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 8 8 179
The evaluation of active manager returns in a non-symmetrical environment 0 0 0 0 1 1 1 10
Where Do Australian Active Equity Managers Outperform? 0 0 0 0 0 1 2 8
Total Working Papers 0 1 1 67 5 10 11 197


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 1 4 8 27
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 0 1 9 1 4 11 54
Are active fund managers collectors of private information or fast interpreters of public information? 0 0 0 12 0 1 2 91
Are funds true to label? A note on matching qualitative and quantitative information 0 0 0 0 1 2 2 20
Attribution of investment performance: an analysis of Australian pooled superannuation funds* 0 0 0 24 2 3 4 117
Benchmarking benchmarks: measuring characteristic selectivity using portfolio holdings data 0 0 0 48 1 2 5 284
Broker recommendations and Australian small‐cap equity fund management 0 0 0 5 3 3 3 71
Capacity Constraints in Hedge Funds: The Relation between Fund Performance and Cohort Size 0 0 0 0 1 1 2 3
Cross-region and cross-sector asset allocation with regimes 0 0 1 16 5 6 9 72
Dissecting anomalies in the Australian stock market 0 0 0 13 1 1 2 81
Do active fund managers care about capital gains tax efficiency? 0 0 0 28 0 1 2 137
Does portfolio emulation outperform its target funds? 0 0 0 1 1 2 3 38
Follow the leader: fund managers trading in signal‐strength sequence 0 0 0 0 1 1 2 57
Fund Size, Transaction Costs and Performance: Size Matters! 0 0 0 16 0 2 6 73
Further analysis of the liquidity and information components of institutional orders: Active versus passive funds 0 0 0 21 2 3 3 77
Global Equity Fund Performance: An Attribution Approach 0 0 0 0 1 1 2 3
Global equity fund performance adjusted for equity and currency factors 0 0 3 7 0 2 10 21
Governance through Trading: Institutional Swing Trades and Subsequent Firm Performance 0 0 0 31 3 8 10 115
How has the Relevance of Institutional Brokerage Changed? 0 0 0 2 0 1 2 18
How much does tax erode fund excess returns? 0 0 0 3 2 2 3 18
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 4 6 73
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 1 2 3 106
Institutional trading and share returns 0 0 0 14 0 0 1 96
Institutional trading around the ex-dividend day 0 0 0 9 1 2 3 59
International equity funds, performance, and investor flows: Australian evidence 0 0 0 42 1 1 3 159
Investment manager characteristics, strategy, top management changes and fund performance 0 0 0 73 2 3 6 284
Investment manager skill in small-cap equities 0 0 0 2 0 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 3 7 132
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 1 4 6 80
Portfolio Concentration and Investment Manager Performance* 2 2 6 126 3 7 17 487
Portfolio Quality and Mutual Fund Performance 0 0 0 12 2 5 5 56
Portfolio pumping: An examination of investment manager quarter-end trading and impact on performance 0 0 0 53 0 3 8 264
Portfolio selection, diversification and fund‐of‐funds: a note 0 0 1 111 0 1 2 335
Quality investing in an Australian context 0 0 0 8 1 4 6 62
Seasonality in Fund Performance: An Examination of the Portfolio Holdings and Trades of Investment Managers 0 0 0 11 1 2 3 51
Size and investment performance: a research note 0 1 3 46 1 3 8 114
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 2 3 5 178
Tactical Asset Allocation: Australian Evidence 0 0 1 11 0 5 8 57
Taxes, Order Imbalance and Abnormal Returns around the ex‐Dividend day 0 0 0 3 1 3 5 26
Testing the effect of portfolio holdings disclosure in an environment absent of mandatory disclosure 0 0 0 3 1 3 5 24
Testing the effect of portfolio holdings disclosure in an environment absent of mandatory disclosure 0 0 1 3 0 2 4 28
The Index Tracking Strategies of Passive and Enhanced Index Equity Funds 0 0 0 12 0 4 7 43
The Performance of Active Australian Bond Funds 0 0 0 8 1 2 4 36
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 5 5 342
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 2 2 3 8
The implications of blending specialist active equity fund management 0 0 0 0 2 2 3 6
Thirty Years of Published Research in the Australian Journal of Management 0 0 0 0 1 1 5 18
Top Management Turnover: An Analysis of Active Australian Investment Managers 0 0 0 4 0 1 2 32
Top Management Turnover: An Examination of Portfolio Holdings and Fund Performance 0 0 1 6 2 6 8 32
Trading behaviour and the performance of daily institutional trades 0 0 0 14 1 3 6 94
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 2 5 23 1,131 58 145 273 5,414


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 1 1 7 24
Total Chapters 0 0 1 4 1 1 7 24


Statistics updated 2026-01-09