journal articles | 2016
    Dr Kingsley Yuen Lung Fong
    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
    Journal articles | 2014
    Dr Kingsley Yuen Lung Fong
    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
    Journal articles | 2010
    Dr Kingsley Yuen Lung Fong
    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
    Journal articles | 2009
    Dr Kingsley Yuen Lung Fong
    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
    Journal articles | 2009
    Dr Kingsley Yuen Lung Fong
    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
    Journal articles | 2008
    Dr Kingsley Yuen Lung Fong
    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
    Journal articles | 2008
    Dr Kingsley Yuen Lung Fong
    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
    Journal articles | 2008
    Dr Kingsley Yuen Lung Fong
    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
    Journal articles | 2007
    Dr Kingsley Yuen Lung Fong
    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
    Journal articles | 2006
    Dr Kingsley Yuen Lung Fong
    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
    Journal articles | 2003
    Dr Kingsley Yuen Lung Fong
    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
    Journal articles | 2003
    Dr Kingsley Yuen Lung Fong
    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
    Journal articles | 2002
    Dr Kingsley Yuen Lung Fong
    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
    Journal articles | 2001
    Dr Kingsley Yuen Lung Fong
    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

Awards

Grants

Media