Macquarie University, Sydney Macquarie University ResearchOnline

Gallagher, David R

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Title Hits Visitors Downloads
The Index tracking strategies of passive and enhanced index equity funds 153 163 2
The Role of index funds in retirement asset allocation 47 59 0
A model of emulation funds 95 57 0
Institutional investment flows and the determinants of top fund manager turnover 84 110 0
Style drift and portfolio management for active Australian equity funds 231 150 0
Institutional trading and share returns 101 102 0
Portfolio quality and mutual fund performance 94 94 0
Active investment manager portfolios and preferences for stock characteristics 109 82 0
Industry concentration, excess returns and innovation in Australia 131 104 0
Transaction costs and institutional trading in small-cap equity funds 140 177 0
The Value of alpha forecasts in portfolio construction 130 44 0
Dissecting anomalies in the Australian stock market 164 71 0
Investment manager skill in small-cap equities 260 337 0
Portfolio pumping : an examination of investment manager quarter-end trading and impact on performance 68 26 0
Cross-region and cross-sector asset allocation with regimes 129 78 0
Fund size, transaction costs and performance : size matters! 147 174 0
Governance through trading : institutional swing trades and subsequent firm performance 94 80 1
Out-of-sample stock return predictability in Australia 144 154 0
Alpha generation in portfolio management : long-run Australian equity fund evidence 426 305 0
Style factor timing : an application to the portfolio holdings of US fund managers 57 50 0
Follow the leader : fund managers trading in signal-strength sequence 188 173 0
Trading behaviour and the performance of daily institutional trades 68 47 0
Is Index performance achievable? An analysis of Australian equity index funds 31 32 0
Quality investing in an Australian context 138 105 0
Institutional dividend clienteles under an imputation tax system 540 374 0
Do active fund managers care about capital gains tax efficiency? 168 100 0
JASSA in the period 1999 to 2009 : a retrospective 45 60 3
The State of origin of Australian equity : does active fund manager location matter? 223 112 0
Further analysis of the liquidity and information components of institutional orders : active versus passive funds 76 73 0
Index design and implications for index tracking 68 70 0
Does portfolio emulation outperform its target funds? 126 74 0
Benchmarking benchmarks : measuring characteristic selectivity using portfolio holdings data 120 69 0
Tracking S&P 500 index funds : getting your money's worth? 65 35 0
Broker recommendations and Australian small-cap equity fund management 121 147 0
CIFR Submission : the Australian Tax White Paper Task Force 20 20 0
Institutional trading around the ex-dividend day 198 83 0
Are active fund managers collectors of private information or fast interpreters of public information? 244 276 0
Individual investors and broker types 53 36 0
Momentum investing and the asset allocation decision 104 121 0
How has the relevance of institutional brokerage changed? 26 26 0
The Problems of being passive : evaluating the merits of an index investment strategy 43 40 0
Testing the effect of portfolio holdings disclosure in an environment absent of mandatory disclosure 16 15 0
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Gallagher, David R

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Gallagher, David R

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