By Associate Professor Kingsley Yuen Lung Fong

Preprints

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, Algorithmic Trading and Changes in Firmss Equity Capital, http://dx.doi.org/10.2139/ssrn.2348730

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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, Taxes, Price Pressure and Order Imbalance around the Ex-Dividend Day, http://dx.doi.org/10.2139/ssrn.1314087

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

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; 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 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

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