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 1 1 7
Total Working Papers 0 0 0 66 0 1 1 187


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 33
A new perspective on performance persistence: evidence using portfolio holdings 0 0 1 2 1 1 5 22
Active investment manager portfolios and preferences for stock characteristics 0 0 0 24 1 1 1 115
Alpha generation in portfolio management: Long-run Australian equity fund evidence 0 0 0 8 1 1 6 49
Are active fund managers collectors of private information or fast interpreters of public information? 0 0 0 12 0 1 2 90
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 1 114
Benchmarking benchmarks: measuring characteristic selectivity using portfolio holdings data 0 0 2 48 1 1 6 282
Broker recommendations and Australian small‐cap equity fund management 0 0 0 5 0 0 0 68
Capacity Constraints in Hedge Funds: The Relation between Fund Performance and Cohort Size 0 0 0 0 0 0 1 2
Cross-region and cross-sector asset allocation with regimes 0 0 3 16 0 0 5 66
Dissecting anomalies in the Australian stock market 0 0 0 13 0 0 2 80
Do active fund managers care about capital gains tax efficiency? 0 0 0 28 0 0 1 136
Does portfolio emulation outperform its target funds? 0 0 0 1 0 0 1 36
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 0 0 5 71
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 2 2
Global equity fund performance adjusted for equity and currency factors 0 0 3 7 0 0 8 18
Governance through Trading: Institutional Swing Trades and Subsequent Firm Performance 0 0 0 31 1 1 2 107
How has the Relevance of Institutional Brokerage Changed? 0 0 0 2 0 0 0 16
How much does tax erode fund excess returns? 0 0 0 3 0 0 1 16
Identifying Hedge Fund Skill by Using Peer Cohorts 0 0 0 0 1 1 1 1
Individual Investors and Broker Types 0 0 0 10 0 1 2 69
Industry concentration, excess returns and innovation in Australia 0 1 2 5 0 1 3 47
Institutional Dividend Clienteles Under an Imputation Tax System 0 0 0 5 0 1 1 38
Institutional investment flows and the determinants of top fund manager turnover 0 0 0 19 0 0 1 104
Institutional trading and share returns 0 0 0 14 0 0 3 96
Institutional trading around the ex-dividend day 0 0 0 9 0 0 2 57
International equity funds, performance, and investor flows: Australian evidence 0 0 0 42 1 1 2 158
Investment manager characteristics, strategy, top management changes and fund performance 0 0 0 73 0 0 3 281
Investment manager skill in small-cap equities 0 0 0 2 1 1 1 13
In‐house asset management in the Australian superannuation industry 0 0 0 3 0 1 1 23
Is Index Performance Achievable? An Analysis of Australian Equity Index Funds 0 0 1 36 0 0 6 129
Momentum investing and the asset allocation decision 0 0 0 52 1 1 3 275
Out-of-sample stock return predictability in Australia 0 0 0 9 0 1 1 75
Portfolio Concentration and Investment Manager Performance* 1 1 12 124 1 2 30 480
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 1 53 1 2 6 261
Portfolio selection, diversification and fund‐of‐funds: a note 0 1 1 111 0 1 3 334
Quality investing in an Australian context 0 0 0 8 0 0 1 57
Seasonality in Fund Performance: An Examination of the Portfolio Holdings and Trades of Investment Managers 0 0 0 11 0 0 2 49
Size and investment performance: a research note 0 1 4 45 0 3 7 111
Style Drift and Portfolio Management for Active Australian Equity Funds 0 0 1 15 0 2 4 65
Style factor timing: An application to the portfolio holdings of US fund managers 0 0 0 24 1 2 3 175
Tactical Asset Allocation: Australian Evidence 0 0 0 10 0 2 2 51
Taxes, Order Imbalance and Abnormal Returns around the ex‐Dividend day 0 0 0 3 0 1 3 23
Testing the effect of portfolio holdings disclosure in an environment absent of mandatory disclosure 0 0 0 3 1 1 2 21
Testing the effect of portfolio holdings disclosure in an environment absent of mandatory disclosure 0 0 1 3 0 0 2 26
The Index Tracking Strategies of Passive and Enhanced Index Equity Funds 0 0 1 12 1 2 4 39
The Performance of Active Australian Bond Funds 0 0 0 8 0 0 2 34
The State of Origin of Australian Equity: Does Active Fund Manager Location Matter? 0 0 0 0 0 0 2 25
The Use of Derivatives by Investment Managers and Implications for Portfolio Performance and Risk* 0 0 1 94 0 0 3 337
The Value of Alpha Forecasts in Portfolio Construction 0 0 0 6 0 0 1 51
The effect of data availability in measuring fund managers’ after‐tax alphas 0 0 0 4 0 1 2 24
The evaluation of active manager returns in a non-symmetrical environment 0 0 1 2 0 0 3 6
The implications of blending specialist active equity fund management 0 0 0 0 0 0 1 4
Thirty Years of Published Research in the Australian Journal of Management 0 0 0 0 0 3 4 17
Top Management Turnover: An Analysis of Active Australian Investment Managers 0 0 0 4 1 1 2 31
Top Management Turnover: An Examination of Portfolio Holdings and Fund Performance 0 0 0 5 0 0 0 24
Trading behaviour and the performance of daily institutional trades 0 0 2 14 0 2 5 91
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 1 2 33
Total Journal Articles 1 4 39 1,123 15 41 178 5,259


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 0 1 4 3 4 7 23
Total Chapters 0 0 1 4 3 4 7 23


Statistics updated 2025-09-05