Journal Article |
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Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
A model of emulation funds |
0 |
0 |
0 |
4 |
0 |
0 |
2 |
32 |
A new perspective on performance persistence: evidence using portfolio holdings |
0 |
0 |
1 |
2 |
2 |
2 |
4 |
21 |
Active investment manager portfolios and preferences for stock characteristics |
0 |
0 |
0 |
24 |
0 |
0 |
0 |
114 |
Alpha generation in portfolio management: Long-run Australian equity fund evidence |
0 |
0 |
1 |
8 |
1 |
2 |
4 |
45 |
Are active fund managers collectors of private information or fast interpreters of public information? |
0 |
0 |
0 |
12 |
0 |
0 |
1 |
89 |
Are funds true to label? A note on matching qualitative and quantitative information |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
18 |
Attribution of investment performance: an analysis of Australian pooled superannuation funds* |
0 |
0 |
0 |
24 |
0 |
0 |
0 |
113 |
Benchmarking benchmarks: measuring characteristic selectivity using portfolio holdings data |
0 |
0 |
2 |
48 |
0 |
0 |
4 |
279 |
Broker recommendations and Australian small‐cap equity fund management |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
68 |
Capacity Constraints in Hedge Funds: The Relation between Fund Performance and Cohort Size |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
Cross-region and cross-sector asset allocation with regimes |
0 |
1 |
2 |
15 |
0 |
1 |
2 |
63 |
Dissecting anomalies in the Australian stock market |
0 |
0 |
0 |
13 |
0 |
0 |
1 |
79 |
Do active fund managers care about capital gains tax efficiency? |
0 |
0 |
0 |
28 |
1 |
1 |
1 |
136 |
Does portfolio emulation outperform its target funds? |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
35 |
Follow the leader: fund managers trading in signal‐strength sequence |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
55 |
Fund Size, Transaction Costs and Performance: Size Matters! |
0 |
0 |
1 |
16 |
1 |
1 |
4 |
68 |
Further analysis of the liquidity and information components of institutional orders: Active versus passive funds |
0 |
0 |
0 |
21 |
0 |
0 |
1 |
74 |
Global Equity Fund Performance: An Attribution Approach |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
Global equity fund performance adjusted for equity and currency factors |
0 |
0 |
1 |
4 |
0 |
1 |
4 |
11 |
Governance through Trading: Institutional Swing Trades and Subsequent Firm Performance |
0 |
0 |
0 |
31 |
0 |
1 |
1 |
106 |
How has the Relevance of Institutional Brokerage Changed? |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
16 |
How much does tax erode fund excess returns? |
0 |
0 |
1 |
3 |
0 |
0 |
1 |
15 |
Identifying Hedge Fund Skill by Using Peer Cohorts |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
Individual Investors and Broker Types |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
67 |
Industry concentration, excess returns and innovation in Australia |
0 |
0 |
1 |
3 |
0 |
0 |
1 |
44 |
Institutional Dividend Clienteles Under an Imputation Tax System |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
37 |
Institutional investment flows and the determinants of top fund manager turnover |
0 |
0 |
0 |
19 |
1 |
1 |
1 |
104 |
Institutional trading and share returns |
0 |
0 |
0 |
14 |
0 |
1 |
3 |
95 |
Institutional trading around the ex-dividend day |
0 |
0 |
1 |
9 |
0 |
1 |
4 |
57 |
International equity funds, performance, and investor flows: Australian evidence |
0 |
0 |
0 |
42 |
0 |
0 |
1 |
156 |
Investment manager characteristics, strategy, top management changes and fund performance |
0 |
0 |
1 |
73 |
0 |
0 |
2 |
278 |
Investment manager skill in small-cap equities |
0 |
0 |
0 |
2 |
0 |
0 |
2 |
12 |
In‐house asset management in the Australian superannuation industry |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
22 |
Is Index Performance Achievable? An Analysis of Australian Equity Index Funds |
0 |
0 |
0 |
35 |
0 |
2 |
6 |
127 |
Momentum investing and the asset allocation decision |
0 |
0 |
0 |
52 |
1 |
1 |
3 |
274 |
Out-of-sample stock return predictability in Australia |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
74 |
Portfolio Concentration and Investment Manager Performance* |
0 |
2 |
14 |
122 |
0 |
8 |
40 |
477 |
Portfolio Quality and Mutual Fund Performance |
0 |
0 |
0 |
12 |
0 |
0 |
0 |
51 |
Portfolio pumping: An examination of investment manager quarter-end trading and impact on performance |
0 |
0 |
2 |
53 |
1 |
2 |
4 |
258 |
Portfolio selection, diversification and fund‐of‐funds: a note |
0 |
0 |
5 |
110 |
0 |
0 |
13 |
333 |
Quality investing in an Australian context |
0 |
0 |
0 |
8 |
1 |
1 |
1 |
57 |
Seasonality in Fund Performance: An Examination of the Portfolio Holdings and Trades of Investment Managers |
0 |
0 |
0 |
11 |
0 |
0 |
2 |
48 |
Size and investment performance: a research note |
0 |
1 |
3 |
44 |
0 |
1 |
3 |
107 |
Style Drift and Portfolio Management for Active Australian Equity Funds |
0 |
0 |
1 |
15 |
0 |
0 |
2 |
63 |
Style factor timing: An application to the portfolio holdings of US fund managers |
0 |
0 |
0 |
24 |
0 |
0 |
1 |
173 |
Tactical Asset Allocation: Australian Evidence |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
49 |
Taxes, Order Imbalance and Abnormal Returns around the ex‐Dividend day |
0 |
0 |
0 |
3 |
1 |
1 |
3 |
22 |
Testing the effect of portfolio holdings disclosure in an environment absent of mandatory disclosure |
0 |
0 |
0 |
3 |
0 |
0 |
2 |
19 |
Testing the effect of portfolio holdings disclosure in an environment absent of mandatory disclosure |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
24 |
The Index Tracking Strategies of Passive and Enhanced Index Equity Funds |
0 |
0 |
4 |
12 |
0 |
1 |
7 |
37 |
The Performance of Active Australian Bond Funds |
0 |
0 |
1 |
8 |
1 |
2 |
3 |
34 |
The State of Origin of Australian Equity: Does Active Fund Manager Location Matter? |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
23 |
The Use of Derivatives by Investment Managers and Implications for Portfolio Performance and Risk* |
0 |
0 |
1 |
94 |
0 |
0 |
6 |
337 |
The Value of Alpha Forecasts in Portfolio Construction |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
50 |
The effect of data availability in measuring fund managers’ after‐tax alphas |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
22 |
The evaluation of active manager returns in a non-symmetrical environment |
0 |
0 |
1 |
2 |
1 |
1 |
3 |
6 |
The implications of blending specialist active equity fund management |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
Thirty Years of Published Research in the Australian Journal of Management |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
13 |
Top Management Turnover: An Analysis of Active Australian Investment Managers |
0 |
0 |
1 |
4 |
0 |
0 |
3 |
30 |
Top Management Turnover: An Examination of Portfolio Holdings and Fund Performance |
0 |
0 |
0 |
5 |
0 |
0 |
2 |
24 |
Trading behaviour and the performance of daily institutional trades |
0 |
0 |
2 |
14 |
0 |
0 |
2 |
88 |
Transaction costs and institutional trading in small-cap equity funds |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
Which institutional investor types are the most informed? |
0 |
0 |
1 |
8 |
0 |
0 |
1 |
32 |
Total Journal Articles |
0 |
4 |
48 |
1,111 |
12 |
33 |
157 |
5,170 |