David R. Gallagher

Capital Markets CRC Limited

GPO Box 970

55 Harrington Street

Sydney, NSW 2001

Australia

  • Capital Markets CRC Limited

SCHOLARLY PAPERS

76

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Scholarly Papers (76)

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1.

The Use of Derivatives by Investment Managers and Implications for Portfolio Performance and Risk

Downloads 2,830 ( 3,930)

The Use of Derivatives by Investment Managers and Implications for Portfolio Performance and Risk

Number of pages: 48 Posted: 15 Jul 2005
Kingsley Y. L. Fong, Aaron Ng and David R. Gallagher
University of New South Wales - School of Banking and Finance, UNSW Australia Business School, School of Banking and Finance and Capital Markets CRC Limited
Downloads 2,804 (3,907)

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Derivatives, managed funds, investment performance, portfolio risk

The Use of Derivatives by Investment Managers and Implications for Portfolio Performance and Risk

International Review of Finance, Vol. 5, No. 1-2, pp. 1-29, March/June 2005
Number of pages: 29 Posted: 25 May 2006
Kingsley Y. L. Fong, David R. Gallagher and Aaron Ng
University of New South Wales - School of Banking and Finance, Capital Markets CRC Limited and UNSW Australia Business School, School of Banking and Finance
Downloads 26 (493,023)
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2.

The Index Tracking Strategies of Passive and Enhanced Index Equity Funds

Downloads 1,031 ( 20,218)

The Index Tracking Strategies of Passive and Enhanced Index Equity Funds

UNSW School of Banking and Finance Working Paper No. 2003-19
Number of pages: 40 Posted: 16 Dec 2003
Alex Frino, Teddy Oetomo and David R. Gallagher
The University of Sydney - Discipline of Finance, Schroder Investment Management Indonesia and Capital Markets CRC Limited
Downloads 1,031 (19,850)

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Passive funds, Enhanced index funds, Tracking Error, Index funds, Portfolio configuration, Index revisions, Trading strategies

The Index Tracking Strategies of Passive and Enhanced Index Equity Funds

Australian Journal of Management, Forthcoming
Posted: 21 Nov 2004
Alex Frino, Teddy Oetomo and David R. Gallagher
The University of Sydney - Discipline of Finance, Schroder Investment Management Indonesia and Capital Markets CRC Limited

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Passive funds, Enhanced index funds, Tracking Error, Index funds, Portfolio configuration, Index revisions, Trading strategies

3.

Double or Nothing: Patterns of Equity Fund Holdings and Transactions

EFA 2005 Moscow Meetings Paper
Number of pages: 46 Posted: 11 Jul 2005
Stephen J. Brown, Peter L. Swan, Onno W. Steenbeek and David R. Gallagher
New York University - Stern School of Business, University of New South Wales (UNSW Sydney, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Capital Markets CRC Limited
Downloads 1,027 (20,331)

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Prospect Theory, Disposition Effect, Risk management; Performance evaluation; Window dressing

4.

Momentum Investing and the Asset Allocation Decision

Downloads 843 ( 27,141)

Momentum Investing and the Asset Allocation Decision

Number of pages: 32 Posted: 02 Jun 2005
Karen L. Benson, Patrick Teodorowski and David R. Gallagher
University of Queensland - Business School, BT Financial Group and Capital Markets CRC Limited
Downloads 831 (27,266)

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Tactical asset allocation, momentum

Momentum Investing and the Asset Allocation Decision

Accounting & Finance, Vol. 47, No. 4, pp. 571-598, December 2007
Number of pages: 28 Posted: 11 Dec 2007
Karen L. Benson, David R. Gallagher and Patrick Teodorowski
University of Queensland - Business School, Capital Markets CRC Limited and BT Financial Group
Downloads 12 (581,753)
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Momentum Investing and the Asset Allocation Decision

Accounting and Finance, Forthcoming
Posted: 21 Jul 2007
Karen L. Benson, Patrick Teodorowski and David R. Gallagher
University of Queensland - Business School, BT Financial Group and Capital Markets CRC Limited

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Tactical asset allocation, momentum

5.

Investment Manager Characteristics, Strategy, Top Management Changes and Fund Performance

Downloads 815 ( 28,491)

Investment Manager Characteristics, Strategy, Top Management Changes and Fund Performance

SIRCA Working Paper No. 2002009M
Number of pages: 32 Posted: 07 Apr 2003
David R. Gallagher
Capital Markets CRC Limited
Downloads 785 (29,501)

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Investment strategy, Managed fund performance, Manager characteristics

Investment Manager Characteristics, Strategy, Top Management Changes and Fund Performance

Accounting and Finance, Vol. 43, pp. 283-309, November 2003
Number of pages: 27 Posted: 15 Dec 2003
David R. Gallagher
Capital Markets CRC Limited
Downloads 30 (471,151)
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Investment Manager Characteristics, Strategy, Top Management Changes and Fund Performance

Accounting and Finance, Forthcoming
Posted: 08 Apr 2003
David R. Gallagher
Capital Markets CRC Limited

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Investment strategy, Managed fund performance, Manager characteristics

6.

Fund Size, Transaction Costs and Performance: Size Matters!

Number of pages: 32 Posted: 06 Apr 2005 Last Revised: 24 Nov 2008
H. Chan, Robert W. Faff, David R. Gallagher and Adrian Looi
University of Melbourne - Department of Finance, University of Queensland, Capital Markets CRC Limited and UNSW Australia Business School, School of Banking and Finance
Downloads 700 (35,032)

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Fund size, transaction cost, market impact, fund performance

7.

Benchmarking Benchmarks: Measuring Characteristic Selectivity Using Portfolio Holdings Data

Downloads 546 ( 48,630)

Benchmarking Benchmarks: Measuring Characteristic Selectivity Using Portfolio Holdings Data

Accounting and Finance, Forthcoming
Number of pages: 32 Posted: 27 Mar 2007 Last Revised: 27 Jul 2008
Kingsley Y. L. Fong, Adrian D. Lee and David R. Gallagher
University of New South Wales - School of Banking and Finance, University of Technology, Sydney - Finance Discipline Group and Capital Markets CRC Limited
Downloads 542 (48,486)

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Equity fund benchmarking, Characteristic-based benchmarks

Benchmarking Benchmarks: Measuring Characteristic Selectivity Using Portfolio Holdings Data

Accounting & Finance, Vol. 48, No. 5, pp. 761-781, December 2008
Number of pages: 21 Posted: 03 Nov 2008
Kingsley Y. L. Fong, David R. Gallagher and Adrian D. Lee
University of New South Wales - School of Banking and Finance, Capital Markets CRC Limited and University of Technology, Sydney - Finance Discipline Group
Downloads 4 (636,989)
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8.

Investment Manager Skill in Small-Cap Equities

Number of pages: 35 Posted: 23 Aug 2005 Last Revised: 04 Sep 2008
Cong Chen, Carole Comerton-Forde, Terry S. Walter and David R. Gallagher
University of New South Wales, UNSW Business School, University of Sydney and Capital Markets CRC Limited
Downloads 540 (49,307)

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Small-cap equity funds, trading activity, performance

9.

Style Factor Timing: An Application to the Portfolio Holdings of U.S. Fund Managers

Australian Journal of Management, Forthcoming
Number of pages: 60 Posted: 24 Jan 2013 Last Revised: 23 Feb 2015
David R. Gallagher, Peter Gardner and Camille Schmidt
Capital Markets CRC Limited, Plato Investment Management and SuperRatings
Downloads 528 (50,764)

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Mutual Funds, Style Timing, Macroeconomic Data, Investment Performance, Stock Holdings

10.

Follow the Leader: The Cause and Consequences of Fund Managers Trading in Signal-Strength Sequence

Number of pages: 37 Posted: 26 Mar 2008 Last Revised: 21 Jul 2008
Peter L. Swan, Kingsley Y. L. Fong, Peter Gardner and David R. Gallagher
University of New South Wales (UNSW Sydney, University of New South Wales - School of Banking and Finance, Plato Investment Management and Capital Markets CRC Limited
Downloads 511 (52,892)

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Herding, Informational cascades, Trade sequences, Leader and follower trades

11.

Institutional Investor Monitoring and the Structure of Corporate Boards

Number of pages: 67 Posted: 20 Mar 2008
Gavin Smith, Peter L. Swan and David R. Gallagher
University of New South Wales - School of Banking and Finance, University of New South Wales (UNSW Sydney and Capital Markets CRC Limited
Downloads 457 (60,847)

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Board of Directors, Monitoring, Institutional Investment Behavior

12.

In-House Investment Management: Making and Implementing the Decision

CIFR Paper No. 094/2016
Number of pages: 41 Posted: 04 Mar 2016 Last Revised: 18 Mar 2017
David R. Gallagher, Tim Gapes and Geoff Warren
Capital Markets CRC Limited, Centre for International Finance and Regulation (CIFR) and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 454 (61,361)

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13.

Cross-Region, Cross-Sector Asset Allocation with Regimes

23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 52 Posted: 09 Aug 2010 Last Revised: 27 Jan 2013
Yiwen (Paul) Dou, David R. Gallagher, David Schneider and Terry S. Walter
Macquarie University, Capital Markets CRC Limited, UniSuper Management Limited and University of Sydney
Downloads 453 (61,522)

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strategic asset allocation, Dynamic asset allocation, International diversification, sector rotation, regime switching, Markov switching

14.

Governance through Trading: Institutional Swing Trades and Subsequent Firm Performance

EFA 2009 Bergen Meetings Paper
Number of pages: 52 Posted: 23 Nov 2008 Last Revised: 11 Oct 2011
David R. Gallagher, Peter Gardner and Peter L. Swan
Capital Markets CRC Limited, Plato Investment Management and University of New South Wales (UNSW Sydney
Downloads 451 (61,848)

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Informativeness, Market microstructure, Wall Street rule, Swing trading, Monitoring

15.

Global Equity Fund Performance: An Attribution Approach

Downloads 408 ( 69,797)

Global Equity Fund Performance: An Attribution Approach

Number of pages: 30 Posted: 23 Feb 2015 Last Revised: 06 Mar 2016
David R. Gallagher, Graham Harman, Camille Schmidt and Geoff Warren
Capital Markets CRC Limited, Russell Investments, SuperRatings and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 255 (117,184)

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global equity funds, performance attribution, market efficiency, emerging markets, portfolio management

Global Equity Fund Performance: An Attribution Approach

Financial Analysts Journal, Vol. 73(1): 56-71, 2017
Number of pages: 30 Posted: 12 Mar 2016 Last Revised: 10 Feb 2017
David R. Gallagher, Graham Harman, Camille Schmidt and Geoff Warren
Capital Markets CRC Limited, Russell Investments, SuperRatings and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 153 (189,499)

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16.

The Value of Alpha Forecasts in Portfolio Construction

Number of pages: 31 Posted: 03 Aug 2007 Last Revised: 19 May 2008
Kingsley Y. L. Fong, David R. Gallagher and Adrian D. Lee
University of New South Wales - School of Banking and Finance, Capital Markets CRC Limited and University of Technology, Sydney - Finance Discipline Group
Downloads 400 (71,475)

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Portfolio construction, Fund mimicking strategies

17.

Institutional Trading Around the Ex-Dividend Day

Downloads 390 ( 73,620)

Institutional Trading Around the Ex-Dividend Day

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 44 Posted: 25 Aug 2008 Last Revised: 01 Apr 2011
Andrew B. Ainsworth, Kingsley Y. L. Fong, David R. Gallagher and Graham Partington
University of Sydney - Finance Discipline, University of New South Wales - School of Banking and Finance, Capital Markets CRC Limited and University of Sydney - School of Business - Finance Discipline
Downloads 390 (72,946)

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Dividends, franking credits, capital gains tax, ex-dividend day, institutional trading

Institutional Trading Around the Ex-Dividend Day

Australian Journal of Management, Vol. 41, No. 2, 2016
Posted: 04 May 2016
Andrew B. Ainsworth, Kingsley Y. L. Fong, David R. Gallagher and Graham Partington
University of Sydney - Finance Discipline, University of New South Wales - School of Banking and Finance, Capital Markets CRC Limited and University of Sydney - School of Business - Finance Discipline

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Capital Gains Tax, Dividends, Ex-Dividend Day, Institutional Trading, Tax Credits

18.

Seasonality in Fund Performance: An Examination of the Portfolio Holdings and Trades of Investment Managers

Downloads 372 ( 77,779)

Seasonality in Fund Performance: An Examination of the Portfolio Holdings and Trades of Investment Managers

Number of pages: 37 Posted: 28 Dec 2003
Matt Pinnuck and David R. Gallagher
University of Melbourne - Department of Accounting and Business Information Systems and Capital Markets CRC Limited
Downloads 349 (83,132)

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Seasonality, Portfolio Holdings, Managed Fund Returns, Tax-Loss Selling, Corporate Announcements

Seasonality in Fund Performance: An Examination of the Portfolio Holdings and Trades of Investment Managers

Journal of Business Finance & Accounting, Vol. 33, No. 7-8, pp. 1240-1266, September/October 2006
Number of pages: 27 Posted: 03 Oct 2006
David R. Gallagher and Matt Pinnuck
Capital Markets CRC Limited and University of Melbourne - Department of Accounting and Business Information Systems
Downloads 23 (511,035)
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19.

Taxes, Order Imbalance and Abnormal Returns around the Ex-Dividend Day

Downloads 344 ( 85,213)

Taxes, Order Imbalance and Abnormal Returns around the Ex-Dividend Day

Number of pages: 46 Posted: 12 Dec 2008 Last Revised: 08 Jun 2016
Andrew B. Ainsworth, Kingsley Y. L. Fong, David R. Gallagher and Graham Partington
University of Sydney - Finance Discipline, University of New South Wales - School of Banking and Finance, Capital Markets CRC Limited and University of Sydney - School of Business - Finance Discipline
Downloads 343 (84,863)

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Dividends, franking credits, abnormal returns, volume, order imbalance

Taxes, Order Imbalance and Abnormal Returns Around the Ex‐Dividend Day

International Review of Finance, Vol. 18, Issue 3, pp. 379-409, 2018
Number of pages: 31 Posted: 17 Sep 2018
Andrew B. Ainsworth, Kingsley Y.L. Fong, David R. Gallagher and Graham Partington
University of Sydney - Finance Discipline, University of South Wales, Capital Markets CRC Limited and University of Sydney - School of Business - Finance Discipline
Downloads 1 (671,144)
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20.

Institutional Trading and Share Returns

EFA 2005 Moscow Meetings
Number of pages: 50 Posted: 28 Feb 2005 Last Revised: 27 Feb 2011
F. Douglas Foster, David R. Gallagher and Adrian Looi
The University of Sydney - Discipline of Finance, Capital Markets CRC Limited and UNSW Australia Business School, School of Banking and Finance
Downloads 337 (87,179)

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Trading behavior, informed trading, market impact, institutional trading

21.

Top Management Turnover: An Examination of Portfolio Holdings and Fund Performance

UNSW Working Paper No. 2004-13
Number of pages: 45 Posted: 25 Jan 2005
Prashanthi Nadarajah, Matt Pinnuck and David R. Gallagher
University of New South Wales, University of Melbourne - Department of Accounting and Business Information Systems and Capital Markets CRC Limited
Downloads 326 (90,518)

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Top management turnover, portfolio holdings, fund performance

22.

Portfolio Pumping: An Examination of Investment Manager Quarter-End Trading and Impact on Performance

Number of pages: 40 Posted: 04 Nov 2005 Last Revised: 31 Mar 2008
Peter L. Swan, Peter Gardner and David R. Gallagher
University of New South Wales (UNSW Sydney, Plato Investment Management and Capital Markets CRC Limited
Downloads 325 (90,818)

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Gaming behavior, Window dressing, Portfolio pumping, Market manipulation

23.

Institutional Investment Flows and the Determinants of Top Fund Manager Turnover

Downloads 316 ( 93,633)

Institutional Investment Flows and the Determinants of Top Fund Manager Turnover

Number of pages: 36 Posted: 07 Apr 2005
Elor Dishi, David R. Gallagher and Jerry T. Parwada
UNSW Australia Business School, School of Banking and Finance, Capital Markets CRC Limited and UNSW Australia Business School, School of Banking and Finance
Downloads 289 (102,654)

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Fund Flows, Pension Plan Mandates, Performance, Manager Termination

Institutional Investment Flows and the Determinants of Top Fund Manager Turnover

Accounting and Finance, Vol. 47, No. 2, pp. 243-266, June 2007
Number of pages: 24 Posted: 08 Jun 2007
Elor Dishi, Jerry T. Parwada and David R. Gallagher
UNSW Australia Business School, School of Banking and Finance, UNSW Australia Business School, School of Banking and Finance and Capital Markets CRC Limited
Downloads 27 (487,212)
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24.

Top Management Turnover: An Analysis of Active Australian Investment Managers

Number of pages: 40 Posted: 31 Dec 2003
Prashanthi Nadarajah and David R. Gallagher
University of New South Wales and Capital Markets CRC Limited
Downloads 311 (95,318)

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Investment manager turnover, fund performance, fund flow

25.

Individual Investors and Broker Types

Number of pages: 42 Posted: 19 Mar 2010 Last Revised: 08 Nov 2012
Kingsley Y. L. Fong, David R. Gallagher and Adrian D. Lee
University of New South Wales - School of Banking and Finance, Capital Markets CRC Limited and University of Technology, Sydney - Finance Discipline Group
Downloads 309 (95,974)

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Individual investors, individual investor trade performance, market efficiency

26.

Active Investment Manager Portfolios and Preferences for Stock Characteristics

Downloads 303 ( 98,042)

Active Investment Manager Portfolios and Preferences for Stock Characteristics

SIRCA Working Paper No. 2002007M
Number of pages: 22 Posted: 15 May 2003
Simone Brands, Adrian Looi and David R. Gallagher
UNSW Australia Business School, School of Banking and Finance, UNSW Australia Business School, School of Banking and Finance and Capital Markets CRC Limited
Downloads 278 (106,999)

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Active Investment Manager Portfolios and Preferences for Stock Characteristics

Accounting and Finance, Vol. 46, No. 2, pp. 169-190, June 2006
Number of pages: 22 Posted: 12 Jun 2006
Simone Brands, David R. Gallagher and Adrian Looi
UNSW Australia Business School, School of Banking and Finance, Capital Markets CRC Limited and UNSW Australia Business School, School of Banking and Finance
Downloads 25 (498,969)
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27.

Portfolio Quality and Mutual Fund Performance

Downloads 301 ( 98,713)

Portfolio Quality and Mutual Fund Performance

International Review of Finance, Vol. 14, Issue 4, pp. 485-521, 2014
Number of pages: 51 Posted: 25 Sep 2012 Last Revised: 29 Jan 2015
David R. Gallagher, Peter Gardner, Camille Schmidt and Terry S. Walter
Capital Markets CRC Limited, Plato Investment Management, SuperRatings and University of Sydney
Downloads 300 (98,574)

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Mutual Funds, Active Management, Investment Performance, Fundamental Analysis, Quality, Stock Holdings

Portfolio Quality and Mutual Fund Performance

International Review of Finance, Vol. 14, Issue 4, pp. 485-521, 2014
Number of pages: 37 Posted: 03 Dec 2014
David R. Gallagher, Peter Gardner, Camille Schmidt and Terry S. Walter
Capital Markets CRC Limited, Plato Investment Management, SuperRatings and University of Sydney
Downloads 1 (671,144)
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28.

Style Drift and Portfolio Management for Active Australian Equity Funds

Number of pages: 36 Posted: 03 Aug 2007
Andrew B. Ainsworth, Kingsley Y. L. Fong and David R. Gallagher
University of Sydney - Finance Discipline, University of New South Wales - School of Banking and Finance and Capital Markets CRC Limited
Downloads 292 (102,006)

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investment style, style drift, consistency, portfolio management, investment performance

29.

Further Analysis of the Liquidity and Information Components of Institutional Orders: Active Versus Passive Funds

Number of pages: 27 Posted: 07 Feb 2005
Alex Frino, Teddy Oetomo and David R. Gallagher
The University of Sydney - Discipline of Finance, Schroder Investment Management Indonesia and Capital Markets CRC Limited
Downloads 275 (108,800)

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Price impact, transaction costs, index fund, active fund

30.

Transaction Costs and Institutional Trading in Small-Cap Equity Funds

Downloads 268 (111,777)

Transaction Costs and Institutional Trading in Small-Cap Equity Funds

Number of pages: 32 Posted: 25 Oct 2006
Carole Comerton-Forde, Terry S. Walter, Jumana Nahhas and David R. Gallagher
UNSW Business School, University of Sydney, The University of Sydney and Capital Markets CRC Limited
Downloads 268 (111,241)

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transaction costs, small-cap funds, price impact

Transaction Costs and Institutional Trading in Small-Cap Equity Funds

Australian Journal of Management, Vol. 35, No. 3, pp. 313-327, 2010
Posted: 02 Apr 2011
Carole Comerton-Forde, David R. Gallagher, Jumana Nahhas and Terry S. Walter
UNSW Business School, Capital Markets CRC Limited, The University of Sydney and University of Sydney

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price impact, small-cap funds, transaction costs

31.

Institutional Trading Around Earnings Announcements

Number of pages: 38 Posted: 28 Mar 2007
Adrian Looi, Matt Pinnuck and David R. Gallagher
UNSW Australia Business School, School of Banking and Finance, University of Melbourne - Department of Accounting and Business Information Systems and Capital Markets CRC Limited
Downloads 257 (116,754)

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institutional trading, equity managers, earnings announcements, informed trading, short-term profiting, interpreting

32.

The Impact of Strategic Investor Activism on Institutional Trading and Portfolio Returns

Number of pages: 47 Posted: 26 Feb 2007 Last Revised: 30 Mar 2008
Peter L. Swan, Peter Gardner and David R. Gallagher
University of New South Wales (UNSW Sydney, Plato Investment Management and Capital Markets CRC Limited
Downloads 256 (117,228)

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Short-term Trading, Disposition Effect, Portfolio Turnover, Institutional Activism, Monitoring

33.

Portfolio Concentration and Investment Manager Performance

Downloads 254 (118,222)

Portfolio Concentration and Investment Manager Performance

NYU Working Paper No. FIN-06-028
Number of pages: 38 Posted: 13 Nov 2008
Simone Brands, Stephen J. Brown and David R. Gallagher
UNSW Australia Business School, School of Banking and Finance, New York University - Stern School of Business and Capital Markets CRC Limited
Downloads 148 (194,889)

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Portfolio concentration, investment performance, tracking error, active funds

Portfolio Concentration and Investment Manager Performance

NYU Working Paper No. FIN-06-027
Number of pages: 38 Posted: 13 Nov 2008
Simone Brands, Stephen J. Brown and David R. Gallagher
UNSW Australia Business School, School of Banking and Finance, New York University - Stern School of Business and Capital Markets CRC Limited
Downloads 87 (287,499)

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Portfolio concentration, investment performance, tracking error, active funds

Portfolio Concentration and Investment Manager Performance

International Review of Finance, Vol. 5, No. 3-4, pp. 149-174, September/December 2005
Number of pages: 26 Posted: 02 Nov 2006
Simone Brands, Stephen J. Brown and David R. Gallagher
UNSW Australia Business School, School of Banking and Finance, New York University - Stern School of Business and Capital Markets CRC Limited
Downloads 19 (536,347)
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34.

Global Equity Fund Performance Evaluation with Equity and Currency Style Factors

CIFR Paper No. 123/2016
Number of pages: 55 Posted: 18 Oct 2016 Last Revised: 19 Oct 2018
David R. Gallagher, Graham Harman, Camille Schmidt and Geoff Warren
Capital Markets CRC Limited, Russell Investments, SuperRatings and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 250 (120,155)

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Global Equities, Performance Evaluation, Active Management, Currency

35.

Trading Behaviour and the Performance of Daily Institutional Trades

Downloads 246 (122,085)

Trading Behaviour and the Performance of Daily Institutional Trades

UNSW Banking & Finance Working Paper No. 2003-10
Number of pages: 29 Posted: 21 Nov 2003
Adrian Looi and David R. Gallagher
UNSW Australia Business School, School of Banking and Finance and Capital Markets CRC Limited
Downloads 223 (134,248)

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trading behaviour, investment performance, manager skill, security selection

Trading Behaviour and the Performance of Daily Institutional Trades

Accounting and Finance, Vol. 46, No. 1, pp. 125-147, March 2006
Number of pages: 23 Posted: 08 May 2006
Adrian Looi and David R. Gallagher
UNSW Australia Business School, School of Banking and Finance and Capital Markets CRC Limited
Downloads 23 (511,035)
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36.

Relative Hedge Fund Skill and the Informativeness of Cohort Alpha

Number of pages: 58 Posted: 25 Jan 2018 Last Revised: 24 May 2018
David Forsberg, David R. Gallagher and Geoff Warren
Macquarie University - Macquarie Graduate School of Management, Capital Markets CRC Limited and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 245 (122,641)

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hedge funds; peer groups; clustering; relative performance; performance persistence

37.

Security Timing Ability and Fund Manager Performance

Number of pages: 21 Posted: 31 May 2007 Last Revised: 24 Sep 2008
David R. Gallagher, Andrew N. Ross and Peter L. Swan
Capital Markets CRC Limited, University of New South Wales (UNSW) and University of New South Wales (UNSW Sydney
Downloads 238 (126,241)

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Security Timing, Daily Trading, Performance Evaluation

38.

Alpha Generation in Portfolio Management: Long-Run Australian Equity Fund Evidence

Downloads 220 (136,425)

Alpha Generation in Portfolio Management: Long-Run Australian Equity Fund Evidence

Number of pages: 44 Posted: 31 Aug 2012 Last Revised: 02 Aug 2013
Scott Bennett, David R. Gallagher, Graham Harman, Geoff Warren and Lihui XI
Russell Investments, Capital Markets CRC Limited, Russell Investments, Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics and Macquarie Graduate School of Management
Downloads 220 (136,056)

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performance evaluation, active management, portfolio holdings, trades, alpha generation

Alpha Generation in Portfolio Management: Long-Run Australian Equity Fund Evidence

Australian Journal of Management, Vol. 41, No. 1, 2016
Posted: 29 Jan 2016
Scott Bennett, David R. Gallagher, Graham Harman, Geoff Warren and Lihui XI
Russell Investments, Capital Markets CRC Limited, Russell Investments, Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics and Macquarie Graduate School of Management

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active management, alpha generation, performance evaluation, portfolio holdings, trades

39.

An Examination of Institutional Dividend Clienteles: Evidence from Australian Institutional Portfolio Holdings

Number of pages: 31 Posted: 21 Jul 2006
Aelee Jun, David R. Gallagher and Graham Partington
University of Wollongong - Faculty of Commerce - School of Accounting and Finance, Capital Markets CRC Limited and University of Sydney - School of Business - Finance Discipline
Downloads 219 (137,009)

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dividend clienteles, institutions, portfolio holdings, imputation tax credits

40.

Do Active Fund Managers Care about Capital Gains Tax Efficiency?

20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 30 Posted: 07 Mar 2007 Last Revised: 30 Mar 2008
Peter L. Swan, Kingsley Y. L. Fong, Sarah Lau and David R. Gallagher
University of New South Wales (UNSW Sydney, University of New South Wales - School of Banking and Finance, UNSW Australia Business School, School of Banking and Finance and Capital Markets CRC Limited
Downloads 208 (143,905)

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portfolio management, capital gains tax, active management

41.

The Implications of Blending Specialist Active Equity Management

Number of pages: 26 Posted: 14 Feb 2005
Peter Gardner and David R. Gallagher
Plato Investment Management and Capital Markets CRC Limited
Downloads 190 (156,515)

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Portfolio Design, Manager Configuration, Decentralised Portfolio Management

42.

Short Selling and Over‐Optimism: Do Short Sellers Profit on the Australian Stock Exchange?

25th Australasian Finance and Banking Conference 2012, Behavioral Finance and Capital Markets Conference, University of South Australia, 2013 , The Alpha Interface, Book One, Jeffrey Mishlove, PhD
Number of pages: 41 Posted: 28 Aug 2012 Last Revised: 20 Sep 2014
David R. Gallagher, Petko S. Kalev and Eben van Wyk
Capital Markets CRC Limited, La Trobe Business School and CIMB Securities (Australia) Ltd
Downloads 183 (161,890)

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analysts over‐optimism, analysts skew, short selling, short interest

43.

Informationless Trading

Downloads 161 (181,081)

Informationless Trading

NYU Working Paper No. FIN-03-035
Number of pages: 46 Posted: 11 Nov 2008
Stephen J. Brown, David R. Gallagher, Onno W. Steenbeek and Peter L. Swan
New York University - Stern School of Business, Capital Markets CRC Limited, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and University of New South Wales (UNSW Sydney
Downloads 85 (291,847)

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Informationless Trading, Sharpe Ratios, Performance Evaluation

Informationless Trading

NYU Working Paper No. SC-AM-04-01
Number of pages: 46 Posted: 04 Nov 2008
Stephen J. Brown, David R. Gallagher, Onno W. Steenbeek and Peter L. Swan
New York University - Stern School of Business, Capital Markets CRC Limited, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and University of New South Wales (UNSW Sydney
Downloads 76 (312,344)

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Informationless Trading, Sharpe Ratios, Performance Evaluation

44.

The Effect of Data Availability in Measuring Fund Managers’ After-Tax Alpha

CIFR Paper No. 100/2016
Number of pages: 35 Posted: 24 Mar 2016 Last Revised: 18 Mar 2017
Zhe Chen, David R. Gallagher and Geoff Warren
Acadian Asset Management, Capital Markets CRC Limited and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 147 (195,394)

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active fund management, performance evaluation, data sources, trading, taxation

45.

Concave Payoff Patterns in Equity Fund Holdings and Transactions

Number of pages: 29 Posted: 14 Mar 2006
Stephen J. Brown, Peter L. Swan, David R. Gallagher and Onno W. Steenbeek
New York University - Stern School of Business, University of New South Wales (UNSW Sydney, Capital Markets CRC Limited and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 136 (208,052)

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Performance measurement, market timing measures, disposition effect, overlay strategies

46.

The Threat of Exit with Optimal Contracting: Institutional Churning Trades and Subsequent Firm Performance

Number of pages: 50 Posted: 07 Jul 2009
David R. Gallagher, Peter Gardner and Peter L. Swan
Capital Markets CRC Limited, Plato Investment Management and University of New South Wales (UNSW Sydney
Downloads 131 (214,476)

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informativeness, voting with your feet, Wall Street rule, churning, governance

47.

Which Institutional Investor Types Are the Most Informed?

Downloads 127 (219,604)

Which Institutional Investor Types Are the Most Informed?

Number of pages: 42 Posted: 21 Sep 2016 Last Revised: 01 Apr 2018
Zhe Chen, David Forsberg and David R. Gallagher
Acadian Asset Management, Macquarie University - Macquarie Graduate School of Management and Capital Markets CRC Limited
Downloads 126 (221,770)

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Institutional Investor Types, Hedge Funds, Portfolio Holdings, Stock Selection

Which Institutional Investor Types are the Most Informed?

Accounting & Finance, Vol. 59, pp. 449-480, 2019
Number of pages: 32 Posted: 10 Apr 2019
Zhe Chen, David Forsberg and David R. Gallagher
Acadian Asset Management, Macquarie University - Macquarie Graduate School of Management and Capital Markets CRC Limited
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Portfolio holdings, Institutional investors, Holdings informativeness, Stock picking, Market timing

48.

Portfolio Concentration and Investment Performance

NYU Working Paper No.
Number of pages: 37 Posted: 03 Nov 2008
Simone Brands and David R. Gallagher
UNSW Australia Business School, School of Banking and Finance and Capital Markets CRC Limited
Downloads 118 (232,037)

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49.

Quality Investing in an Australian Context

Downloads 114 (238,016)

Quality Investing in an Australian Context

Australian Journal of Management, Vol. 39: 4, 2014, pp. 615-643
Number of pages: 53 Posted: 07 May 2013 Last Revised: 29 Jan 2015
David R. Gallagher, Peter Gardner, Camille Schmidt and Terry S. Walter
Capital Markets CRC Limited, Plato Investment Management, SuperRatings and University of Sydney
Downloads 114 (239,234)

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Mutual Funds, Active Management, Investment Performance, Fundamental Analysis, Quality, Stock Holdings

Quality Investing in an Australian Context

Australian Journal of Management, Vol. 39, No. 4, 2014
Posted: 14 Nov 2014
Peter Gardner, Camille Schmidt, Terry S. Walter and David R. Gallagher
Plato Investment Management, SuperRatings, University of Sydney and Capital Markets CRC Limited

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Active management, investment performance, fundamental analysis, mutual funds, quality, stock holdings

50.

How Much Does Tax Erode Fund Excess Return?

Number of pages: 54 Posted: 22 Feb 2016 Last Revised: 02 Feb 2018
Zhe Chen, David R. Gallagher, Graham Harman, Geoff Warren and Lihui XI
Acadian Asset Management, Capital Markets CRC Limited, Russell Investments, Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics and Macquarie Graduate School of Management
Downloads 110 (244,109)

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after-tax fund performance, active management, portfolio holdings, trades

51.

The State of Origin of Australian Equity: Does Active Fund Manager Location Matter?

Australian Journal of Management, Forthcoming, UNSW Australian School of Business Research
Number of pages: 29 Posted: 30 May 2007 Last Revised: 01 Sep 2008
Kingsley Y. L. Fong, Adrian D. Lee and David R. Gallagher
University of New South Wales - School of Banking and Finance, University of Technology, Sydney - Finance Discipline Group and Capital Markets CRC Limited
Downloads 108 (247,313)

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Location, Information Advantages, Portfolio Management, Investment Performance

52.

A Model of Emulation Funds

Downloads 103 (255,623)

A Model of Emulation Funds

FIRN Research Paper
Number of pages: 47 Posted: 19 Sep 2013
Zhe Chen, F. Douglas Foster, David R. Gallagher and Adrian D. Lee
Acadian Asset Management, The University of Sydney - Discipline of Finance, Capital Markets CRC Limited and University of Technology, Sydney - Finance Discipline Group
Downloads 103 (257,245)

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multi-manager, fund-of-funds, transaction costs, emulation funds

A Model of Emulation Funds

Accounting & Finance, Vol. 55, Issue 3, pp. 717-748, 2015
Number of pages: 32 Posted: 03 Sep 2015
Zhe Chen, F. Douglas Foster, David R. Gallagher and Adrian D. Lee
Acadian Asset Management, The University of Sydney - Discipline of Finance, Capital Markets CRC Limited and University of Technology, Sydney - Finance Discipline Group
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Multimanager, Fund‐of‐funds, Transaction costs, Emulation funds

53.

Why Do Institutional Investors Use Reputable Brokers?

Number of pages: 30 Posted: 16 Dec 2013 Last Revised: 23 Mar 2018
Alex Frino, David R. Gallagher, George Li, Vito Mollica and Teddy Oetomo
Macquarie University, Capital Markets CRC Limited, Macquarie Graduate School of Management, Macquarie Graduate School of Management and Schroder Investment Management Indonesia
Downloads 102 (259,056)

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Institutional Traders; Fund Managers; Trading Costs; Brokerage Commissions; Informed Trading; Global Financial Crisis; MiFID II

54.

A New Perspective on Performance Persistence: Evidence Using Portfolio Holdings

Downloads 98 (264,239)

A New Perspective on Performance Persistence: Evidence Using Portfolio Holdings

Number of pages: 34 Posted: 13 Oct 2013 Last Revised: 21 Sep 2015
Scott Bennett, David R. Gallagher, Graham Harman, Geoff Warren and Lihui XI
Russell Investments, Capital Markets CRC Limited, Russell Investments, Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics and Macquarie Graduate School of Management
Downloads 97 (267,905)

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performance persistence, active management, portfolio holdings, trades

A New Perspective on Performance Persistence: Evidence Using Portfolio Holdings

Accounting & Finance, Vol. 58, Issue 1, pp. 91-125, 2018
Number of pages: 35 Posted: 28 Mar 2018
Scott Bennett, David R. Gallagher, Graham Harman, Geoffrey J. Warren and Yuki Xi
Russell Investments, Capital Markets CRC Limited, Russell Investments, Centre for International Finance and Regulation (CIFR) and Russell Investments
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Performance persistence, Performance evaluation, Active management, Portfolio holdings, Trades

55.

Are Funds True to Label? Matching Qualitative and Quantitative Information

CIFR Paper No.042/2015
Number of pages: 40 Posted: 24 Oct 2014 Last Revised: 01 Oct 2015
Zhe Chen, David R. Gallagher and Camille Schmidt
Acadian Asset Management, Capital Markets CRC Limited and SuperRatings
Downloads 95 (269,635)

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Asset consultants; concentration; fund managers; tracking error; turnover

56.

Testing the Effect of Portfolio Holdings Disclosure in an Environment Absent of Mandatory Disclosure

Downloads 92 (275,220)

Testing the Effect of Portfolio Holdings Disclosure in an Environment Absent of Mandatory Disclosure

CIFR Paper No. 019/2014
Number of pages: 32 Posted: 23 May 2014 Last Revised: 12 Mar 2015
Zhe Chen, David R. Gallagher and Adrian D. Lee
Acadian Asset Management, Capital Markets CRC Limited and University of Technology, Sydney - Finance Discipline Group
Downloads 91 (279,327)

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Managed funds, portfolio holdings disclosure, copycat funds

Testing the Effect of Portfolio Holdings Disclosure in an Environment Absent of Mandatory Disclosure

Accounting & Finance, Vol. 57, pp. 101-116, 2017
Number of pages: 16 Posted: 05 Apr 2017
Zhe Chen, David R. Gallagher and Adrian D. Lee
Acadian Asset Management, Capital Markets CRC Limited and University of Technology, Sydney - Finance Discipline Group
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Managed funds, Portfolio holdings disclosure, Copycat funds

57.

Industry Concentration, Excess Returns and Innovation in Australia

Downloads 87 (285,097)

Industry Concentration, Excess Returns and Innovation in Australia

Accounting and Finance, Forthcoming
Number of pages: 31 Posted: 06 Oct 2012 Last Revised: 22 Apr 2014
David R. Gallagher, Katja Ignatieva and James McCulloch
Capital Markets CRC Limited, University of New South Wales - Australian School of Business and University of Technology, Sydney
Downloads 86 (289,632)

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Industry concentration, competition, stock return

Industry Concentration, Excess Returns and Innovation in Australia

Accounting & Finance, Vol. 55, Issue 2, pp. 443-466, 2015
Number of pages: 24 Posted: 10 Jun 2015
David R. Gallagher, Katja Ignatieva and James McCulloch
Capital Markets CRC Limited, University of New South Wales - Australian School of Business and University of Technology, Sydney
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Competition, Industry concentration, Innovation, Schumpeter

58.

Does Portfolio Emulation Outperform its Target Funds?

Downloads 83 (293,457)

Does Portfolio Emulation Outperform its Target Funds?

Number of pages: 40 Posted: 01 Sep 2012
Zhe Chen, F. Douglas Foster, David R. Gallagher and Adrian D. Lee
Acadian Asset Management, The University of Sydney - Discipline of Finance, Capital Markets CRC Limited and University of Technology, Sydney - Finance Discipline Group
Downloads 83 (296,135)

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Portfolio emulation, multi-manager, fund-of-funds, offsetting trades, market impact, brokerage

Does Portfolio Emulation Outperform Its Target Funds?

Australian Journal of Management, Vol. 38, No. 2, 2013
Posted: 30 Jul 2013
Zhe Chen, F. Douglas Foster, David R. Gallagher and Adrian D. Lee
Acadian Asset Management, The University of Sydney - Discipline of Finance, Capital Markets CRC Limited and University of Technology, Sydney - Finance Discipline Group

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Brokerage, fund-of-funds, market impact, multi-manager, offsetting trades, portfolio emulation

59.

How has the Relevance of Institutional Brokerage Changed?

Downloads 63 (342,321)

How has the Relevance of Institutional Brokerage Changed?

Number of pages: 32 Posted: 03 Oct 2011 Last Revised: 10 Aug 2014
Kingsley Y. L. Fong, F. Douglas Foster, David R. Gallagher and Adrian D. Lee
University of New South Wales - School of Banking and Finance, The University of Sydney - Discipline of Finance, Capital Markets CRC Limited and University of Technology, Sydney - Finance Discipline Group
Downloads 62 (349,584)

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transaction costs, price impact, brokers

How Has the Relevance of Institutional Brokerage Changed?

International Review of Finance, Vol. 16, Issue 4, pp. 499-524, 2016
Number of pages: 26 Posted: 07 Dec 2016
Kingsley Y. L. Fong, F. Douglas Foster, David R. Gallagher and Adrian D. Lee
University of New South Wales - School of Banking and Finance, The University of Sydney - Discipline of Finance, Capital Markets CRC Limited and University of Technology, Sydney - Finance Discipline Group
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60.

Capacity Constraints in Hedge Funds: The Impact of Cohort Size on Fund Performance

Number of pages: 52 Posted: 01 Dec 2017
David Forsberg, David R. Gallagher and Geoff Warren
Macquarie University - Macquarie Graduate School of Management, Capital Markets CRC Limited and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 61 (347,794)

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Hedge Funds; Capacity Constraints; Implementation Shortfall; Peer Groups; Performance

61.

Broker Recommendations and Australian Small-Cap Equity Fund Management

Number of pages: 29 Posted: 23 Jan 2010 Last Revised: 23 Apr 2010
Carole Comerton-Forde, David R. Gallagher, Joyce Lai and Terry S. Walter
UNSW Business School, Capital Markets CRC Limited, University of New South Wales and University of Sydney
Downloads 52 (375,152)

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62.

Size and Investment Performance: A Research Note

Abacus, Vol. 41, No. 1, pp. 55-65, February 2005
Number of pages: 11 Posted: 02 Feb 2005
Kyle M. Martin and David R. Gallagher
Commonwealth Bank of Australia and Capital Markets CRC Limited
Downloads 32 (449,922)
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63.

Is Index Performance Achievable? An Analysis of Australian Equity Index Funds

Abacus, Vol. 38, No. 2, pp. 200-214, 2002
Number of pages: 15 Posted: 23 Dec 2002
Alex Frino and David R. Gallagher
The University of Sydney - Discipline of Finance and Capital Markets CRC Limited
Downloads 31 (454,543)
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benchmark index, index fund, investment performance, tracting error

64.

Portfolio Selection, Diversification and Fund-of-Funds: A Note

Accounting and Finance, Vol. 45, No. 2, pp. 185-197, July 2005
Number of pages: 13 Posted: 08 Jun 2005
Simone Brands and David R. Gallagher
UNSW Australia Business School, School of Banking and Finance and Capital Markets CRC Limited
Downloads 27 (473,920)
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65.

Are Funds True to Label? Matching Qualitative and Quantitative Information – Internet Appendix

CIFR Paper No. 042(a)/2015
Number of pages: 19 Posted: 30 Sep 2015
Zhe Chen, David R. Gallagher and Camille Schmidt
Acadian Asset Management, Capital Markets CRC Limited and SuperRatings
Downloads 26 (479,171)

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66.

Attribution of Investment Performance: An Analysis of Australian Pooled Superannuation Funds

Accounting and Finance, Vol. 41, pp. 41-62, July 2001
Number of pages: 22 Posted: 01 Nov 2003
David R. Gallagher
Capital Markets CRC Limited
Downloads 25 (484,538)
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67.

Are Active Fund Managers Collectors of Private Information or Fast Interpreters of Public Information?

Accounting & Finance, Vol. 50, No. 3, pp. 635-662, September 2010
Number of pages: 28 Posted: 24 Aug 2010
David R. Gallagher, Adrian Looi and Matt Pinnuck
Capital Markets CRC Limited, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 3 (616,980)
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68.

Broker Recommendations and Australian Small‐Cap Equity Fund Management

Accounting & Finance, Vol. 51, Issue 4, pp. 893-922, 2011
Number of pages: 30 Posted: 03 Nov 2011
Carole Comerton‐Forde, David R. Gallagher, Joyce Lai and Terry S. Walter
affiliation not provided to SSRN, Capital Markets CRC Limited, University of New South Wales and University of Sydney
Downloads 2 (626,701)
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Active small‐cap fund management, Broker recommendations, Alpha

69.

Follow the Leader: Fund Managers Trading in Signal‐Strength Sequence

Accounting & Finance, Vol. 51, Issue 3, pp. 684-710, 2011
Number of pages: 27 Posted: 03 Aug 2011
Kingsley Y. L. Fong, David R. Gallagher, Peter Gardner and Peter L. Swan
University of New South Wales - School of Banking and Finance, Capital Markets CRC Limited, Plato Investment Management and affiliation not provided to SSRN
Downloads 2 (626,701)
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Herding, Informational cascades, Information confirmation, Trade sequences, Leader and follower trades, G14, G23

70.

In‐House Asset Management in the Australian Superannuation Industry

Accounting & Finance, Vol. 59, pp. 615-655, 2019
Number of pages: 41 Posted: 10 Apr 2019
David R. Gallagher, Timothy M. Gapes and Geoffrey J. Warren
Capital Markets CRC Limited, Centre for International Finance and Regulation (CIFR) and Centre for International Finance and Regulation (CIFR)
Downloads 1 (639,245)
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Superannuation funds, In‐sourcing versus outsourcing, Portfolio construction, Governance

71.

The Effect of Data Availability in Measuring Fund Managers’ After‐Tax Alphas

Accounting & Finance, Vol. 59, pp. 411-448, 2019
Number of pages: 38 Posted: 10 Apr 2019
Zhe Chen, David R. Gallagher and Geoffrey J. Warren
UNSW Business School, Capital Markets CRC Limited and Centre for International Finance and Regulation (CIFR)
Downloads 1 (639,245)
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Active fund management, Performance evaluation, Data sources, Trading, Taxation

72.

Institutional Dividend Clienteles Under an Imputation Tax System

Journal of Business Finance & Accounting, Vol. 38, Issue 1-2, pp. 198-224, 2011
Number of pages: 27 Posted: 16 Mar 2011
Aelee Jun, David R. Gallagher and Graham Partington
University of Wollongong - Faculty of Commerce - School of Accounting and Finance, Capital Markets CRC Limited and University of Sydney - School of Business - Finance Discipline
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dividends, clienteles, institutions, funds, portfolio holdings, imputation, tax, prudent-man

73.

Style Factor Timing: An Application to the Portfolio Holdings of US Fund Managers

Australian Journal of Management, Vol. 40, No. 2, 2015
Posted: 06 Jun 2015
David R. Gallagher, Peter Gardner and Camille Schmidt
Capital Markets CRC Limited, Plato Investment Management and SuperRatings

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Investment performance, macroeconomic data, mutual funds, stock holdings, style timing

74.

Cross‐Region and Cross‐Sector Asset Allocation with Regimes

Accounting & Finance, Vol. 54, Issue 3, pp. 809-846, 2014
Number of pages: 38 Posted: 24 Sep 2014
Paul Y. Dou, David Schneider, David R. Gallagher and Terry S. Walter
Macquarie University - Department of Marketing and Management, UniSuper Management Limited, Capital Markets CRC Limited and University of Sydney
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Asset allocation, Markov switching, Regime switching, Sector rotation

75.

Dissecting Anomalies in the Australian Stock Market

Australian Journal of Management, Vol. 38, No. 2, 2013
Posted: 30 Jul 2013
Yiwen (Paul) Dou and David R. Gallagher
Macquarie University and Capital Markets CRC Limited

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accruals, asset growth, contrarian, earnings growth, momentum, profitability, size, value

76.

Out-of-Sample Stock Return Predictability in Australia

Australian Journal of Management, Vol. 37, No. 3, 2012
Posted: 19 Dec 2012
Yiwen (Paul) Dou, David R. Gallagher, David Schneider and Terry S. Walter
Macquarie University, Capital Markets CRC Limited, UniSuper Management Limited and University of Sydney

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combination forecasts, out-of-sample predictability, portfolio allocation, predictive regression, sector rotation

Other Papers (3)

Total Downloads: 896    Citations: 15
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1.

Portfolio Concentration and Investment Manager Performance

Number of pages: 38 Posted: 14 Nov 2005
Simone Brands, Stephen J. Brown and David R. Gallagher
UNSW Australia Business School, School of Banking and Finance, New York University - Stern School of Business and Capital Markets CRC Limited
Downloads 604

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Portfolio concentration, investment performance, tracking error, active funds

2.

Who Wins and Who Loses Among Individual Investors?

Number of pages: 46 Posted: 22 Mar 2009 Last Revised: 08 Nov 2012
Kingsley Y. L. Fong, David R. Gallagher and Adrian D. Lee
University of New South Wales - School of Banking and Finance, Capital Markets CRC Limited and University of Technology, Sydney - Finance Discipline Group
Downloads 222

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Individual investors, individual investor trade performance, market efficiency

3.

Do Institutions Really Exploit Individuals? The Intraday Losses and Offsetting Returns of Discount and Premium Retail Investors

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 40 Posted: 24 Aug 2008 Last Revised: 14 Nov 2008
Kingsley Y. L. Fong, David R. Gallagher and Adrian D. Lee
University of New South Wales - School of Banking and Finance, Capital Markets CRC Limited and University of Technology, Sydney - Finance Discipline Group
Downloads 70

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