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 168 178 2
The Role of index funds in retirement asset allocation 57 69 0
A model of emulation funds 117 79 0
Institutional investment flows and the determinants of top fund manager turnover 85 111 0
Style drift and portfolio management for active Australian equity funds 260 179 0
Institutional trading and share returns 108 109 0
Portfolio quality and mutual fund performance 133 133 0
Active investment manager portfolios and preferences for stock characteristics 112 85 0
Industry concentration, excess returns and innovation in Australia 157 130 0
Transaction costs and institutional trading in small-cap equity funds 158 195 0
The Value of alpha forecasts in portfolio construction 135 49 0
Dissecting anomalies in the Australian stock market 175 82 0
Investment manager skill in small-cap equities 297 374 0
Portfolio pumping : an examination of investment manager quarter-end trading and impact on performance 70 28 0
Cross-region and cross-sector asset allocation with regimes 142 91 0
Fund size, transaction costs and performance : size matters! 163 190 0
Governance through trading : institutional swing trades and subsequent firm performance 118 104 1
Out-of-sample stock return predictability in Australia 153 163 0
Alpha generation in portfolio management : long-run Australian equity fund evidence 485 364 0
Style factor timing : an application to the portfolio holdings of US fund managers 64 57 0
Follow the leader : fund managers trading in signal-strength sequence 193 178 0
Trading behaviour and the performance of daily institutional trades 71 50 0
Is Index performance achievable? An analysis of Australian equity index funds 39 40 0
Quality investing in an Australian context 159 126 0
Institutional dividend clienteles under an imputation tax system 746 580 0
Do active fund managers care about capital gains tax efficiency? 191 123 0
JASSA in the period 1999 to 2009 : a retrospective 53 68 3
The State of origin of Australian equity : does active fund manager location matter? 241 130 0
Further analysis of the liquidity and information components of institutional orders : active versus passive funds 80 77 0
Index design and implications for index tracking 73 75 0
Does portfolio emulation outperform its target funds? 131 79 0
Benchmarking benchmarks : measuring characteristic selectivity using portfolio holdings data 128 77 0
Tracking S&P 500 index funds : getting your money's worth? 67 37 0
Broker recommendations and Australian small-cap equity fund management 138 164 0
CIFR Submission : the Australian Tax White Paper Task Force 20 20 0
Institutional trading around the ex-dividend day 215 100 0
Are active fund managers collectors of private information or fast interpreters of public information? 256 288 0
Individual investors and broker types 57 40 0
Momentum investing and the asset allocation decision 119 136 0
How has the relevance of institutional brokerage changed? 28 28 0
The Problems of being passive : evaluating the merits of an index investment strategy 46 43 0
Testing the effect of portfolio holdings disclosure in an environment absent of mandatory disclosure 28 27 0
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Gallagher, David R

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Gallagher, David R

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