Kingsley Y.L. Fong
Kingsley Y.L. Fong
School of Banking and Finance, UNSW Business School, UNSW Sydney, Australia
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What are the best liquidity proxies for global research?
KYL Fong, CW Holden, CA Trzcinka
Review of Finance 21 (4), 1355-1401, 2017
Algorithmic trading and market quality: International evidence
E Boehmer, KYL Fong, J Wu
Journal of Financial and Quantitative Analysis (forthcoming), 2020
Upstairs, downstairs: Does the upstairs market hurt the downstairs
K Fong, A Madhavan, PL Swan
Preprint, 2004
Limit order revisions
KYL Fong, WM Liu
Journal of Banking & Finance 34 (8), 1873-1885, 2010
Do security analysts discipline credit rating agencies?
KYL Fong, HG Hong, MT Kacperczyk, JD Kubik
AFA 2013 San Diego Meetings Paper, 2014
Follow the leader: fund managers trading in signal‐strength sequence
KYL Fong, DR Gallagher, PA Gardner, PL Swan
Accounting & Finance 51 (3), 684-710, 2011
Individual investors and broker types
KYL Fong, DR Gallagher, AD Lee
Journal of Financial and Quantitative Analysis, 431-451, 2014
Style drift and portfolio management for active Australian equity funds
AB Ainsworth, K Fong, DR Gallagher
Australian Journal of Management 32 (3), 387-418, 2008
Real options valuation of australian gold mines and mining companies
D Colwell, T Henker, J Ho, K Fong
The Journal of Alternative Investments 6 (1), 23-38, 2003
Algorithmic trading and changes in firms’ equity capital
E Boehmer, KYL Fong, J Wu
Available at SSRN 2348730, 2013
Are volatility over volume liquidity proxies useful for global or US research?
KYL Fong, CW Holden, O Tobek
Kelley School of Business Research Paper, 2018
The Use of Derivatives by Investment Managers and Implications for Portfolio Performance and Risk*
K Fong, DR Gallagher, A Ng
International Review of Finance 5 (1‐2), 1-29, 2005
Benchmarking benchmarks: measuring characteristic selectivity using portfolio holdings data
K Fong, DR Gallagher, AD Lee
Accounting & Finance 48 (5), 761-781, 2008
Do active fund managers care about capital gains tax efficiency?
KYL Fong, DR Gallagher, SSW Lau, PL Swan
Pacific-Basin Finance Journal 17 (2), 257-270, 2009
How much do locals contribute to the price discovery process?
K Fong, R Zurbruegg
Journal of Empirical Finance 10 (3), 305-320, 2003
Taxes, Order Imbalance and Abnormal Returns around the ex‐Dividend day
AB Ainsworth, KYL Fong, DR Gallagher, G Partington
International Review of Finance 18 (3), 379-409, 2018
Stock market closure and intraday stock index futures market volatility:“contagion”, bid–ask bias or both?
K Fong, A Frino
Pacific-Basin Finance Journal 9 (3), 219-232, 2001
Overnight futures trading: now even Australia and US have common trading hours
K Fong, M Martens
Journal of International Financial Markets, Institutions and Money 12 (2…, 2002
International evidence on algorithmic trading, Singapore Management University
E Boehmer, KYL Fong, J Wu
unpublished working paper, 2014
The state of origin of Australian equity: does active fund manager location matter?
K Fong, DR Gallagher, AD Lee
Australian Journal of Management 32 (3), 503-523, 2008
Il sistema al momento non pu eseguire l'operazione. Riprova pi tardi.
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