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 1 67 1 7 20 191
The evaluation of active manager returns in a non-symmetrical environment 0 0 0 0 0 1 9 18
Where Do Australian Active Equity Managers Outperform? 0 0 0 0 0 0 7 14
Total Working Papers 0 0 1 67 1 8 36 223


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 2 8 41
A new perspective on performance persistence: evidence using portfolio holdings 0 0 0 2 0 0 21 44
Active investment manager portfolios and preferences for stock characteristics 0 0 0 24 0 0 7 122
Alpha generation in portfolio management: Long-run Australian equity fund evidence 0 0 0 9 4 5 25 75
Are active fund managers collectors of private information or fast interpreters of public information? 0 0 0 12 0 1 9 99
Are funds true to label? A note on matching qualitative and quantitative information 0 0 0 0 0 0 10 28
Attribution of investment performance: an analysis of Australian pooled superannuation funds* 0 0 0 24 0 1 13 127
Benchmarking benchmarks: measuring characteristic selectivity using portfolio holdings data 0 0 0 48 0 1 10 292
Broker recommendations and Australian small‐cap equity fund management 0 0 0 5 2 4 14 82
Capacity Constraints in Hedge Funds: The Relation between Fund Performance and Cohort Size 0 0 0 0 0 0 7 9
Cross-region and cross-sector asset allocation with regimes 0 0 2 18 0 1 16 82
Dissecting anomalies in the Australian stock market 0 0 1 14 1 1 7 87
Do active fund managers care about capital gains tax efficiency? 0 0 0 28 0 0 8 144
Does portfolio emulation outperform its target funds? 0 0 0 1 0 0 9 45
Follow the leader: fund managers trading in signal‐strength sequence 0 0 0 0 0 1 6 62
Fund Size, Transaction Costs and Performance: Size Matters! 0 0 0 16 0 3 27 98
Further analysis of the liquidity and information components of institutional orders: Active versus passive funds 0 0 0 21 0 2 6 80
Global Equity Fund Performance: An Attribution Approach 0 0 0 0 0 6 45 47
Global equity fund performance adjusted for equity and currency factors 1 1 2 9 2 3 10 29
Governance through Trading: Institutional Swing Trades and Subsequent Firm Performance 0 0 2 33 0 1 67 174
How has the Relevance of Institutional Brokerage Changed? 0 0 0 2 0 0 6 23
How much does tax erode fund excess returns? 0 0 0 3 1 1 10 26
Identifying Hedge Fund Skill by Using Peer Cohorts 0 0 0 0 0 0 8 9
Individual Investors and Broker Types 1 1 1 11 2 2 12 81
Industry concentration, excess returns and innovation in Australia 0 0 0 5 0 1 8 55
Institutional Dividend Clienteles Under an Imputation Tax System 0 0 0 5 0 0 11 49
Institutional investment flows and the determinants of top fund manager turnover 0 0 1 20 0 1 9 113
Institutional trading and share returns 0 0 0 14 1 2 12 108
Institutional trading around the ex-dividend day 0 0 0 9 3 5 12 69
International equity funds, performance, and investor flows: Australian evidence 0 0 0 42 0 0 3 161
Investment manager characteristics, strategy, top management changes and fund performance 0 0 0 73 1 2 15 296
Investment manager skill in small-cap equities 0 0 0 2 1 3 11 24
In‐house asset management in the Australian superannuation industry 0 1 1 4 1 4 6 29
Is Index Performance Achievable? An Analysis of Australian Equity Index Funds 1 1 3 39 2 4 15 144
Momentum investing and the asset allocation decision 0 0 0 52 0 1 12 287
Out-of-sample stock return predictability in Australia 0 0 0 9 1 3 15 91
Portfolio Concentration and Investment Manager Performance* 0 0 2 126 4 7 20 500
Portfolio Quality and Mutual Fund Performance 0 0 0 12 1 2 14 65
Portfolio pumping: An examination of investment manager quarter-end trading and impact on performance 0 0 0 53 1 5 20 281
Portfolio selection, diversification and fund‐of‐funds: a note 0 0 0 111 1 8 23 357
Quality investing in an Australian context 0 0 0 8 0 0 12 70
Seasonality in Fund Performance: An Examination of the Portfolio Holdings and Trades of Investment Managers 0 0 0 11 0 0 10 59
Size and investment performance: a research note 0 0 1 46 1 4 8 119
Style Drift and Portfolio Management for Active Australian Equity Funds 0 1 1 16 0 1 5 70
Style factor timing: An application to the portfolio holdings of US fund managers 0 0 0 24 0 4 17 192
Tactical Asset Allocation: Australian Evidence 0 0 0 11 1 3 17 69
Taxes, Order Imbalance and Abnormal Returns around the ex‐Dividend day 0 0 0 3 3 4 19 42
Testing the effect of portfolio holdings disclosure in an environment absent of mandatory disclosure 0 0 0 3 0 1 10 31
Testing the effect of portfolio holdings disclosure in an environment absent of mandatory disclosure 0 0 2 5 1 2 11 37
The Index Tracking Strategies of Passive and Enhanced Index Equity Funds 0 0 1 13 5 6 18 57
The Performance of Active Australian Bond Funds 0 0 0 8 0 2 9 43
The State of Origin of Australian Equity: Does Active Fund Manager Location Matter? 0 0 0 0 0 2 5 30
The Use of Derivatives by Investment Managers and Implications for Portfolio Performance and Risk* 0 0 1 95 2 3 13 350
The Value of Alpha Forecasts in Portfolio Construction 0 0 1 7 0 1 4 55
The effect of data availability in measuring fund managers’ after‐tax alphas 0 0 0 4 0 2 6 30
The evaluation of active manager returns in a non-symmetrical environment 0 0 0 2 1 2 14 20
The implications of blending specialist active equity fund management 0 0 0 0 1 2 7 11
Thirty Years of Published Research in the Australian Journal of Management 0 0 0 0 0 1 6 23
Top Management Turnover: An Analysis of Active Australian Investment Managers 0 0 0 4 0 2 9 40
Top Management Turnover: An Examination of Portfolio Holdings and Fund Performance 0 0 0 6 1 2 14 40
Trading behaviour and the performance of daily institutional trades 0 0 0 14 0 0 10 101
Transaction costs and institutional trading in small-cap equity funds 0 0 0 0 0 1 11 14
Which institutional investor types are the most informed? 0 0 2 10 0 3 21 54
Total Journal Articles 3 5 24 1,150 45 131 823 6,092


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 0 4 1 3 11 34
Total Chapters 0 0 0 4 1 3 11 34


Statistics updated 2026-10-11