.
Gallagher, David R.'s
Scholarly Papers
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Aggregate Statistics
Total Downloads
15,019
Total
Citations
196
1.
The Use of Derivatives by Investment Managers and Implications for Portfolio Performance and Risk
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Fong, Kingsley Y. L. University of New South Wales - School of Banking and Finance
Ng, Aaron University of New South Wales (UNSW) - School of Banking and Finance
Gallagher, David R. Centre for International Finance and Regulation
Posted:
15 Jul 05
Last Revised:
16 Apr 08
2,379
(2,092)
2
Fong, Kingsley Y. L. University of New South Wales - School of Banking and Finance
Gallagher, David R. Centre for International Finance and Regulation
Ng, Aaron University of New South Wales (UNSW) - School of Banking and Finance
25
2
Fong, Kingsley Y. L. University of New South Wales - School of Banking and Finance
Ng, Aaron University of New South Wales (UNSW) - School of Banking and Finance
Gallagher, David R. Centre for International Finance and Regulation
2,354
2
Derivatives, managed funds, investment performance, portfolio risk
2.
Brown, Stephen J. New York University - Stern School of Business
Swan, Peter L. University of New South Wales (UNSW)
Steenbeek, Onno W. Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Gallagher, David R. Centre for International Finance and Regulation
927
(10,415)
18
Prospect Theory, Disposition Effect, Risk management; Performance evaluation; Window dressing
3.
The Index Tracking Strategies of Passive and Enhanced Index Equity Funds
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Frino, Alex University of Sydney - Discipline of Finance
Oetomo, Teddy University of Sydney - Discipline of Finance
Gallagher, David R. Centre for International Finance and Regulation
Posted:
16 Dec 03
Last Revised:
05 Apr 08
882
(11,236)
4
Frino, Alex University of Sydney - Discipline of Finance
Oetomo, Teddy University of Sydney - Discipline of Finance
Gallagher, David R. Centre for International Finance and Regulation
0
Passive funds, Enhanced index funds, Tracking Error, Index funds, Portfolio configuration, Index revisions, Trading strategies
Frino, Alex University of Sydney - Discipline of Finance
Oetomo, Teddy University of Sydney - Discipline of Finance
Gallagher, David R. Centre for International Finance and Regulation
882
4
Passive funds, Enhanced index funds, Tracking Error, Index funds, Portfolio configuration, Index revisions, Trading strategies
4.
Momentum Investing and the Asset Allocation Decision
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Benson, Karen L. University of Queensland - Business School
Gallagher, David R. Centre for International Finance and Regulation
Teodorowski, Patrick BT Financial Group
Posted:
02 Jun 05
Last Revised:
16 Apr 08
743
(14,613)
2
Benson, Karen L. University of Queensland - Business School
Gallagher, David R. Centre for International Finance and Regulation
Teodorowski, Patrick BT Financial Group
12
2
Benson, Karen L. University of Queensland - Business School
Teodorowski, Patrick BT Financial Group
Gallagher, David R. Centre for International Finance and Regulation
0
Tactical asset allocation, momentum
Benson, Karen L. University of Queensland - Business School
Teodorowski, Patrick BT Financial Group
Gallagher, David R. Centre for International Finance and Regulation
731
2
Tactical asset allocation, momentum
5.
Investment Manager Characteristics, Strategy, Top Management Changes and Fund Performance
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Gallagher, David R. Centre for International Finance and Regulation
Posted:
07 Apr 03
Last Revised:
16 Apr 08
657
(17,496)
13
Gallagher, David R. Centre for International Finance and Regulation
30
13
Gallagher, David R. Centre for International Finance and Regulation
0
Investment strategy, Managed fund performance, Manager characteristics
Gallagher, David R. Centre for International Finance and Regulation
627
13
Investment strategy, Managed fund performance, Manager characteristics
6.
Chan, H. University of Melbourne - Department of Finance
Faff, Robert W. University of Queensland
Gallagher, David R. Centre for International Finance and Regulation
Looi, Adrian University of New South Wales (UNSW) - School of Banking and Finance
Posted:
06 Apr 05
Last Revised:
24 Nov 08
583
(20,716)
6
Fund size, transaction cost, market impact, fund performance
7.
Swan, Peter L. University of New South Wales (UNSW)
Fong, Kingsley Y. L. University of New South Wales - School of Banking and Finance
Gardner, Peter Plato Investment Management
Gallagher, David R. Centre for International Finance and Regulation
Posted:
26 Mar 08
Last Revised:
21 Jul 08
476
(27,145)
Herding, Informational cascades, Trade sequences, Leader and follower trades
8.
Benchmarking Benchmarks: Measuring Characteristic Selectivity Using Portfolio Holdings Data
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Fong, Kingsley Y. L. University of New South Wales - School of Banking and Finance
Lee, Adrian D. University of Technology, Sydney - Finance Discipline Group
Gallagher, David R. Centre for International Finance and Regulation
Posted:
27 Mar 07
Last Revised:
03 Nov 08
445
(29,657)
5
Fong, Kingsley Y. L. University of New South Wales - School of Banking and Finance
Gallagher, David R. Centre for International Finance and Regulation
Lee, Adrian D. University of Technology, Sydney - Finance Discipline Group
4
5
Fong, Kingsley Y. L. University of New South Wales - School of Banking and Finance
Lee, Adrian D. University of Technology, Sydney - Finance Discipline Group
Gallagher, David R. Centre for International Finance and Regulation
Posted:
27 Mar 07
Last Revised:
27 Jul 08
441
5
Equity fund benchmarking, Characteristic-based benchmarks
9.
Chen, Cong University of New South Wales
Comerton-Forde, Carole University of Melbourne - Department of Finance
Walter, Terry S. University of Technology, Sydney - School of Finance and Economics
Gallagher, David R. Centre for International Finance and Regulation
Posted:
23 Aug 05
Last Revised:
04 Sep 08
439
(30,185)
7
Small-cap equity funds, trading activity, performance
10.
Smith, Gavin University of New South Wales - School of Banking and Finance
Swan, Peter L. University of New South Wales (UNSW)
Gallagher, David R. Centre for International Finance and Regulation
394
(34,620)
Board of Directors, Monitoring, Institutional Investment Behavior
11.
Fong, Kingsley Y. L. University of New South Wales - School of Banking and Finance
Gallagher, David R. Centre for International Finance and Regulation
Lee, Adrian D. University of Technology, Sydney - Finance Discipline Group
Posted:
03 Aug 07
Last Revised:
19 May 08
357
(39,094)
Portfolio construction, Fund mimicking strategies
12.
Seasonality in Fund Performance: An Examination of the Portfolio Holdings and Trades of Investment Managers
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Pinnuck, Matt University of Melbourne - Department of Accounting and Business Information Systems
Gallagher, David R. Centre for International Finance and Regulation
Posted:
28 Dec 03
Last Revised:
16 Apr 08
340
(41,520)
4
Gallagher, David R. Centre for International Finance and Regulation
Pinnuck, Matt University of Melbourne - Department of Accounting and Business Information Systems
23
4
Pinnuck, Matt University of Melbourne - Department of Accounting and Business Information Systems
Gallagher, David R. Centre for International Finance and Regulation
317
4
Seasonality, Portfolio Holdings, Managed Fund Returns, Tax-Loss Selling, Corporate Announcements
13.
Gallagher, David R. Centre for International Finance and Regulation
Gardner, Peter Plato Investment Management
Swan, Peter L. University of New South Wales (UNSW)
Posted:
23 Nov 08
Last Revised:
11 Oct 11
333
(42,577)
3
Informativeness, Market microstructure, Wall Street rule, Swing trading, Monitoring
14.
Nadarajah, Prashanthi University of New South Wales
Pinnuck, Matt University of Melbourne - Department of Accounting and Business Information Systems
Gallagher, David R. Centre for International Finance and Regulation
300
(48,112)
2
Top management turnover, portfolio holdings, fund performance
15.
Institutional Investment Flows and the Determinants of Top Fund Manager Turnover
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Dishi, Elor University of New South Wales (UNSW) - School of Banking and Finance
Parwada, Jerry T. University of New South Wales (UNSW) - School of Banking and Finance
Gallagher, David R. Centre for International Finance and Regulation
Posted:
07 Apr 05
Last Revised:
16 Apr 08
299
(48,312)
Dishi, Elor University of New South Wales (UNSW) - School of Banking and Finance
Parwada, Jerry T. University of New South Wales (UNSW) - School of Banking and Finance
Gallagher, David R. Centre for International Finance and Regulation
27
Dishi, Elor University of New South Wales (UNSW) - School of Banking and Finance
Gallagher, David R. Centre for International Finance and Regulation
Parwada, Jerry T. University of New South Wales (UNSW) - School of Banking and Finance
272
Fund Flows, Pension Plan Mandates, Performance, Manager Termination
16.
Foster, F. Douglas University of Technology, Sydney
Gallagher, David R. Centre for International Finance and Regulation
Looi, Adrian University of New South Wales (UNSW) - School of Banking and Finance
Posted:
28 Feb 05
Last Revised:
27 Feb 11
297
(48,715)
13
Trading behavior, informed trading, market impact, institutional trading
17.
Swan, Peter L. University of New South Wales (UNSW)
Gardner, Peter Plato Investment Management
Gallagher, David R. Centre for International Finance and Regulation
Posted:
04 Nov 05
Last Revised:
31 Mar 08
290
(50,026)
8
Gaming behavior, Window dressing, Portfolio pumping, Market manipulation
18.
Active Investment Manager Portfolios and Preferences for Stock Characteristics
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Brands, Simone University of New South Wales (UNSW) - School of Banking and Finance
Gallagher, David R. Centre for International Finance and Regulation
Looi, Adrian University of New South Wales (UNSW) - School of Banking and Finance
Posted:
15 May 03
Last Revised:
16 Apr 08
287
(50,666)
3
Brands, Simone University of New South Wales (UNSW) - School of Banking and Finance
Gallagher, David R. Centre for International Finance and Regulation
Looi, Adrian University of New South Wales (UNSW) - School of Banking and Finance
24
3
Brands, Simone University of New South Wales (UNSW) - School of Banking and Finance
Looi, Adrian University of New South Wales (UNSW) - School of Banking and Finance
Gallagher, David R. Centre for International Finance and Regulation
263
3
19.
Nadarajah, Prashanthi University of New South Wales
Gallagher, David R. Centre for International Finance and Regulation
287
(50,666)
2
Investment manager turnover, fund performance, fund flow
20.
Ainsworth, Andrew B. University of Sydney - Finance Discipline
Fong, Kingsley Y. L. University of New South Wales - School of Banking and Finance
Gallagher, David R. Centre for International Finance and Regulation
Partington, Graham University of Sydney - School of Business - Finance Discipline
Posted:
25 Aug 08
Last Revised:
01 Apr 11
261
(56,384)
1
Dividends, franking credits, capital gains tax, ex-dividend day, institutional trading
21.
Dou, Yiwen (Paul) Macquarie University
Gallagher, David R. Centre for International Finance and Regulation
Schneider, David UniSuper Management Limited
Walter, Terry S. University of Technology, Sydney - School of Finance and Economics
Posted:
09 Aug 10
Last Revised:
27 Jan 13
248
(59,657)
strategic asset allocation, Dynamic asset allocation, International diversification, sector rotation, regime switching, Markov switching
22.
Frino, Alex University of Sydney - Discipline of Finance
Oetomo, Teddy University of Sydney - Discipline of Finance
Gallagher, David R. Centre for International Finance and Regulation
243
(60,932)
3
Price impact, transaction costs, index fund, active fund
23.
Looi, Adrian University of New South Wales (UNSW) - School of Banking and Finance
Pinnuck, Matt University of Melbourne - Department of Accounting and Business Information Systems
Gallagher, David R. Centre for International Finance and Regulation
233
(63,763)
2
institutional trading, equity managers, earnings announcements, informed trading, short-term profiting, interpreting
24.
Transaction Costs and Institutional Trading in Small-Cap Equity Funds
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Comerton-Forde, Carole University of Melbourne - Department of Finance
Gallagher, David R. Centre for International Finance and Regulation
Nahhas, Jumana University of Sydney
Walter, Terry S. University of Technology, Sydney - School of Finance and Economics
Posted:
25 Oct 06
Last Revised:
06 Apr 11
232
(64,068)
5
Comerton-Forde, Carole University of Melbourne - Department of Finance
Gallagher, David R. Centre for International Finance and Regulation
Nahhas, Jumana University of Sydney
Walter, Terry S. University of Technology, Sydney - School of Finance and Economics
0
price impact, small-cap funds, transaction costs
Comerton-Forde, Carole University of Melbourne - Department of Finance
Walter, Terry S. University of Technology, Sydney - School of Finance and Economics
Nahhas, Jumana University of Sydney
Gallagher, David R. Centre for International Finance and Regulation
232
5
transaction costs, small-cap funds, price impact
25.
Trading Behaviour and the Performance of Daily Institutional Trades
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Looi, Adrian University of New South Wales (UNSW) - School of Banking and Finance
Gallagher, David R. Centre for International Finance and Regulation
Posted:
21 Nov 03
Last Revised:
16 Apr 08
230
(64,694)
22
Looi, Adrian University of New South Wales (UNSW) - School of Banking and Finance
Gallagher, David R. Centre for International Finance and Regulation
22
22
Looi, Adrian University of New South Wales (UNSW) - School of Banking and Finance
Gallagher, David R. Centre for International Finance and Regulation
208
22
trading behaviour, investment performance, manager skill, security selection
26.
Ainsworth, Andrew B. University of Sydney - Finance Discipline
Fong, Kingsley Y. L. University of New South Wales - School of Banking and Finance
Gallagher, David R. Centre for International Finance and Regulation
221
(67,429)
2
investment style, style drift, consistency, portfolio management, investment performance
27.
Swan, Peter L. University of New South Wales (UNSW)
Gardner, Peter Plato Investment Management
Gallagher, David R. Centre for International Finance and Regulation
Posted:
26 Feb 07
Last Revised:
30 Mar 08
221
(67,429)
1
Short-term Trading, Disposition Effect, Portfolio Turnover, Institutional Activism, Monitoring
28.
Portfolio Concentration and Investment Manager Performance
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Brands, Simone University of New South Wales (UNSW) - School of Banking and Finance
Brown, Stephen J. New York University - Stern School of Business
Gallagher, David R. Centre for International Finance and Regulation
Posted:
02 Nov 06
Last Revised:
31 Dec 08
217
(68,724)
13
Brands, Simone University of New South Wales (UNSW) - School of Banking and Finance
Brown, Stephen J. New York University - Stern School of Business
Gallagher, David R. Centre for International Finance and Regulation
124
13
Portfolio concentration, investment performance, tracking error, active funds
Brands, Simone University of New South Wales (UNSW) - School of Banking and Finance
Brown, Stephen J. New York University - Stern School of Business
Gallagher, David R. Centre for International Finance and Regulation
77
13
Portfolio concentration, investment performance, tracking error, active funds
Brands, Simone University of New South Wales (UNSW) - School of Banking and Finance
Brown, Stephen J. New York University - Stern School of Business
Gallagher, David R. Centre for International Finance and Regulation
16
13
29.
Gallagher, David R. Centre for International Finance and Regulation
Ross, Andrew N. University of New South Wales (UNSW)
Swan, Peter L. University of New South Wales (UNSW)
Posted:
31 May 07
Last Revised:
24 Sep 08
217
(68,724)
Security Timing, Daily Trading, Performance Evaluation
30.
Swan, Peter L. University of New South Wales (UNSW)
Fong, Kingsley Y. L. University of New South Wales - School of Banking and Finance
Lau, Sarah University of New South Wales (UNSW) - School of Banking and Finance
Gallagher, David R. Centre for International Finance and Regulation
Posted:
07 Mar 07
Last Revised:
30 Mar 08
181
(82,232)
5
portfolio management, capital gains tax, active management
31.
Gardner, Peter Plato Investment Management
Gallagher, David R. Centre for International Finance and Regulation
171
(86,814)
1
Portfolio Design, Manager Configuration, Decentralised Portfolio Management
32.
Fong, Kingsley Y. L. University of New South Wales - School of Banking and Finance
Gallagher, David R. Centre for International Finance and Regulation
Lee, Adrian D. University of Technology, Sydney - Finance Discipline Group
Posted:
19 Mar 10
Last Revised:
08 Nov 12
170
(87,310)
Individual investors, individual investor trade performance, market efficiency
33.
Jun, Aelee University of Wollongong - Faculty of Commerce - School of Accounting and Finance
Gallagher, David R. Centre for International Finance and Regulation
Partington, Graham University of Sydney - School of Business - Finance Discipline
167
(88,711)
2
dividend clienteles, institutions, portfolio holdings, imputation tax credits
34.
Ainsworth, Andrew B. University of Sydney - Finance Discipline
Fong, Kingsley Y. L. University of New South Wales - School of Banking and Finance
Gallagher, David R. Centre for International Finance and Regulation
Partington, Graham University of Sydney - School of Business - Finance Discipline
159
(92,760)
1
Dividends, franking credits, abnormal returns, volume, order imbalance
35.
Informationless Trading
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Brown, Stephen J. New York University - Stern School of Business
Gallagher, David R. Centre for International Finance and Regulation
Steenbeek, Onno W. Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Swan, Peter L. University of New South Wales (UNSW)
Posted:
04 Nov 08
Last Revised:
23 Dec 08
122
(116,289)
Brown, Stephen J. New York University - Stern School of Business
Gallagher, David R. Centre for International Finance and Regulation
Steenbeek, Onno W. Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Swan, Peter L. University of New South Wales (UNSW)
56
Informationless Trading, Sharpe Ratios, Performance Evaluation
Brown, Stephen J. New York University - Stern School of Business
Gallagher, David R. Centre for International Finance and Regulation
Steenbeek, Onno W. Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Swan, Peter L. University of New South Wales (UNSW)
66
Informationless Trading, Sharpe Ratios, Performance Evaluation
36.
Brown, Stephen J. New York University - Stern School of Business
Swan, Peter L. University of New South Wales (UNSW)
Gallagher, David R. Centre for International Finance and Regulation
Steenbeek, Onno W. Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
111
(125,249)
Performance measurement, market timing measures, disposition effect, overlay strategies
37.
Gallagher, David R. Centre for International Finance and Regulation
Gardner, Peter Plato Investment Management
Schmidt, Camille Macquarie Graduate School of Management
Walter, Terry S. University of Technology, Sydney - School of Finance and Economics
Posted:
25 Sep 12
Last Revised:
07 May 13
110
(126,090)
1
Mutual Funds, Active Management, Investment Performance, Fundamental Analysis, Quality, Stock Holdings
38.
Brands, Simone University of New South Wales (UNSW) - School of Banking and Finance
Gallagher, David R. Centre for International Finance and Regulation
98
(136,920)
13
39.
Fong, Kingsley Y. L. University of New South Wales - School of Banking and Finance
Lee, Adrian D. University of Technology, Sydney - Finance Discipline Group
Gallagher, David R. Centre for International Finance and Regulation
Posted:
30 May 07
Last Revised:
01 Sep 08
94
(140,793)
Location, Information Advantages, Portfolio Management, Investment Performance
40.
Gallagher, David R. Centre for International Finance and Regulation
Gardner, Peter Plato Investment Management
Schmidt, Camille Macquarie Graduate School of Management
Posted:
24 Jan 13
Last Revised:
06 May 13
92
(142,850)
Mutual Funds, Style Timing, Macroeconomic Data, Investment Performance, Stock Holdings
41.
Gallagher, David R. Centre for International Finance and Regulation
Gardner, Peter Plato Investment Management
Swan, Peter L. University of New South Wales (UNSW)
89
(146,053)
2
informativeness, voting with your feet, Wall Street rule, churning, governance
42.
Bennett, Scott Russell Investments
Gallagher, David R. Centre for International Finance and Regulation
Harman, Graham Russell Investments
Warren, Geoff Australian National University (ANU) - School of Finance & Applied Statistics
XI, Lihui Macquarie Graduate School of Management
71
(167,724)
performance evaluation, active management, portfolio holdings, trades, alpha generation
43.
Gallagher, David R. Centre for International Finance and Regulation
Kalev, Petko S. University of South Australia - Centre for Applied Financial Studies
van Wyk, Eben RBS Equities (Australia) Limited
58
(186,691)
analysts over‐optimism, analysts skew, short selling, short interest
44.
Comerton-Forde, Carole University of Melbourne - Department of Finance
Gallagher, David R. Centre for International Finance and Regulation
Lai, Joyce University of New South Wales
Walter, Terry S. University of Technology, Sydney - School of Finance and Economics
Posted:
23 Jan 10
Last Revised:
23 Apr 10
42
(215,485)
45.
Chen, Zhe Macquarie Graduate School of Management
Foster, F. Douglas University of Technology, Sydney
Gallagher, David R. Centre for International Finance and Regulation
Lee, Adrian D. University of Technology, Sydney - Finance Discipline Group
36
(228,211)
Portfolio emulation, multi-manager, fund-of-funds, offsetting trades, market impact, brokerage
46.
Fong, Kingsley Y. L. University of New South Wales - School of Banking and Finance
Foster, F. Douglas University of Technology, Sydney
Gallagher, David R. Centre for International Finance and Regulation
Lee, Adrian D. University of Technology, Sydney - Finance Discipline Group
35
(230,523)
transaction costs, price impact, brokers
47.
Gallagher, David R. Centre for International Finance and Regulation
Ignatieva, Katja University of New South Wales - Australian School of Business
McCulloch, James University of Technology, Sydney
33
(235,231)
Industry concentration, competition, stock return
48.
Martin, Kyle M. Commonwealth Bank of Australia
Gallagher, David R. Centre for International Finance and Regulation
32
(237,675)
8
49.
Frino, Alex University of Sydney - Discipline of Finance
Gallagher, David R. Centre for International Finance and Regulation
31
(240,283)
2
benchmark index, index fund, investment performance, tracting error
50.
Brands, Simone University of New South Wales (UNSW) - School of Banking and Finance
Gallagher, David R. Centre for International Finance and Regulation
27
(251,568)
6
51.
Gallagher, David R. Centre for International Finance and Regulation
25
(257,804)
9
52.
Gallagher, David R. Centre for International Finance and Regulation
Gardner, Peter Plato Investment Management
Schmidt, Camille Macquarie Graduate School of Management
Walter, Terry S. University of Technology, Sydney - School of Finance and Economics
19
(278,416)
Mutual Funds, Active Management, Investment Performance, Fundamental Analysis, Quality, Stock Holdings
53.
Gallagher, David R. Centre for International Finance and Regulation
Looi, Adrian affiliation not provided to SSRN
Pinnuck, Matt affiliation not provided to SSRN
3
(330,702)
1
54.
Comerton‐Forde, Carole affiliation not provided to SSRN
Gallagher, David R. Centre for International Finance and Regulation
Lai, Joyce University of New South Wales
Walter, Terry S. University of Technology, Sydney - School of Finance and Economics
2
(335,455)
Active small‐cap fund management, Broker recommendations, Alpha
55.
Fong, Kingsley Y. L. University of New South Wales - School of Banking and Finance
Gallagher, David R. Centre for International Finance and Regulation
Gardner, Peter Plato Investment Management
Swan, Peter L. affiliation not provided to SSRN
2
(335,455)
2
Herding, Informational cascades, Information confirmation, Trade sequences, Leader and follower trades, G14, G23
56.
Jun, Aelee University of Wollongong - Faculty of Commerce - School of Accounting and Finance
Gallagher, David R. Centre for International Finance and Regulation
Partington, Graham University of Sydney - School of Business - Finance Discipline
1
(342,889)
2
dividends, clienteles, institutions, funds, portfolio holdings, imputation, tax, prudent-man
57.
Dou, Yiwen (Paul) Macquarie University
Gallagher, David R. Centre for International Finance and Regulation
Schneider, David UniSuper Management Limited
Walter, Terry S. University of Technology, Sydney - School of Finance and Economics
combination forecasts, out-of-sample predictability, portfolio allocation, predictive regression, sector rotation