By Associate Professor Kingsley Yuen Lung Fong

Journal articles

Menkveld AJ; Dreber A; Holzmeister F; Huber J; Johannesson M; Kirchler M; Neusüß S; Razen M; Weitzel U; Abad-Díaz D; Abudy M; Adrian T; Ait-Sahalia Y; Akmansoy O; Alcock JT; Alexeev V; Aloosh A; Amato L; Amaya D; Angel JJ; Avetikian AT; Bach A; Baidoo E; Bakalli G; Bao L; Barbon A; Bashchenko O; Bindra PC; Bjønnes GH; Black JR; Black BS; Bogoev D; Correa SB; Bondarenko O; Bos CS; Bosch-Rosa C; Bouri E; Brownlees C; Calamia A; Cao VN; Capelle-Blancard G; Romero LMC; Caporin M; Carrion A; Caskurlu T; Chakrabarty B; Chen J; Chernov M; Cheung W; Chincarini LB; Chordia T; Chow SC; Clapham B; Colliard JE; Comerton-Forde C; Curran E; Dao T; Dare W; Davies RJ; Blasis RD; Nard GFD; Declerck F; Deev O; Degryse H; Deku SY; Desagre C; Dijk MAV; Dim C; Dimpfl T; Dong YJ; Drummond PA; Dudda T; Duevski T; Dumitrescu A; Dyakov T; Dyhrberg AH; Dzieliński M; Eksi A; Kalak IE; Ellen ST; Eugster N; Evans MDD; Farrell M; Felez-Vinas E; Ferrara G; Ferrouhi EM; Flori A; Fluharty-Jaidee JT; Foley SDV; Fong KYL; Foucault T; Franus T; Franzoni F; Frijns B; Frömmel M; Fu SM; Füllbrunn SC; Gan B; Gao G; Gehrig TP, 2024, 'Nonstandard Errors', Journal of Finance, 79, pp. 2339 - 2390, http://dx.doi.org/10.1111/jofi.13337

Le AT; Le TH; Liu WM; Fong KY, 2023, 'Dynamic limit order placement activities and their effects on stock market quality', Annals of Operations Research, 330, pp. 155 - 175, http://dx.doi.org/10.1007/s10479-021-04282-y

Fong K; Hong H; Kacperczyk M; Kubik JD, 2022, 'Do Security Analysts Discipline Credit Rating Agencies?', Review of Corporate Finance Studies, 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, 56, pp. 2659 - 2688, http://dx.doi.org/10.1017/S0022109020000782

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, 297, pp. 241 - 275, http://dx.doi.org/10.1007/s10479-019-03384-y

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, 72, http://dx.doi.org/10.1016/j.irfa.2020.101575

Fong K; Krug JD; Leung H; Westerholm JP, 2020, 'Determinants of household broker choices and their impacts on performance', Journal of Banking and Finance, 112, http://dx.doi.org/10.1016/j.jbankfin.2019.06.005

Cahill D; Fong K; Wee M; Yang JW, 2020, 'The role of implied volatility in liquidity provision', Australian Journal of Management, 45, pp. 45 - 71, http://dx.doi.org/10.1177/0312896219833423

Ainsworth AB; Fong KYL; Gallagher DR; Partington G, 2018, 'Taxes, order imbalance and abnormal returns around the ex-dividend day', International Review of Finance, 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, 21, pp. 1355 - 1401, http://dx.doi.org/10.1093/rof/rfx003

Fong KYL; Foster FD; Gallagher DR; Lee AD, 2016, 'How has the Relevance of Institutional Brokerage Changed?', International Review of Finance, 16, pp. 499 - 524, http://dx.doi.org/10.1111/irfi.12092

Ainsworth A; Fong KYL; Gallagher DR; Partington G, 2016, 'Institutional trading around the ex-dividend day', Australian Journal of Management, 41, pp. 299 - 323, http://dx.doi.org/10.1177/0312896214539967

Fong KYL; Gallagher DR; Lee AD, 2014, 'Individual investors and broker types', Journal of Financial and Quantitative Analysis, 49, pp. 431 - 451, http://dx.doi.org/10.1017/S0022109014000349

Fong KYL, 2010, 'Limit Order Revisions', Journal of Banking and Finance, 34, pp. 1873 - 1885

Fong KY; Gallagher DR; Lau S; Swan PL, 2009, 'Do active fund managers care about capital gains tax efficiency?', Pacific Basin Finance Journal, 17, pp. 257 - 270

Fong KY; Gallagher DR; Lee AD, 2009, 'The Value of Alpha Forecasts in Portfolio Construction', Australian Journal of Management, 34, pp. 97 - 121

Fong KY; Gallagher DR; Lee AD, 2008, 'Benchmarking benchmarks: measuring characteristic selectivity using portfolio holdings data', Accounting and Finance, 48, pp. 761 - 781

Ainsworth AB; Fong KY; Gallagher DR, 2008, 'Style drift and portfolio management for active Australian equity funds', Australian Journal of Management, 32, pp. 387 - 418

Fong KY; Gallagher DR; Lee AD, 2008, 'The state of origin of Australian equity: Does active fund manager location matter?', Australian Journal of Management, 32, pp. 503 - 523

Fong KY; Gallagher DR; Lee AD, 2007, 'Where Do Australian Active Equity Managers Outperform?', JASSA - Journal of the Securities Institute of Australia, 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, 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, 10, pp. 305 - 320

Henker T; Colwell DB; Fong KY; Ho J, 2003, 'Real Options Valuation of Australian Gold Mines and Mining Companies', The Journal of Alternative Investments, 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, 12, pp. 167 - 182

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, pp. 219 - 232

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