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Details about David R. Gallagher

E-mail:
Phone:+61438002000
Postal address:RoZetta Institute Level 3, 55 Harrington Street The Rocks, Sydney, N.S.W. 2000 AUSTRALIA
Workplace:UNSW Business School, UNSW Sydney, (more information at EDIRC)

Access statistics for papers by David R. Gallagher.

Last updated 2020-07-13. Update your information in the RePEc Author Service.

Short-id: pga424


Jump to Journal Articles Chapters

Working Papers

2013

  1. Industry Concentration, Excess Returns and Innovation in Australia
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney Downloads View citations (1)
    See also Journal Article in Accounting and Finance (2015)

2007

  1. Where Do Australian Active Equity Managers Outperform?
    Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney

2002

  1. The evaluation of active manager returns in a non-symmetrical environment
    Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney Downloads View citations (3)

Journal Articles

2019

  1. In‐house asset management in the Australian superannuation industry
    Accounting and Finance, 2019, 59, (S1), 615-655 Downloads
  2. The effect of data availability in measuring fund managers’ after‐tax alphas
    Accounting and Finance, 2019, 59, (S1), 411-448 Downloads
  3. Which institutional investor types are the most informed?
    Accounting and Finance, 2019, 59, (S1), 449-480 Downloads

2018

  1. A new perspective on performance persistence: evidence using portfolio holdings
    Accounting and Finance, 2018, 58, (1), 91-125 Downloads View citations (1)
  2. Taxes, Order Imbalance and Abnormal Returns around the ex‐Dividend day
    International Review of Finance, 2018, 18, (3), 379-409 Downloads

2017

  1. Are funds true to label? A note on matching qualitative and quantitative information
    Australian Journal of Management, 2017, 42, (2), 296-307 Downloads
  2. Testing the effect of portfolio holdings disclosure in an environment absent of mandatory disclosure
    Accounting and Finance, 2017, 57, 101-116 Downloads View citations (1)
    Also in Accounting and Finance, 2017, 57, (1), 113-129 (2017) Downloads View citations (1)

2016

  1. Alpha generation in portfolio management: Long-run Australian equity fund evidence
    Australian Journal of Management, 2016, 41, (1), 107-140 Downloads View citations (2)
  2. How has the Relevance of Institutional Brokerage Changed?
    International Review of Finance, 2016, 16, (4), 499-524 Downloads
  3. Institutional trading around the ex-dividend day
    Australian Journal of Management, 2016, 41, (2), 299-323 Downloads View citations (2)

2015

  1. A model of emulation funds
    Accounting and Finance, 2015, 55, (3), 717-748 Downloads
  2. Industry concentration, excess returns and innovation in Australia
    Accounting and Finance, 2015, 55, (2), 443-466 Downloads View citations (5)
    See also Working Paper (2013)
  3. Style factor timing: An application to the portfolio holdings of US fund managers
    Australian Journal of Management, 2015, 40, (2), 318-350 Downloads

2014

  1. Cross-region and cross-sector asset allocation with regimes
    Accounting and Finance, 2014, 54, (3), 809-846 Downloads View citations (3)
  2. Individual Investors and Broker Types
    Journal of Financial and Quantitative Analysis, 2014, 49, (2), 431-451 Downloads View citations (21)
  3. Portfolio Quality and Mutual Fund Performance
    International Review of Finance, 2014, 14, (4), 485-521 Downloads View citations (2)
  4. Quality investing in an Australian context
    Australian Journal of Management, 2014, 39, (4), 615-643 Downloads View citations (2)

2013

  1. Dissecting anomalies in the Australian stock market
    Australian Journal of Management, 2013, 38, (2), 353-373 Downloads View citations (13)
  2. Does portfolio emulation outperform its target funds?
    Australian Journal of Management, 2013, 38, (2), 401-427 Downloads View citations (2)
  3. Governance through Trading: Institutional Swing Trades and Subsequent Firm Performance
    Journal of Financial and Quantitative Analysis, 2013, 48, (2), 427-458 Downloads View citations (19)

2012

  1. Out-of-sample stock return predictability in Australia
    Australian Journal of Management, 2012, 37, (3), 461-479 Downloads View citations (10)

2011

  1. Broker recommendations and Australian small‐cap equity fund management
    Accounting and Finance, 2011, 51, (4), 893-922 Downloads View citations (4)
  2. Follow the leader: fund managers trading in signal‐strength sequence
    Accounting and Finance, 2011, 51, (3), 684-710 View citations (2)
  3. Institutional Dividend Clienteles Under an Imputation Tax System
    Journal of Business Finance & Accounting, 2011, 38, (1-2), 198-224 Downloads View citations (3)
  4. Institutional trading and share returns
    Journal of Banking & Finance, 2011, 35, (12), 3383-3399 Downloads View citations (17)

2010

  1. Are active fund managers collectors of private information or fast interpreters of public information?
    Accounting and Finance, 2010, 50, (3), 635-662 Downloads View citations (5)

2009

  1. Do active fund managers care about capital gains tax efficiency?
    Pacific-Basin Finance Journal, 2009, 17, (2), 257-270 Downloads View citations (2)
  2. Fund Size, Transaction Costs and Performance: Size Matters!
    Australian Journal of Management, 2009, 34, (1), 73-96 Downloads View citations (3)
  3. Portfolio pumping: An examination of investment manager quarter-end trading and impact on performance
    Pacific-Basin Finance Journal, 2009, 17, (1), 1-27 Downloads View citations (9)
  4. The Value of Alpha Forecasts in Portfolio Construction
    Australian Journal of Management, 2009, 34, (1), 97-121 Downloads

2008

  1. Benchmarking benchmarks: measuring characteristic selectivity using portfolio holdings data
    Accounting and Finance, 2008, 48, (5), 761-781 Downloads View citations (11)
  2. Style Drift and Portfolio Management for Active Australian Equity Funds
    Australian Journal of Management, 2008, 32, (3), 387-418 Downloads View citations (6)
  3. The State of Origin of Australian Equity: Does Active Fund Manager Location Matter?
    Australian Journal of Management, 2008, 32, (3), 503-523 Downloads View citations (2)

2007

  1. Institutional investment flows and the determinants of top fund manager turnover
    Accounting and Finance, 2007, 47, (2), 243-266 Downloads View citations (1)
  2. Momentum investing and the asset allocation decision
    Accounting and Finance, 2007, 47, (4), 571-598 Downloads View citations (2)

2006

  1. Active investment manager portfolios and preferences for stock characteristics
    Accounting and Finance, 2006, 46, (2), 169-190 Downloads View citations (4)
  2. Further analysis of the liquidity and information components of institutional orders: Active versus passive funds
    Pacific-Basin Finance Journal, 2006, 14, (5), 439-452 Downloads View citations (5)
  3. Seasonality in Fund Performance: An Examination of the Portfolio Holdings and Trades of Investment Managers
    Journal of Business Finance & Accounting, 2006, 33, (7‐8), 1240-1266 Downloads View citations (2)
  4. Thirty Years of Published Research in the Australian Journal of Management
    Australian Journal of Management, 2006, 31, (1), 141-160 Downloads View citations (1)
  5. Top Management Turnover: An Examination of Portfolio Holdings and Fund Performance
    Australian Journal of Management, 2006, 31, (2), 265-292 Downloads
  6. Trading behaviour and the performance of daily institutional trades
    Accounting and Finance, 2006, 46, (1), 125-147 Downloads View citations (19)

2005

  1. Portfolio Concentration and Investment Manager Performance*
    International Review of Finance, 2005, 5, (3‐4), 149-174 Downloads View citations (20)
  2. Portfolio selection, diversification and fund‐of‐funds: a note
    Accounting and Finance, 2005, 45, (2), 185-197 Downloads View citations (18)
  3. Size and investment performance: a research note
    Abacus, 2005, 41, (1), 55-65 Downloads View citations (7)
  4. Tactical Asset Allocation: Australian Evidence
    Australian Journal of Management, 2005, 30, (2), 261-282 Downloads View citations (10)
  5. The Index Tracking Strategies of Passive and Enhanced Index Equity Funds
    Australian Journal of Management, 2005, 30, (1), 23-55 Downloads View citations (6)
  6. The Use of Derivatives by Investment Managers and Implications for Portfolio Performance and Risk*
    International Review of Finance, 2005, 5, (1‐2), 1-29 Downloads View citations (2)

2004

  1. International equity funds, performance, and investor flows: Australian evidence
    Journal of Multinational Financial Management, 2004, 14, (1), 81-95 Downloads View citations (8)
  2. Top Management Turnover: An Analysis of Active Australian Investment Managers
    Australian Journal of Management, 2004, 29, (2), 243-274 Downloads View citations (2)

2003

  1. Investment manager characteristics, strategy, top management changes and fund performance
    Accounting and Finance, 2003, 43, (3), 283-309 Downloads View citations (11)

2002

  1. Is Index Performance Achievable? An Analysis of Australian Equity Index Funds
    Abacus, 2002, 38, (2), 200-214 Downloads View citations (5)
  2. The Performance of Active Australian Bond Funds
    Australian Journal of Management, 2002, 27, (2), 163-185 Downloads View citations (7)

2001

  1. Attribution of investment performance: an analysis of Australian pooled superannuation funds*
    Accounting and Finance, 2001, 41, (1‐2), 41-62 Downloads View citations (12)

Chapters

2007

  1. The role of index funds in retirement asset allocation
    Chapter 4 in Retirement Provision in Scary Markets, 2007 Downloads
 
Page updated 2020-11-29