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 0 1 13 184
The evaluation of active manager returns in a non-symmetrical environment 0 0 0 0 0 3 8 17
Where Do Australian Active Equity Managers Outperform? 0 0 0 0 0 3 8 14
Total Working Papers 0 0 1 67 0 7 29 215


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 6 39
A new perspective on performance persistence: evidence using portfolio holdings 0 0 0 2 0 8 23 44
Active investment manager portfolios and preferences for stock characteristics 0 0 0 24 0 4 8 122
Alpha generation in portfolio management: Long-run Australian equity fund evidence 0 0 1 9 4 10 22 70
Are active fund managers collectors of private information or fast interpreters of public information? 0 0 0 12 0 0 9 98
Are funds true to label? A note on matching qualitative and quantitative information 0 0 0 0 0 7 10 28
Attribution of investment performance: an analysis of Australian pooled superannuation funds* 0 0 0 24 1 2 12 126
Benchmarking benchmarks: measuring characteristic selectivity using portfolio holdings data 0 0 0 48 2 3 10 291
Broker recommendations and Australian small‐cap equity fund management 0 0 0 5 1 3 10 78
Capacity Constraints in Hedge Funds: The Relation between Fund Performance and Cohort Size 0 0 0 0 1 4 7 9
Cross-region and cross-sector asset allocation with regimes 0 0 2 18 0 1 15 81
Dissecting anomalies in the Australian stock market 1 1 1 14 2 3 6 86
Do active fund managers care about capital gains tax efficiency? 0 0 0 28 0 4 8 144
Does portfolio emulation outperform its target funds? 0 0 0 1 2 4 9 45
Follow the leader: fund managers trading in signal‐strength sequence 0 0 0 0 0 0 6 61
Fund Size, Transaction Costs and Performance: Size Matters! 0 0 0 16 0 12 24 95
Further analysis of the liquidity and information components of institutional orders: Active versus passive funds 0 0 0 21 0 1 4 78
Global Equity Fund Performance: An Attribution Approach 0 0 0 0 0 17 39 41
Global equity fund performance adjusted for equity and currency factors 0 0 1 8 0 1 8 26
Governance through Trading: Institutional Swing Trades and Subsequent Firm Performance 0 2 2 33 11 40 67 173
How has the Relevance of Institutional Brokerage Changed? 0 0 0 2 0 1 7 23
How much does tax erode fund excess returns? 0 0 0 3 0 1 9 25
Identifying Hedge Fund Skill by Using Peer Cohorts 0 0 0 0 2 4 9 9
Individual Investors and Broker Types 0 0 0 10 0 0 11 79
Industry concentration, excess returns and innovation in Australia 0 0 0 5 0 1 7 54
Institutional Dividend Clienteles Under an Imputation Tax System 0 0 0 5 0 4 12 49
Institutional investment flows and the determinants of top fund manager turnover 0 1 1 20 1 2 8 112
Institutional trading and share returns 0 0 0 14 1 6 10 106
Institutional trading around the ex-dividend day 0 0 0 9 0 0 7 64
International equity funds, performance, and investor flows: Australian evidence 0 0 0 42 1 2 4 161
Investment manager characteristics, strategy, top management changes and fund performance 0 0 0 73 0 4 13 294
Investment manager skill in small-cap equities 0 0 0 2 0 2 9 21
In‐house asset management in the Australian superannuation industry 0 0 0 3 0 1 3 25
Is Index Performance Achievable? An Analysis of Australian Equity Index Funds 0 1 2 38 0 4 11 140
Momentum investing and the asset allocation decision 0 0 0 52 1 5 12 286
Out-of-sample stock return predictability in Australia 0 0 0 9 0 3 14 88
Portfolio Concentration and Investment Manager Performance* 0 0 3 126 0 4 15 493
Portfolio Quality and Mutual Fund Performance 0 0 0 12 0 6 12 63
Portfolio pumping: An examination of investment manager quarter-end trading and impact on performance 0 0 0 53 5 10 17 276
Portfolio selection, diversification and fund‐of‐funds: a note 0 0 1 111 1 7 16 349
Quality investing in an Australian context 0 0 0 8 0 3 13 70
Seasonality in Fund Performance: An Examination of the Portfolio Holdings and Trades of Investment Managers 0 0 0 11 2 3 10 59
Size and investment performance: a research note 0 0 1 46 0 1 6 115
Style Drift and Portfolio Management for Active Australian Equity Funds 0 0 0 15 0 2 4 69
Style factor timing: An application to the portfolio holdings of US fund managers 0 0 0 24 1 3 14 188
Tactical Asset Allocation: Australian Evidence 0 0 1 11 0 5 17 66
Taxes, Order Imbalance and Abnormal Returns around the ex‐Dividend day 0 0 0 3 0 7 15 38
Testing the effect of portfolio holdings disclosure in an environment absent of mandatory disclosure 0 0 0 3 0 1 10 30
Testing the effect of portfolio holdings disclosure in an environment absent of mandatory disclosure 0 1 2 5 0 4 9 35
The Index Tracking Strategies of Passive and Enhanced Index Equity Funds 1 1 1 13 1 7 14 51
The Performance of Active Australian Bond Funds 0 0 0 8 0 2 7 41
The State of Origin of Australian Equity: Does Active Fund Manager Location Matter? 0 0 0 0 0 1 3 28
The Use of Derivatives by Investment Managers and Implications for Portfolio Performance and Risk* 0 0 1 95 0 0 10 347
The Value of Alpha Forecasts in Portfolio Construction 1 1 1 7 1 2 3 54
The effect of data availability in measuring fund managers’ after‐tax alphas 0 0 0 4 0 2 5 28
The evaluation of active manager returns in a non-symmetrical environment 0 0 0 2 0 4 12 18
The implications of blending specialist active equity fund management 0 0 0 0 0 1 5 9
Thirty Years of Published Research in the Australian Journal of Management 0 0 0 0 0 2 8 22
Top Management Turnover: An Analysis of Active Australian Investment Managers 0 0 0 4 1 3 8 38
Top Management Turnover: An Examination of Portfolio Holdings and Fund Performance 0 0 1 6 0 3 14 38
Trading behaviour and the performance of daily institutional trades 0 0 0 14 1 4 11 101
Transaction costs and institutional trading in small-cap equity funds 0 0 0 0 0 1 10 13
Which institutional investor types are the most informed? 0 1 2 10 4 15 19 51
Total Journal Articles 3 9 24 1,145 47 269 736 5,961


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 0 2 11 31
Total Chapters 0 0 0 4 0 2 11 31


Statistics updated 2026-07-10