| What are the best liquidity proxies for global research? KYL Fong, CW Holden, CA Trzcinka Review of Finance 21 (4), 1355-1401, 2017 | 701 | 2017 |
| Algorithmic trading and market quality: International evidence E Boehmer, KYL Fong, J Wu Journal of Financial and Quantitative Analysis (forthcoming), 2020 | 463* | 2020 |
| Limit order revisions KYL Fong, WM Liu Journal of Banking & Finance 34 (8), 1873-1885, 2010 | 96 | 2010 |
| Upstairs, downstairs: Does the upstairs market hurt the downstairs K Fong, A Madhavan, PL Swan Preprint, 2004 | 95* | 2004 |
| Individual investors and broker types KYL Fong, DR Gallagher, AD Lee Journal of Financial and Quantitative Analysis 49 (2), 431-451, 2014 | 91* | 2014 |
| Nonstandard errors AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ... The Journal of Finance 79 (3), 2339-2390, 2024 | 77 | 2024 |
| Do security analysts discipline credit rating agencies? K Fong, H Hong, M Kacperczyk, JD Kubik The Review of Corporate Finance Studies 11 (4), 815-848, 2022 | 73 | 2022 |
| Are volatility over volume liquidity proxies useful for global or US research? KYL Fong, CW Holden, O Tobek Kelley School of Business Research Paper, 2018 | 53 | 2018 |
| Follow the leader: fund managers trading in signal‐strength sequence KYL Fong, DR Gallagher, PA Gardner, PL Swan Accounting & Finance 51 (3), 684-710, 2011 | 52* | 2011 |
| Style drift and portfolio management for active Australian equity funds AB Ainsworth, K Fong, DR Gallagher Australian Journal of Management 32 (3), 387-418, 2008 | 48 | 2008 |
| Real options valuation of australian gold mines and mining companies DB Colwell, T Henker, J Ho Available at SSRN 332402, 2002 | 48 | 2002 |
| Algorithmic trading and changes in firms’ equity capital E Boehmer, K Fong, J Wu Available at SSRN 2348730, 2013 | 43 | 2013 |
| The Use of Derivatives by Investment Managers and Implications for Portfolio Performance and Risk* K Fong, DR Gallagher, A Ng International Review of Finance 5 (1‐2), 1-29, 2005 | 41 | 2005 |
| Institutional trading around the ex-dividend day A Ainsworth, KYL Fong, DR Gallagher, G Partington Australian Journal of Management 41 (2), 299-323, 2016 | 31 | 2016 |
| Taxes, Order Imbalance and Abnormal Returns around the ex‐Dividend day AB Ainsworth, KYL Fong, DR Gallagher, G Partington International Review of Finance 18 (3), 379-409, 2018 | 24* | 2018 |
| Benchmarking benchmarks: measuring characteristic selectivity using portfolio holdings data K Fong, DR Gallagher, AD Lee Accounting & Finance 48 (5), 761-781, 2008 | 22 | 2008 |
| Do active fund managers care about capital gains tax efficiency? KYL Fong, DR Gallagher, SSW Lau, PL Swan Pacific-Basin Finance Journal 17 (2), 257-270, 2009 | 21 | 2009 |
| Stock market closure and intraday stock index futures market volatility:“contagion”, bid–ask bias or both? K Fong, A Frino Pacific-Basin Finance Journal 9 (3), 219-232, 2001 | 18 | 2001 |
| How much do locals contribute to the price discovery process? K Fong, R Zurbruegg Journal of Empirical Finance 10 (3), 305-320, 2003 | 16 | 2003 |
| Determinants of household broker choices and their impacts on performance K Fong, JD Krug, H Leung, JP Westerholm Journal of Banking & Finance 112, 105573, 2020 | 9* | 2020 |
Peter SwanProfessor of Finance, Australian School of Business, University of New South WalesVerified email at unsw.edu.au
