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 187 197 2
The Role of index funds in retirement asset allocation 67 79 0
A model of emulation funds 192 154 0
Institutional investment flows and the determinants of top fund manager turnover 94 120 0
Style drift and portfolio management for active Australian equity funds 296 215 0
Institutional trading and share returns 120 121 0
Portfolio quality and mutual fund performance 189 189 0
Active investment manager portfolios and preferences for stock characteristics 122 95 0
Industry concentration, excess returns and innovation in Australia 190 163 0
Transaction costs and institutional trading in small-cap equity funds 192 229 0
The Value of alpha forecasts in portfolio construction 151 65 0
Dissecting anomalies in the Australian stock market 196 103 0
Investment manager skill in small-cap equities 336 413 0
Portfolio pumping : an examination of investment manager quarter-end trading and impact on performance 82 40 0
Cross-region and cross-sector asset allocation with regimes 189 138 0
Fund size, transaction costs and performance : size matters! 197 224 0
Governance through trading : institutional swing trades and subsequent firm performance 154 140 1
Out-of-sample stock return predictability in Australia 185 194 0
Alpha generation in portfolio management : long-run Australian equity fund evidence 625 504 0
Style factor timing : an application to the portfolio holdings of US fund managers 73 66 0
Follow the leader : fund managers trading in signal-strength sequence 202 187 0
Trading behaviour and the performance of daily institutional trades 81 60 0
Is Index performance achievable? An analysis of Australian equity index funds 51 52 0
Quality investing in an Australian context 204 171 0
Institutional dividend clienteles under an imputation tax system 910 744 0
Do active fund managers care about capital gains tax efficiency? 215 146 0
JASSA in the period 1999 to 2009 : a retrospective 69 84 3
The State of origin of Australian equity : does active fund manager location matter? 260 149 0
Further analysis of the liquidity and information components of institutional orders : active versus passive funds 100 97 0
Index design and implications for index tracking 89 91 0
Does portfolio emulation outperform its target funds? 155 103 0
Benchmarking benchmarks : measuring characteristic selectivity using portfolio holdings data 156 105 0
Tracking S&P 500 index funds : getting your money's worth? 106 74 0
Broker recommendations and Australian small-cap equity fund management 201 223 0
CIFR Submission : the Australian Tax White Paper Task Force 33 33 0
Institutional trading around the ex-dividend day 262 147 0
Are active fund managers collectors of private information or fast interpreters of public information? 282 314 0
Individual investors and broker types 96 79 0
Momentum investing and the asset allocation decision 135 152 0
How has the relevance of institutional brokerage changed? 43 43 0
The Problems of being passive : evaluating the merits of an index investment strategy 55 52 0
Testing the effect of portfolio holdings disclosure in an environment absent of mandatory disclosure 110 108 0
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Gallagher, David R

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Gallagher, David R

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