Kingsley Fong

Senior Lecturer and Assistant Director of MCom Studies
BCom (Hons) UNSW PhD Syd

 

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  Quadrangle Room: 3023A Quadrangle
Phone Number: +612 9385 4932
Fax Number: +612 9385 6347
E-Mail Addresss: k.fong@unsw.edu.au

 

Research Interests

  • Market microstructure
  • Corporate governance
  • Behavioral finance
  • Investment and trading strategies
  • Artificial intelligence applications in finance

Publications

  • Fong, Kingsley, and Ralf Zurbruegg, 2003, How Much Do Locals Contribute to Price Discovery? Journal of Empirical Finance, forthcoming
  • Fong, Kingsley, and Martin Martens, 2002, Overnight Futures Trading: Now Even Australia and US Have Common Trading Hours, Journal of International Financial Markets, Institutions and Money, vol. 12, no. 2, April 2002, pp. 167-82.
  • Fong, Kingsley, and Alex Frino, 2001, Stock Market Closure and Intraday Stock Index Futures Market Volatility: "Contagion," Bid-Ask Bias or Both? Pacific-Basin Finance Journal, vol. 9, no. 3, June 2001, pp. 219-32
  • Fong, Kingsley, and Ralf Zurbruegg, 2000, Pacific Rim Futures Markets and Their Intertemporal Relationships, Advances in Pacific Basin Financial Markets, 6, 189-211.

Working Papers

  • Fong, Kingsley, and Peter Swan, 2001, Do Brokers-Dealers Use Their "Unfair" Advantage? Evidence from Dealer Participation in the Upstairs Market.
  • Fong, Kingsley, and Alex Frino, 2001, Up Close and Personal. The Transparency and Access Advantages of Locals on Futures Trading Floor.
  • Fong, Kingsley, and Alex Frino, 1999, How Do Locals Affect Market Volatility? The SFE Evidence.
  • Fong, Kingsley, and Ah-boon Sim, 1999, An Intraday Study of the Effect of Futures Trading on Stock Price Volatility and Trading Volume in Asymmetric Power Heterogeneous ARCH.
  • Fong, Kingsley, Ananth Madhavan and Peter L. Swan, 2002, Are Upstairs Markets Pareto Improving? School of Banking and Finance, University of New South Wales

Teaching Responsibilities

  • FINS 5516
  • FINS 5541

Administrative Responsibilities

  • MCom Assistant Director
  • MCom Event Coordinator

Other Information

  • Refer to attached CV