You can add it as a named value to an existing list with c() , which returns another list:
do.call(merge.xts, c( lapply(list.of.tickers, Yahoo.Fetch), all=FALSE ))
Or wrap the parameter with an anonymous helper function:
do.call( function(x) merge.xts(x, all=FALSE), lapply(list.of.tickers, Yahoo.Fetch))
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