| |
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
Administrative Responsibilities
- MCom Assistant Director
- MCom Event Coordinator
Other Information
Refer to attached
CV |