.
Fong, Kingsley Y. L.'s
Scholarly Papers
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Aggregate Statistics
Total 8,021
Total Citations 47
1.
The Use of Derivatives by Investment Managers and Implications for Portfolio Performance and Risk
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Fong, Kingsley Y. L. University of New South Wales - School of Banking and Finance
Ng, Aaron University of New South Wales (UNSW) - School of Banking and Finance
Gallagher, David R. Centre for International Finance and Regulation
Posted:
15 Jul 05
Last Revised:
16 Apr 08
2,379(2,092)
2
Fong, Kingsley Y. L. University of New South Wales - School of Banking and Finance
Gallagher, David R. Centre for International Finance and Regulation
Ng, Aaron University of New South Wales (UNSW) - School of Banking and Finance
25
2
Fong, Kingsley Y. L. University of New South Wales - School of Banking and Finance
Ng, Aaron University of New South Wales (UNSW) - School of Banking and Finance
Gallagher, David R. Centre for International Finance and Regulation
2,354
2
Derivatives, managed funds, investment performance, portfolio risk
2.
Boehmer, Ekkehart EDHEC Business School
Fong, Kingsley Y. L. University of New South Wales - School of Banking and Finance
Wu, Juan (Julie) University of Georgia
806(12,998)
6
Algorithmic trading, high frequency trading, market structure
3.
Fong, Kingsley Y. L. University of New South Wales - School of Banking and Finance
Hong, Harrison G. Princeton University - Department of Economics
Kacperczyk, Marcin T. New York University (NYU) - Leonard N. Stern School of Business
Kubik, Jeffrey D. Syracuse University - Department of Economics
Posted:
12 Dec 11
Last Revised:
22 Nov 12
724(15,168)
1
credit rating agencies, rating bias, competition
4.
Fong, Kingsley Y. L. University of New South Wales - School of Banking and Finance
Swan, Peter L. University of New South Wales (UNSW)
Madhavan, Ananth BlackRock, Inc.
650(17,735)
9
Fragmentation, Off-Market Trading, Transparency, Anonymity, Electronic Communication Networks
5.
Swan, Peter L. University of New South Wales (UNSW)
Fong, Kingsley Y. L. University of New South Wales - School of Banking and Finance
Gardner, Peter Plato Investment Management
Gallagher, David R. Centre for International Finance and Regulation
Posted:
26 Mar 08
Last Revised:
21 Jul 08
476(27,136)
Herding, Informational cascades, Trade sequences, Leader and follower trades
6.
Benchmarking Benchmarks: Measuring Characteristic Selectivity Using Portfolio Holdings Data
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Fong, Kingsley Y. L. University of New South Wales - School of Banking and Finance
Gallagher, David R. Centre for International Finance and Regulation
Lee, Adrian D. University of Technology, Sydney - Finance Discipline Group
Posted:
27 Mar 07
Last Revised:
03 Nov 08
445(29,733)
5
Fong, Kingsley Y. L. University of New South Wales - School of Banking and Finance
Gallagher, David R. Centre for International Finance and Regulation
Lee, Adrian D. University of Technology, Sydney - Finance Discipline Group
4
5
Fong, Kingsley Y. L. University of New South Wales - School of Banking and Finance
Lee, Adrian D. University of Technology, Sydney - Finance Discipline Group
Gallagher, David R. Centre for International Finance and Regulation
Posted:
27 Mar 07
Last Revised:
27 Jul 08
441
5
Equity fund benchmarking, Characteristic-based benchmarks
7.
Fong, Kingsley Y. L. University of New South Wales - School of Banking and Finance
Holden, Craig W. Indiana University Bloomington - Department of Finance
Trzcinka, Charles Indiana University Bloomington - Department of Finance
Posted:
05 Mar 10
Last Revised:
06 May 13
376(36,695)
7
Global, Liquidity, transaction costs, effective spread, price impact
8.
Fong, Kingsley Y. L. University of New South Wales - School of Banking and Finance
Gallagher, David R. Centre for International Finance and Regulation
Lee, Adrian D. University of Technology, Sydney - Finance Discipline Group
Posted:
03 Aug 07
Last Revised:
19 May 08
357(39,078)
Portfolio construction, Fund mimicking strategies
9.
Ainsworth, Andrew B. University of Sydney - Finance Discipline
Fong, Kingsley Y. L. University of New South Wales - School of Banking and Finance
Gallagher, David R. Centre for International Finance and Regulation
Partington, Graham University of Sydney - School of Business - Finance Discipline
Posted:
25 Aug 08
Last Revised:
01 Apr 11
261(56,368)
1
Dividends, franking credits, capital gains tax, ex-dividend day, institutional trading
10.
Swan, Peter L. University of New South Wales (UNSW)
Fong, Kingsley Y. L. University of New South Wales - School of Banking and Finance
Madhavan, Ananth BlackRock, Inc.
247(59,867)
2
Fragmentation, upstairs trading, crossing networks, liquidity, cream skimming
11.
Boehmer, Ekkehart EDHEC Business School
Fong, Kingsley Y. L. University of New South Wales - School of Banking and Finance
Wu, Juan (Julie) University of Georgia
Posted:
06 May 12
Last Revised:
05 Feb 13
232(64,048)
1
Algorighmic trading, high frequency trading, capital raising, security issues
12.
Ainsworth, Andrew B. University of Sydney - Finance Discipline
Fong, Kingsley Y. L. University of New South Wales - School of Banking and Finance
Gallagher, David R. Centre for International Finance and Regulation
221(67,400)
2
investment style, style drift, consistency, portfolio management, investment performance
13.
Fong, Kingsley Y. L. University of New South Wales - School of Banking and Finance
Liu, Wai-Man (Raymond) School of Finance, Actuarial Studies & Applied Statistics, Australian National University
Posted:
14 Mar 06
Last Revised:
16 Dec 09
206(72,461)
3
market microstructure, limit orders, free trading option risk, non-execution risk
14.
Swan, Peter L. University of New South Wales (UNSW)
Fong, Kingsley Y. L. University of New South Wales - School of Banking and Finance
Lau, Sarah University of New South Wales (UNSW) - School of Banking and Finance
Gallagher, David R. Centre for International Finance and Regulation
Posted:
07 Mar 07
Last Revised:
30 Mar 08
181(82,205)
5
portfolio management, capital gains tax, active management
15.
Fong, Kingsley Y. L. University of New South Wales - School of Banking and Finance
Gallagher, David R. Centre for International Finance and Regulation
Lee, Adrian D. University of Technology, Sydney - Finance Discipline Group
Posted:
19 Mar 10
Last Revised:
08 Nov 12
170(87,276)
Individual investors, individual investor trade performance, market efficiency
16.
Ainsworth, Andrew B. University of Sydney - Finance Discipline
Fong, Kingsley Y. L. University of New South Wales - School of Banking and Finance
Gallagher, David R. Centre for International Finance and Regulation
Partington, Graham University of Sydney - School of Business - Finance Discipline
159(92,731)
1
Dividends, franking credits, abnormal returns, volume, order imbalance
17.
Fong, Kingsley Y. L. University of New South Wales - School of Banking and Finance
Lee, Adrian D. University of Technology, Sydney - Finance Discipline Group
Gallagher, David R. Centre for International Finance and Regulation
Posted:
30 May 07
Last Revised:
01 Sep 08
94(140,744)
Location, Information Advantages, Portfolio Management, Investment Performance
18.
Fong, Kingsley Y. L. University of New South Wales - School of Banking and Finance
Foster, F. Douglas University of Technology, Sydney
Gallagher, David R. Centre for International Finance and Regulation
Lee, Adrian D. University of Technology, Sydney - Finance Discipline Group
35(230,461)
transaction costs, price impact, brokers
19.
Fong, Kingsley Y. L. University of New South Wales - School of Banking and Finance
Gallagher, David R. Centre for International Finance and Regulation
Gardner, Peter Plato Investment Management
Swan, Peter L. affiliation not provided to SSRN
2(335,378)
2
Herding, Informational cascades, Information confirmation, Trade sequences, Leader and follower trades, G14, G23
