Access Statistics for David R. Gallagher

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Industry Concentration, Excess Returns and Innovation in Australia 0 0 0 66 0 0 0 171
The evaluation of active manager returns in a non-symmetrical environment 0 0 0 0 0 0 0 9
Where Do Australian Active Equity Managers Outperform? 0 0 0 0 0 0 0 6
Total Working Papers 0 0 0 66 0 0 0 186


Journal Article File Downloads 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


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
The role of index funds in retirement asset allocation 0 1 1 4 0 1 2 18
Total Chapters 0 1 1 4 0 1 2 18


Statistics updated 2025-03-03