F. Douglas Foster

The University of Sydney - Discipline of Finance

P.O. Box H58

Sydney, NSW 2006

Australia

Financial Research Network (FIRN)

C/- University of Queensland Business School

St Lucia, 4071 Brisbane

Queensland

Australia

SCHOLARLY PAPERS

20

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2,217

SSRN CITATIONS
Rank 38,565

SSRN RANKINGS

Top 38,565

in Total Papers Citations

10

CROSSREF CITATIONS

8

Scholarly Papers (20)

1.

Interviews with Institutional Investors: The How and Why of Active Investing

FIRN Research Paper
Number of pages: 52 Posted: 25 Feb 2013 Last Revised: 18 Mar 2017
F. Douglas Foster and Geoff Warren
The University of Sydney - Discipline of Finance and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 643 (45,407)
Citation 3

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Active Management, Manager Selection, Multi-manager, Interviews

2.

Why Might Investors Choose Active Management?

Number of pages: 49 Posted: 24 Feb 2011 Last Revised: 20 Feb 2013
Geoff Warren and F. Douglas Foster
Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics and The University of Sydney - Discipline of Finance
Downloads 345 (97,143)
Citation 3

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Investment Management, Active versus Passive, Manager Selection

3.

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, Rozetta Institute and UNSW Australia Business School, School of Banking and Finance
Downloads 341 (98,412)
Citation 8

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Trading behavior, informed trading, market impact, institutional trading

4.

MySuper: A Stage in an Evolutionary Process

CIFR Paper No. 048/2014
Number of pages: 65 Posted: 13 Dec 2014
Australian National University - Research School of Finance, Actuarial Studies & Statistics, UNSW Law, The University of Sydney - Discipline of Finance, The University of Sydney Business School and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 205 (165,628)
Citation 1

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5.

Delegation, Trust and Defaulting in Retirement Savings: Perspectives from Plan Executives and Members

CIFR Paper No. 065/2015, FIRN Research Paper No. 2638998
Number of pages: 37 Posted: 05 Aug 2015
Australian National University - Research School of Finance, Actuarial Studies & Statistics, UNSW Law, The University of Sydney - Discipline of Finance, The University of Sydney Business School and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 156 (210,904)
Citation 1

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6.

The Superannuation System and Its Regulation: Views from Fund Executives

CIFR Paper No. 030/2014
Number of pages: 18 Posted: 08 Jul 2014 Last Revised: 13 Jul 2017
Australian National University - Research School of Finance, Actuarial Studies & Statistics, UNSW Law, The University of Sydney - Discipline of Finance, The University of Sydney Business School and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 122 (256,195)
Citation 3

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7.

The Microstructure of Endogenous Liquidity Provision

Number of pages: 64 Posted: 15 Nov 2019 Last Revised: 15 Oct 2020
F. Douglas Foster, Xuezhong He, Junqing Kang and Shen Lin
The University of Sydney - Discipline of Finance, University of Technology Sydney (UTS) - Finance Discipline Group, Business School, University of Technology Sydney (UTS), UTS Business School, Students and PBCSF, Tsinghua University
Downloads 105 (285,062)
Citation 1

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Endogenous liquidity provision, fragile liquidity, market breaks, machine learning

8.
Downloads 105 (285,062)

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, Rozetta Institute and Deakin University - Department of Finance (Property and Real Estate)
Downloads 105 (286,811)

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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, Rozetta Institute and Deakin University - Department of Finance (Property and Real Estate)
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Multimanager, Fund‐of‐funds, Transaction costs, Emulation funds

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, Rozetta Institute and Deakin University - Department of Finance (Property and Real Estate)
Downloads 86 (327,039)
Citation 1

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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, Rozetta Institute and Deakin University - Department of Finance (Property and Real Estate)

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

How has the Relevance of Institutional Brokerage Changed?

Number of pages: 32 Posted: 03 Oct 2011 Last Revised: 10 Aug 2014
University of New South Wales - School of Banking and Finance, The University of Sydney - Discipline of Finance, Rozetta Institute and Deakin University - Department of Finance (Property and Real Estate)
Downloads 66 (381,588)

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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
University of New South Wales - School of Banking and Finance, The University of Sydney - Discipline of Finance, Rozetta Institute and Deakin University - Department of Finance (Property and Real Estate)
Downloads 1 (755,688)
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11.

A Portfolio-Based Measure of Economic Uncertainty

Number of pages: 54 Posted: 10 Jan 2019
Bao Huy Doan, F. Douglas Foster and Li Yang
University of New South Wales, The University of Sydney - Discipline of Finance and UNSW Australia Business School, School of Banking and Finance
Downloads 41 (465,925)

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Economic Uncertainty, Broad Market Portfolio, Correlation Between Individual Markets, Market Specific and Economy-wide Shocks

Design of Mysuper Default Funds: Influences and Outcomes

Accounting & Finance, Vol. 57, Issue 1, pp. 47-85, 2017
Number of pages: 39 Posted: 19 Mar 2020
Australian National University - Research School of Finance, Actuarial Studies & Statistics, UNSW Law, The University of Sydney - Discipline of Finance, The University of Sydney Business School and Centre for International Finance and Regulation (CIFR)
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Pension funds, Default investment products, Investor needs, Regulation

Design of Mysuper Default Funds: Influences and Outcomes

Accounting and Finance, 57(1), 47-85
Posted: 08 Oct 2015 Last Revised: 13 Dec 2017
Australian National University - Research School of Finance, Actuarial Studies & Statistics, UNSW Law, The University of Sydney - Discipline of Finance, The University of Sydney Business School and Independent

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pension funds, default investment products, investor needs, regulation

13.

One Size Fits All? Tailoring Retirement Plan Defaults

Journal of Economic Behavior and Organization, 145, 546-566, January 2018
Posted: 12 Dec 2018
Australian National University - Research School of Finance, Actuarial Studies & Statistics, UNSW Law, The University of Sydney - Discipline of Finance, The University of Sydney Business School and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics

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Pensions, Default, Financial Services, Regulation

14.

The Australian Superannuation System Post Stronger Super: Views from Fund Executives.

Law and Financial Markets Review, 2015, 9(2), 96-102
Posted: 13 Dec 2017
Australian National University - Research School of Finance, Actuarial Studies & Statistics, UNSW Law, The University of Sydney - Discipline of Finance, Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics and The University of Sydney Business School

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15.

Discussions on Long-Term Financial Choice

Australian Journal of Management, Vol. 40, No. 3, 2015
Posted: 18 Sep 2015
Independent, The University of Sydney - Discipline of Finance, University of Western Australia and RMIT University

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Financial choice, focus groups, retirement

16.

Presentation Format and Financial Literacy: Accessibility and Assessability of Retirement Savings Statements

Journal of Consumer Affairs, Forthcoming, FIRN Research Paper No. 2629886
Posted: 13 Jul 2015
F. Douglas Foster, Juliana Ng and Marvin Wee
The University of Sydney - Discipline of Finance, Australian National University - School of Accounting & Business Information Systems and Australian National University (ANU)

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Salience, presentation format, financial literacy, decision making, retirement savings statements

17.

Customer Foreign Exchange Orders: When Timing Really Does Matter

Australian Journal of Management, Vol. 39, 2014
Posted: 20 Aug 2014
Sviatoslav Rosov and F. Douglas Foster
London School of Economics & Political Science (LSE) - Department of Finance and The University of Sydney - Discipline of Finance

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customer orders, foreign exchange, information flows

18.

Measuring the Information Content of Customer Foreign Exchange Orders

Australian Journal of Management, Vol. 39, No. 2, 2014
Posted: 22 Jun 2014
Sviatoslav Rosov and F. Douglas Foster
London School of Economics & Political Science (LSE) - Department of Finance and The University of Sydney - Discipline of Finance

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Customer orders, foreign exchange, information flows

19.

Assessing Goodness-of-Fit of Asset Pricing Models: The Distribution of the Maximal R2

JOURNAL OF FINANCE, Vol 52 No 2, June 1997
Posted: 10 Mar 1997
F. Douglas Foster, Tom Smith and Robert E. Whaley
The University of Sydney - Discipline of Finance, University of Queensland - Faculty of Business, Economics and Law and Vanderbilt University - Finance

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20.

Strategic Trading When Agents Forecast the Forecasts of Others

J. OF FINANCE, Vol. 51 No. 4, September 1996
Posted: 20 Nov 1996
F. Douglas Foster and S. Viswanathan
The University of Sydney - Discipline of Finance and Duke University - Fuqua School of Business

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