By Associate Professor Kingsley Yuen Lung Fong

Preprints

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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