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 1 1 1 67 3 4 4 175
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 2 8
Total Working Papers 1 1 1 67 3 5 6 192


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 1 1 2 34
A new perspective on performance persistence: evidence using portfolio holdings 0 0 0 2 0 4 7 26
Active investment manager portfolios and preferences for stock characteristics 0 0 0 24 0 0 1 115
Alpha generation in portfolio management: Long-run Australian equity fund evidence 0 1 1 9 3 4 10 53
Are active fund managers collectors of private information or fast interpreters of public information? 0 0 0 12 1 1 2 91
Are funds true to label? A note on matching qualitative and quantitative information 0 0 0 0 1 1 1 19
Attribution of investment performance: an analysis of Australian pooled superannuation funds* 0 0 0 24 0 1 2 115
Benchmarking benchmarks: measuring characteristic selectivity using portfolio holdings data 0 0 0 48 0 1 4 283
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 2 16 0 1 5 67
Dissecting anomalies in the Australian stock market 0 0 0 13 0 0 1 80
Do active fund managers care about capital gains tax efficiency? 0 0 0 28 1 1 2 137
Does portfolio emulation outperform its target funds? 0 0 0 1 0 1 2 37
Follow the leader: fund managers trading in signal‐strength sequence 0 0 0 0 0 1 1 56
Fund Size, Transaction Costs and Performance: Size Matters! 0 0 0 16 2 2 6 73
Further analysis of the liquidity and information components of institutional orders: Active versus passive funds 0 0 0 21 1 1 1 75
Global Equity Fund Performance: An Attribution Approach 0 0 0 0 0 0 1 2
Global equity fund performance adjusted for equity and currency factors 0 0 3 7 2 3 11 21
Governance through Trading: Institutional Swing Trades and Subsequent Firm Performance 0 0 0 31 4 5 7 112
How has the Relevance of Institutional Brokerage Changed? 0 0 0 2 0 2 2 18
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 0 0 1 1
Individual Investors and Broker Types 0 0 0 10 2 2 4 71
Industry concentration, excess returns and innovation in Australia 0 0 2 5 0 1 4 48
Institutional Dividend Clienteles Under an Imputation Tax System 0 0 0 5 0 2 3 40
Institutional investment flows and the determinants of top fund manager turnover 0 0 0 19 0 1 2 105
Institutional trading and share returns 0 0 0 14 0 0 2 96
Institutional trading around the ex-dividend day 0 0 0 9 0 1 2 58
International equity funds, performance, and investor flows: Australian evidence 0 0 0 42 0 0 2 158
Investment manager characteristics, strategy, top management changes and fund performance 0 0 0 73 0 1 4 282
Investment manager skill in small-cap equities 0 0 0 2 2 2 3 15
In‐house asset management in the Australian superannuation industry 0 0 0 3 0 0 1 23
Is Index Performance Achievable? An Analysis of Australian Equity Index Funds 0 1 2 37 1 2 6 131
Momentum investing and the asset allocation decision 0 0 0 52 0 2 4 277
Out-of-sample stock return predictability in Australia 0 0 0 9 2 4 5 79
Portfolio Concentration and Investment Manager Performance* 0 0 4 124 3 4 15 484
Portfolio Quality and Mutual Fund Performance 0 0 0 12 3 3 3 54
Portfolio pumping: An examination of investment manager quarter-end trading and impact on performance 0 0 0 53 2 3 8 264
Portfolio selection, diversification and fund‐of‐funds: a note 0 0 1 111 1 1 2 335
Quality investing in an Australian context 0 0 0 8 2 4 5 61
Seasonality in Fund Performance: An Examination of the Portfolio Holdings and Trades of Investment Managers 0 0 0 11 1 1 2 50
Size and investment performance: a research note 1 1 3 46 1 2 7 113
Style Drift and Portfolio Management for Active Australian Equity Funds 0 0 0 15 0 0 2 65
Style factor timing: An application to the portfolio holdings of US fund managers 0 0 0 24 0 1 3 176
Tactical Asset Allocation: Australian Evidence 0 1 1 11 1 6 8 57
Taxes, Order Imbalance and Abnormal Returns around the ex‐Dividend day 0 0 0 3 2 2 4 25
Testing the effect of portfolio holdings disclosure in an environment absent of mandatory disclosure 0 0 1 3 2 2 4 28
Testing the effect of portfolio holdings disclosure in an environment absent of mandatory disclosure 0 0 0 3 0 2 4 23
The Index Tracking Strategies of Passive and Enhanced Index Equity Funds 0 0 0 12 1 4 7 43
The Performance of Active Australian Bond Funds 0 0 0 8 1 1 3 35
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 1 1 95 2 3 3 340
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 3 25
The evaluation of active manager returns in a non-symmetrical environment 0 0 0 2 0 0 1 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 0 4 17
Top Management Turnover: An Analysis of Active Australian Investment Managers 0 0 0 4 1 1 2 32
Top Management Turnover: An Examination of Portfolio Holdings and Fund Performance 0 1 1 6 2 6 6 30
Trading behaviour and the performance of daily institutional trades 0 0 0 14 1 2 5 93
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 0 8 0 0 1 33
Total Journal Articles 1 6 22 1,129 49 97 219 5,356


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 0 0 6 23
Total Chapters 0 0 1 4 0 0 6 23


Statistics updated 2025-12-06