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 199 209 2
The Role of index funds in retirement asset allocation 73 85 0
A model of emulation funds 226 188 0
Institutional investment flows and the determinants of top fund manager turnover 98 124 0
Style drift and portfolio management for active Australian equity funds 323 240 0
Institutional trading and share returns 124 125 0
Portfolio quality and mutual fund performance 208 208 0
Active investment manager portfolios and preferences for stock characteristics 127 99 0
Industry concentration, excess returns and innovation in Australia 193 166 0
Transaction costs and institutional trading in small-cap equity funds 208 245 0
The Value of alpha forecasts in portfolio construction 169 83 0
Dissecting anomalies in the Australian stock market 209 115 0
Investment manager skill in small-cap equities 359 436 0
Portfolio pumping : an examination of investment manager quarter-end trading and impact on performance 88 46 0
Cross-region and cross-sector asset allocation with regimes 213 162 0
Fund size, transaction costs and performance : size matters! 220 247 0
Governance through trading : institutional swing trades and subsequent firm performance 166 152 1
Out-of-sample stock return predictability in Australia 202 211 0
Alpha generation in portfolio management : long-run Australian equity fund evidence 651 529 0
Style factor timing : an application to the portfolio holdings of US fund managers 77 70 0
Follow the leader : fund managers trading in signal-strength sequence 216 201 0
Trading behaviour and the performance of daily institutional trades 89 68 0
Is Index performance achievable? An analysis of Australian equity index funds 57 56 0
Quality investing in an Australian context 220 187 0
Institutional dividend clienteles under an imputation tax system 958 792 0
Do active fund managers care about capital gains tax efficiency? 223 154 0
JASSA in the period 1999 to 2009 : a retrospective 75 90 3
The State of origin of Australian equity : does active fund manager location matter? 271 160 0
Further analysis of the liquidity and information components of institutional orders : active versus passive funds 109 106 0
Index design and implications for index tracking 98 100 0
Does portfolio emulation outperform its target funds? 166 114 0
Benchmarking benchmarks : measuring characteristic selectivity using portfolio holdings data 163 112 0
Tracking S&P 500 index funds : getting your money's worth? 135 103 0
Broker recommendations and Australian small-cap equity fund management 225 246 0
CIFR Submission : the Australian Tax White Paper Task Force 37 37 0
Institutional trading around the ex-dividend day 270 154 0
Are active fund managers collectors of private information or fast interpreters of public information? 320 352 0
Individual investors and broker types 112 95 0
Momentum investing and the asset allocation decision 145 162 0
How has the relevance of institutional brokerage changed? 59 59 0
The Problems of being passive : evaluating the merits of an index investment strategy 57 54 0
Testing the effect of portfolio holdings disclosure in an environment absent of mandatory disclosure 111 109 0
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Gallagher, David R

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Gallagher, David R

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