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 173 183 2
The Role of index funds in retirement asset allocation 61 73 0
A model of emulation funds 149 111 0
Institutional investment flows and the determinants of top fund manager turnover 87 113 0
Style drift and portfolio management for active Australian equity funds 281 200 0
Institutional trading and share returns 115 116 0
Portfolio quality and mutual fund performance 162 162 0
Active investment manager portfolios and preferences for stock characteristics 117 90 0
Industry concentration, excess returns and innovation in Australia 172 145 0
Transaction costs and institutional trading in small-cap equity funds 168 205 0
The Value of alpha forecasts in portfolio construction 140 54 0
Dissecting anomalies in the Australian stock market 187 94 0
Investment manager skill in small-cap equities 308 385 0
Portfolio pumping : an examination of investment manager quarter-end trading and impact on performance 74 32 0
Cross-region and cross-sector asset allocation with regimes 161 110 0
Fund size, transaction costs and performance : size matters! 174 201 0
Governance through trading : institutional swing trades and subsequent firm performance 140 126 1
Out-of-sample stock return predictability in Australia 166 175 0
Alpha generation in portfolio management : long-run Australian equity fund evidence 541 420 0
Style factor timing : an application to the portfolio holdings of US fund managers 67 60 0
Follow the leader : fund managers trading in signal-strength sequence 195 180 0
Trading behaviour and the performance of daily institutional trades 76 55 0
Is Index performance achievable? An analysis of Australian equity index funds 46 47 0
Quality investing in an Australian context 191 158 0
Institutional dividend clienteles under an imputation tax system 803 637 0
Do active fund managers care about capital gains tax efficiency? 197 128 0
JASSA in the period 1999 to 2009 : a retrospective 58 73 3
The State of origin of Australian equity : does active fund manager location matter? 246 135 0
Further analysis of the liquidity and information components of institutional orders : active versus passive funds 95 92 0
Index design and implications for index tracking 84 86 0
Does portfolio emulation outperform its target funds? 145 93 0
Benchmarking benchmarks : measuring characteristic selectivity using portfolio holdings data 135 84 0
Tracking S&P 500 index funds : getting your money's worth? 87 55 0
Broker recommendations and Australian small-cap equity fund management 155 181 0
CIFR Submission : the Australian Tax White Paper Task Force 24 24 0
Institutional trading around the ex-dividend day 254 139 0
Are active fund managers collectors of private information or fast interpreters of public information? 263 295 0
Individual investors and broker types 72 55 0
Momentum investing and the asset allocation decision 127 144 0
How has the relevance of institutional brokerage changed? 33 33 0
The Problems of being passive : evaluating the merits of an index investment strategy 51 48 0
Testing the effect of portfolio holdings disclosure in an environment absent of mandatory disclosure 51 49 0
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Gallagher, David R

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Gallagher, David R

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