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 1 13 184
The evaluation of active manager returns in a non-symmetrical environment 0 0 0 0 3 5 8 17
Where Do Australian Active Equity Managers Outperform? 0 0 0 0 0 1 5 11
Total Working Papers 0 0 1 67 4 7 26 212


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 2 5 7 39
A new perspective on performance persistence: evidence using portfolio holdings 0 0 0 2 5 10 20 41
Active investment manager portfolios and preferences for stock characteristics 0 0 0 24 4 5 8 122
Alpha generation in portfolio management: Long-run Australian equity fund evidence 0 0 1 9 4 6 16 64
Are active fund managers collectors of private information or fast interpreters of public information? 0 0 0 12 0 1 9 98
Are funds true to label? A note on matching qualitative and quantitative information 0 0 0 0 5 5 8 26
Attribution of investment performance: an analysis of Australian pooled superannuation funds* 0 0 0 24 1 6 12 125
Benchmarking benchmarks: measuring characteristic selectivity using portfolio holdings data 0 0 0 48 1 2 9 289
Broker recommendations and Australian small‐cap equity fund management 0 0 0 5 1 3 8 76
Capacity Constraints in Hedge Funds: The Relation between Fund Performance and Cohort Size 0 0 0 0 3 3 6 8
Cross-region and cross-sector asset allocation with regimes 0 1 3 18 1 4 17 81
Dissecting anomalies in the Australian stock market 0 0 0 13 1 3 5 84
Do active fund managers care about capital gains tax efficiency? 0 0 0 28 2 3 6 142
Does portfolio emulation outperform its target funds? 0 0 0 1 1 3 6 42
Follow the leader: fund managers trading in signal‐strength sequence 0 0 0 0 0 1 6 61
Fund Size, Transaction Costs and Performance: Size Matters! 0 0 0 16 12 14 25 95
Further analysis of the liquidity and information components of institutional orders: Active versus passive funds 0 0 0 21 0 0 3 77
Global Equity Fund Performance: An Attribution Approach 0 0 0 0 10 29 32 34
Global equity fund performance adjusted for equity and currency factors 0 1 4 8 1 2 13 26
Governance through Trading: Institutional Swing Trades and Subsequent Firm Performance 0 0 0 31 4 18 31 137
How has the Relevance of Institutional Brokerage Changed? 0 0 0 2 1 1 7 23
How much does tax erode fund excess returns? 0 0 0 3 1 4 10 25
Identifying Hedge Fund Skill by Using Peer Cohorts 0 0 0 0 2 4 7 7
Individual Investors and Broker Types 0 0 0 10 0 3 12 79
Industry concentration, excess returns and innovation in Australia 0 0 1 5 0 0 8 53
Institutional Dividend Clienteles Under an Imputation Tax System 0 0 0 5 4 5 12 49
Institutional investment flows and the determinants of top fund manager turnover 0 0 0 19 0 3 6 110
Institutional trading and share returns 0 0 0 14 3 6 7 103
Institutional trading around the ex-dividend day 0 0 0 9 0 1 7 64
International equity funds, performance, and investor flows: Australian evidence 0 0 0 42 1 1 4 160
Investment manager characteristics, strategy, top management changes and fund performance 0 0 0 73 2 4 12 292
Investment manager skill in small-cap equities 0 0 0 2 2 3 9 21
In‐house asset management in the Australian superannuation industry 0 0 0 3 1 1 3 25
Is Index Performance Achievable? An Analysis of Australian Equity Index Funds 1 1 3 38 3 3 11 139
Momentum investing and the asset allocation decision 0 0 0 52 2 5 9 283
Out-of-sample stock return predictability in Australia 0 0 0 9 2 3 13 87
Portfolio Concentration and Investment Manager Performance* 0 0 3 126 3 5 14 492
Portfolio Quality and Mutual Fund Performance 0 0 0 12 4 4 10 61
Portfolio pumping: An examination of investment manager quarter-end trading and impact on performance 0 0 0 53 3 3 10 269
Portfolio selection, diversification and fund‐of‐funds: a note 0 0 1 111 5 9 14 347
Quality investing in an Australian context 0 0 0 8 1 1 11 68
Seasonality in Fund Performance: An Examination of the Portfolio Holdings and Trades of Investment Managers 0 0 0 11 1 1 9 57
Size and investment performance: a research note 0 0 2 46 1 1 7 115
Style Drift and Portfolio Management for Active Australian Equity Funds 0 0 0 15 2 2 6 69
Style factor timing: An application to the portfolio holdings of US fund managers 0 0 0 24 2 5 14 187
Tactical Asset Allocation: Australian Evidence 0 0 1 11 3 5 15 64
Taxes, Order Imbalance and Abnormal Returns around the ex‐Dividend day 0 0 0 3 4 6 13 35
Testing the effect of portfolio holdings disclosure in an environment absent of mandatory disclosure 1 1 3 5 3 4 10 34
Testing the effect of portfolio holdings disclosure in an environment absent of mandatory disclosure 0 0 0 3 1 3 11 30
The Index Tracking Strategies of Passive and Enhanced Index Equity Funds 0 0 0 12 5 5 12 49
The Performance of Active Australian Bond Funds 0 0 0 8 2 3 7 41
The State of Origin of Australian Equity: Does Active Fund Manager Location Matter? 0 0 0 0 1 1 3 28
The Use of Derivatives by Investment Managers and Implications for Portfolio Performance and Risk* 0 0 1 95 0 1 10 347
The Value of Alpha Forecasts in Portfolio Construction 0 0 0 6 1 2 2 53
The effect of data availability in measuring fund managers’ after‐tax alphas 0 0 0 4 2 2 6 28
The evaluation of active manager returns in a non-symmetrical environment 0 0 0 2 4 6 12 18
The implications of blending specialist active equity fund management 0 0 0 0 1 1 5 9
Thirty Years of Published Research in the Australian Journal of Management 0 0 0 0 2 3 9 22
Top Management Turnover: An Analysis of Active Australian Investment Managers 0 0 0 4 1 3 6 36
Top Management Turnover: An Examination of Portfolio Holdings and Fund Performance 0 0 1 6 2 2 13 37
Trading behaviour and the performance of daily institutional trades 0 0 0 14 2 3 11 99
Transaction costs and institutional trading in small-cap equity funds 0 0 0 0 1 6 10 13
Which institutional investor types are the most informed? 1 2 2 10 6 7 10 42
Total Journal Articles 3 6 26 1,139 145 264 644 5,837


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 2 3 13 31
Total Chapters 0 0 0 4 2 3 13 31


Statistics updated 2026-05-06