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 1 1 67 4 11 12 183
The evaluation of active manager returns in a non-symmetrical environment 0 0 0 0 2 3 3 12
Where Do Australian Active Equity Managers Outperform? 0 0 0 0 2 2 4 10
Total Working Papers 0 1 1 67 8 16 19 205


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 1 2 34
A new perspective on performance persistence: evidence using portfolio holdings 0 0 0 2 4 5 12 31
Active investment manager portfolios and preferences for stock characteristics 0 0 0 24 2 2 3 117
Alpha generation in portfolio management: Long-run Australian equity fund evidence 0 0 1 9 4 8 14 58
Are active fund managers collectors of private information or fast interpreters of public information? 0 0 0 12 6 7 8 97
Are funds true to label? A note on matching qualitative and quantitative information 0 0 0 0 1 3 3 21
Attribution of investment performance: an analysis of Australian pooled superannuation funds* 0 0 0 24 2 4 6 119
Benchmarking benchmarks: measuring characteristic selectivity using portfolio holdings data 0 0 0 48 3 4 8 287
Broker recommendations and Australian small‐cap equity fund management 0 0 0 5 2 5 5 73
Capacity Constraints in Hedge Funds: The Relation between Fund Performance and Cohort Size 0 0 0 0 2 3 4 5
Cross-region and cross-sector asset allocation with regimes 1 1 2 17 5 10 14 77
Dissecting anomalies in the Australian stock market 0 0 0 13 0 1 2 81
Do active fund managers care about capital gains tax efficiency? 0 0 0 28 2 3 4 139
Does portfolio emulation outperform its target funds? 0 0 0 1 1 2 4 39
Follow the leader: fund managers trading in signal‐strength sequence 0 0 0 0 3 4 5 60
Fund Size, Transaction Costs and Performance: Size Matters! 0 0 0 16 8 10 14 81
Further analysis of the liquidity and information components of institutional orders: Active versus passive funds 0 0 0 21 0 3 3 77
Global Equity Fund Performance: An Attribution Approach 0 0 0 0 2 3 4 5
Global equity fund performance adjusted for equity and currency factors 0 0 3 7 3 5 13 24
Governance through Trading: Institutional Swing Trades and Subsequent Firm Performance 0 0 0 31 4 11 13 119
How has the Relevance of Institutional Brokerage Changed? 0 0 0 2 4 4 6 22
How much does tax erode fund excess returns? 0 0 0 3 3 5 6 21
Identifying Hedge Fund Skill by Using Peer Cohorts 0 0 0 0 2 2 3 3
Individual Investors and Broker Types 0 0 0 10 3 7 9 76
Industry concentration, excess returns and innovation in Australia 0 0 2 5 5 5 9 53
Institutional Dividend Clienteles Under an Imputation Tax System 0 0 0 5 4 4 7 44
Institutional investment flows and the determinants of top fund manager turnover 0 0 0 19 1 2 4 107
Institutional trading and share returns 0 0 0 14 1 1 2 97
Institutional trading around the ex-dividend day 0 0 0 9 4 5 6 63
International equity funds, performance, and investor flows: Australian evidence 0 0 0 42 0 1 3 159
Investment manager characteristics, strategy, top management changes and fund performance 0 0 0 73 4 6 10 288
Investment manager skill in small-cap equities 0 0 0 2 3 5 6 18
In‐house asset management in the Australian superannuation industry 0 0 0 3 1 1 2 24
Is Index Performance Achievable? An Analysis of Australian Equity Index Funds 0 0 2 37 4 6 9 136
Momentum investing and the asset allocation decision 0 0 0 52 1 1 5 278
Out-of-sample stock return predictability in Australia 0 0 0 9 4 7 10 84
Portfolio Concentration and Investment Manager Performance* 0 2 4 126 0 6 10 487
Portfolio Quality and Mutual Fund Performance 0 0 0 12 1 6 6 57
Portfolio pumping: An examination of investment manager quarter-end trading and impact on performance 0 0 0 53 2 4 9 266
Portfolio selection, diversification and fund‐of‐funds: a note 0 0 1 111 3 4 5 338
Quality investing in an Australian context 0 0 0 8 5 8 11 67
Seasonality in Fund Performance: An Examination of the Portfolio Holdings and Trades of Investment Managers 0 0 0 11 5 7 8 56
Size and investment performance: a research note 0 1 2 46 0 2 7 114
Style Drift and Portfolio Management for Active Australian Equity Funds 0 0 0 15 2 2 4 67
Style factor timing: An application to the portfolio holdings of US fund managers 0 0 0 24 4 6 9 182
Tactical Asset Allocation: Australian Evidence 0 0 1 11 2 3 10 59
Taxes, Order Imbalance and Abnormal Returns around the ex‐Dividend day 0 0 0 3 3 6 8 29
Testing the effect of portfolio holdings disclosure in an environment absent of mandatory disclosure 0 0 0 3 3 4 8 27
Testing the effect of portfolio holdings disclosure in an environment absent of mandatory disclosure 1 1 2 4 2 4 6 30
The Index Tracking Strategies of Passive and Enhanced Index Equity Funds 0 0 0 12 1 2 7 44
The Performance of Active Australian Bond Funds 0 0 0 8 2 4 5 38
The State of Origin of Australian Equity: Does Active Fund Manager Location Matter? 0 0 0 0 2 2 4 27
The Use of Derivatives by Investment Managers and Implications for Portfolio Performance and Risk* 0 0 1 95 4 8 9 346
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 1 1 4 26
The evaluation of active manager returns in a non-symmetrical environment 0 0 0 2 4 6 7 12
The implications of blending specialist active equity fund management 0 0 0 0 2 4 4 8
Thirty Years of Published Research in the Australian Journal of Management 0 0 0 0 1 2 6 19
Top Management Turnover: An Analysis of Active Australian Investment Managers 0 0 0 4 1 2 3 33
Top Management Turnover: An Examination of Portfolio Holdings and Fund Performance 0 0 1 6 3 7 11 35
Trading behaviour and the performance of daily institutional trades 0 0 0 14 2 4 8 96
Transaction costs and institutional trading in small-cap equity funds 0 0 0 0 4 4 4 7
Which institutional investor types are the most informed? 0 0 0 8 2 2 3 35
Total Journal Articles 2 5 22 1,133 159 266 415 5,573


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 4 5 10 28
Total Chapters 0 0 0 4 4 5 10 28


Statistics updated 2026-02-12