Kingsley Y.L. Fong

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Peter SwanProfessor of Finance, Australian School of Business, University of New South WalesZweryfikowany adres z unsw.edu.au
Craig W. HoldenFinance Department Chair and Greg T. and Judith A. Summerville Chair of Finance, Indiana UniversityZweryfikowany adres z indiana.edu
Julie WuAssociate Professor of Finance, University of Nebraska-LincolnZweryfikowany adres z unl.edu
Ekkehart BoehmerSingapore Management UniversityZweryfikowany adres z smu.edu.sg
Charles A. TrzcinkaJames and Virginia Cozad Professor of Finance, Indiana UniversityZweryfikowany adres z indiana.edu
Adrian D. LeeDeakin UniversityZweryfikowany adres z deakin.edu.au
Wai-Man LiuAssociate Professor, Australian National UniversityZweryfikowany adres z anu.edu.au
Jeffrey KubikDepartment of Economics, Syracuse UniversityZweryfikowany adres z maxwell.syr.edu
Harrison HongProfessor of Economics, Columbia UniversityZweryfikowany adres z columbia.edu
Henry LeungSydney UniversityZweryfikowany adres z sydney.edu.au
Jerry ParwadaUNSW Business School, AustraliaZweryfikowany adres z unsw.edu.au
P. Joakim WesterholmAcademic University of Sydney Business SchoolZweryfikowany adres z sydney.edu.au
Graham PartingtonFinancial consultant self employed

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Kingsley Y.L. Fong

School of Banking and Finance, UNSW Business School, UNSW Sydney, Australia

Zweryfikowany adres z unsw.edu.au - Strona główna

High Frequency Trading Liquidity Market Microstructure Investor Behavior Investment Management


Tytuł Sortuj wg cytatów Sortuj wg roku Sortuj wg tytułu	Cytowane przez Cytowane przez	Rok
What are the best liquidity proxies for global research? KYL Fong, CW Holden, CA Trzcinka Review of Finance 21 (4), 1355-1401, 2017	715	2017
Algorithmic trading and market quality: International evidence E Boehmer, KYL Fong, J Wu Journal of Financial and Quantitative Analysis (forthcoming), 2020	471*	2020
Limit order revisions KYL Fong, WM Liu Journal of Banking & Finance 34 (8), 1873-1885, 2010	97	2010
Upstairs, downstairs: Does the upstairs market hurt the downstairs K Fong, A Madhavan, PL Swan Preprint, 2004	96*	2004
Individual investors and broker types KYL Fong, DR Gallagher, AD Lee Journal of Financial and Quantitative Analysis 49 (2), 431-451, 2014	95*	2014
Nonstandard errors AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ... The Journal of Finance 79 (3), 2339-2390, 2024	93	2024
Do security analysts discipline credit rating agencies? K Fong, H Hong, M Kacperczyk, JD Kubik The Review of Corporate Finance Studies 11 (4), 815-848, 2022	75	2022
Are volatility over volume liquidity proxies useful for global or US research? KYL Fong, CW Holden, O Tobek SSRN, 2018	55	2018
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	50*	2011
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	48	2008
Real options valuation of australian gold mines and mining companies DB Colwell, T Henker, J Ho Available at SSRN 332402, 2002	48	2002
Algorithmic trading and changes in firms’ equity capital E Boehmer, K Fong, J Wu Available at SSRN 2348730, 2013	43	2013
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	43	2005
Institutional trading around the ex-dividend day A Ainsworth, KYL Fong, DR Gallagher, G Partington Australian Journal of Management 41 (2), 299-323, 2016	31	2016
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	24*	2018
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	22	2009
Benchmarking benchmarks: measuring characteristic selectivity using portfolio holdings data K Fong, DR Gallagher, AD Lee Accounting & Finance 48 (5), 761-781, 2008	22	2008
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	18	2001
How much do locals contribute to the price discovery process? K Fong, R Zurbruegg Journal of Empirical Finance 10 (3), 305-320, 2003	16	2003
Determinants of household broker choices and their impacts on performance K Fong, JD Krug, H Leung, JP Westerholm Journal of Banking & Finance 112, 105573, 2020	9*	2020

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