By Associate Professor Kingsley Yuen Lung Fong

Preprints

Edelen RM; Fong K; Han J, 2024, Regulating Inattention in Fee-based Financial Advice, http://dx.doi.org/10.2139/ssrn.4926550

Menkveld AJ; Dreber A; Holzmeister F; Huber J; Johanneson M; Kirchler M; Razen M; Weitzel U; Abad D; Abudy MM; Adrian T; Ait-Sahalia Y; Akmansoy O; Alcock J; Alexeev V; Aloosh A; Amato L; Amaya D; Angel JJ; Bach A; Baidoo E; Bakalli G; Barbon A; Bashchenko O; Bindra PC; Bjonnes GH; Black JR; Black BS; Bohorquez S; Bondarenko O; Bos CS; Bosch-Rosa C; Bouri E; Brownlees CT; Calamia A; Cao VN; Capelle-Blancard G; Capera L; Caporin M; Carrion A; Caskurlu T; Chakrabarty B; Chernov M; Cheung WMY; Chincarini LB; Chordia T; Chow SC; Clapham B; Colliard J-E; Comerton-Forde C; Curran E; Dao T; Dare W; Davies RJ; De Blasis R; De Nard G; Declerck F; Deev O; Degryse H; Deku S; Desagre C; Van Dijk MA; Dim C; Dimpfl T; Dong YJ; Drummond P; Dudda T; Dumitrescu A; Dyakov T; Dyhrberg AH; Dzieliński M; Eksi A; El Kalak I; ter Ellen S; Eugster N; Evans MDD; Farrell M; Félez-Viñas E; Ferrara G; FERROUHI EM; Flori A; Fluharty-Jaidee J; Foley S; Fong KYL; Foucault T; Franus T; Franzoni FA; Frijns B; Frömmel M; Fu S; Füllbrunn S; Gan B; Gehrig T; Gerritsen D; Gil-Bazo J; Glosten LR; Gomez T; Gorbenko A; Güçbilmez U; Grammig J; Gregoire V; Hagströmer B; Hambuckers J; Hapnes E; Harris JH; Harris L; Hartmann S; Hasse J-B; Hautsch N; He X-ZT; Heath D; Hediger S; Hendershott TJ; Hibbert AM; Hjalmarsson E; Hoelscher S; Hoffmann P; Holden CW; Horenstein AR; Huang W; Huang D; Hurlin C; Ivashchenko A; Iyer SR; Jahanshahloo H; Jalkh N; Jones CM; Jurkatis S; Jylha P; Kaeck A; Kaiser G; Karam A; Karmaziene E; Kassner B; Kaustia M; Kazak E; Kearney F; van Kervel V; Khan S; Khomyn M; Klein T; Klein O; Klos A; Koetter M; Krahnen JP; Kolokolov A; Korajczyk RA; Kozhan R; Kwan A; Lajaunie Q; Lam FYEC; Lambert M; Langlois H; Lausen J; Lauter T; Leippold M; Levin V; Li Y; Li MH; Liew CY; Lindner T; Linton OB; Liu J; Liu A; Llorente-Alvarez J-G; Lof M; Lohr A; Longstaff FA; Lopez-Lira A; Mankad S; Mano N; Marchal A; Martineau C; Mazzola F; Meloso DC; Mihet R; Mohan V; Moinas S; Moore D; Mu L; Muravyev D; Murphy D; Neszveda G; Neumeier C; Nielsson U; Nimalendran M; Nolte S; Nordén LL; O'Neill P; Obaid K; Ødegaard BA; Östberg P; Painter M; Palan S; Palit I; Park A; Pascual Gascó R; Pasquariello P; Pastor L; Patel V; Patton AJ; Pearson ND; Pelizzon L; Pelster M; Pérignon C; Pfiffer C; Philip R; Plíhal T; Prakash P; Press O-A; Prodromou T; Putnins TJ; Raizada G; Rakowski DA; Ranaldo A; Regis L; Reitz S; Renault T; Wang R; Renò R; Riddiough S; Rinne K; Rintamäki P; Riordan R; RITTMANNSBERGER T; Rodríguez Longarela I; Rösch D; Rognone L; Roseman B; Rosu I; Roy S; Rudolf N; Rush S; Rzayev K; Rzeźnik A; Sanford A; Sankaran H; Sarkar A; Sarno L; Scaillet O; Scharnowski S; Schenk-Hoppé KR; Schertler A; Schneider M; Schroeder F; Schürhoff N; Schuster P; Schwarz MA; Seasholes MS; Seeger N; Shachar O; Shkilko A; Shui J; Sikic M; Simion G; Smales LA; Söderlind P; Sojli E; Sokolov K; Spokeviciute L; Stefanova D; Subrahmanyam MG; Neusüss S; Szaszi B; Talavera O; Tang Y; Taylor N; Tham WW; Theissen E; Thimme J; Tonks I; Tran H; Trapin L; Trolle AB; Vaduva M; Valente G; Van Ness RA; Vasquez A; Verousis T; Verwijmeren P; Vilhelmsson A; Vilkov G; Vladimirov V; Vogel S; Voigt S; Wagner W; Walther T; Weiss P; van der Wel M; Werner IM; Westerholm PJ; Westheide C; Wipplinger E; Wolf M; Wolff CCP; Wolk L; Wong WK; Wrampelmeyer J; Wu Z-X; Xia S; Xiu D; Xu K; Xu C; Yadav PK; Yagüe J; Yan C; Yang A; Yoo W; Yu W; Yu S; Yueshen BZ; Yuferova D; Zamojski M; Zareei A; Zeisberger S; Zhang S; Zhang X; Zhong Z; Zhou ZI; Zhou C; Zhu X; Zoican M; Zwinkels RCJ; Chen J; Duevski T; Gao G; Gemayel R; Gilder D; Kuhle P; Pagnotta E; Pelli M; Sö nksen J; Zhang L; Ilczuk K; Bogoev D; Qian Y; Wika HC; Yu Y; Zhao L; Mi M; Bao L, 2023, Non-Standard Errors

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

Back to profile page