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 4 12 183
The evaluation of active manager returns in a non-symmetrical environment 0 0 0 0 1 4 5 14
Where Do Australian Active Equity Managers Outperform? 0 0 0 0 0 3 5 11
Total Working Papers 0 0 1 67 1 11 22 208


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 3 5 37
A new perspective on performance persistence: evidence using portfolio holdings 0 0 0 2 4 9 15 36
Active investment manager portfolios and preferences for stock characteristics 0 0 0 24 1 3 4 118
Alpha generation in portfolio management: Long-run Australian equity fund evidence 0 0 1 9 2 6 12 60
Are active fund managers collectors of private information or fast interpreters of public information? 0 0 0 12 1 7 9 98
Are funds true to label? A note on matching qualitative and quantitative information 0 0 0 0 0 1 3 21
Attribution of investment performance: an analysis of Australian pooled superannuation funds* 0 0 0 24 4 7 11 124
Benchmarking benchmarks: measuring characteristic selectivity using portfolio holdings data 0 0 0 48 1 4 8 288
Broker recommendations and Australian small‐cap equity fund management 0 0 0 5 1 4 7 75
Capacity Constraints in Hedge Funds: The Relation between Fund Performance and Cohort Size 0 0 0 0 0 2 4 5
Cross-region and cross-sector asset allocation with regimes 1 2 3 18 3 8 16 80
Dissecting anomalies in the Australian stock market 0 0 0 13 0 2 4 83
Do active fund managers care about capital gains tax efficiency? 0 0 0 28 0 3 4 140
Does portfolio emulation outperform its target funds? 0 0 0 1 2 3 6 41
Follow the leader: fund managers trading in signal‐strength sequence 0 0 0 0 0 4 6 61
Fund Size, Transaction Costs and Performance: Size Matters! 0 0 0 16 1 10 15 83
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 19 21 22 24
Global equity fund performance adjusted for equity and currency factors 0 1 4 8 0 4 13 25
Governance through Trading: Institutional Swing Trades and Subsequent Firm Performance 0 0 0 31 11 18 27 133
How has the Relevance of Institutional Brokerage Changed? 0 0 0 2 0 4 6 22
How much does tax erode fund excess returns? 0 0 0 3 2 6 9 24
Identifying Hedge Fund Skill by Using Peer Cohorts 0 0 0 0 0 4 5 5
Individual Investors and Broker Types 0 0 0 10 1 6 12 79
Industry concentration, excess returns and innovation in Australia 0 0 1 5 0 5 8 53
Institutional Dividend Clienteles Under an Imputation Tax System 0 0 0 5 0 5 8 45
Institutional investment flows and the determinants of top fund manager turnover 0 0 0 19 2 4 6 110
Institutional trading and share returns 0 0 0 14 1 4 5 100
Institutional trading around the ex-dividend day 0 0 0 9 1 5 7 64
International equity funds, performance, and investor flows: Australian evidence 0 0 0 42 0 0 3 159
Investment manager characteristics, strategy, top management changes and fund performance 0 0 0 73 1 6 10 290
Investment manager skill in small-cap equities 0 0 0 2 1 4 7 19
In‐house asset management in the Australian superannuation industry 0 0 0 3 0 1 2 24
Is Index Performance Achievable? An Analysis of Australian Equity Index Funds 0 0 2 37 0 4 8 136
Momentum investing and the asset allocation decision 0 0 0 52 1 4 7 281
Out-of-sample stock return predictability in Australia 0 0 0 9 1 5 11 85
Portfolio Concentration and Investment Manager Performance* 0 0 4 126 1 2 12 489
Portfolio Quality and Mutual Fund Performance 0 0 0 12 0 1 6 57
Portfolio pumping: An examination of investment manager quarter-end trading and impact on performance 0 0 0 53 0 2 8 266
Portfolio selection, diversification and fund‐of‐funds: a note 0 0 1 111 2 7 9 342
Quality investing in an Australian context 0 0 0 8 0 5 10 67
Seasonality in Fund Performance: An Examination of the Portfolio Holdings and Trades of Investment Managers 0 0 0 11 0 5 8 56
Size and investment performance: a research note 0 0 2 46 0 0 7 114
Style Drift and Portfolio Management for Active Australian Equity Funds 0 0 0 15 0 2 4 67
Style factor timing: An application to the portfolio holdings of US fund managers 0 0 0 24 1 7 12 185
Tactical Asset Allocation: Australian Evidence 0 0 1 11 0 4 12 61
Taxes, Order Imbalance and Abnormal Returns around the ex‐Dividend day 0 0 0 3 0 5 9 31
Testing the effect of portfolio holdings disclosure in an environment absent of mandatory disclosure 0 1 2 4 1 3 7 31
Testing the effect of portfolio holdings disclosure in an environment absent of mandatory disclosure 0 0 0 3 1 5 10 29
The Index Tracking Strategies of Passive and Enhanced Index Equity Funds 0 0 0 12 0 1 7 44
The Performance of Active Australian Bond Funds 0 0 0 8 0 3 5 39
The State of Origin of Australian Equity: Does Active Fund Manager Location Matter? 0 0 0 0 0 2 3 27
The Use of Derivatives by Investment Managers and Implications for Portfolio Performance and Risk* 0 0 1 95 1 5 10 347
The Value of Alpha Forecasts in Portfolio Construction 0 0 0 6 1 1 1 52
The effect of data availability in measuring fund managers’ after‐tax alphas 0 0 0 4 0 1 4 26
The evaluation of active manager returns in a non-symmetrical environment 0 0 0 2 2 6 8 14
The implications of blending specialist active equity fund management 0 0 0 0 0 2 4 8
Thirty Years of Published Research in the Australian Journal of Management 0 0 0 0 1 2 7 20
Top Management Turnover: An Analysis of Active Australian Investment Managers 0 0 0 4 0 3 5 35
Top Management Turnover: An Examination of Portfolio Holdings and Fund Performance 0 0 1 6 0 3 11 35
Trading behaviour and the performance of daily institutional trades 0 0 0 14 0 3 9 97
Transaction costs and institutional trading in small-cap equity funds 0 0 0 0 0 9 9 12
Which institutional investor types are the most informed? 0 1 1 9 0 3 4 36
Total Journal Articles 1 5 24 1,136 72 278 509 5,692


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 1 5 11 29
Total Chapters 0 0 0 4 1 5 11 29


Statistics updated 2026-04-09