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

16

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CITATIONS
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14

Scholarly Papers (16)

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 333 (44,108)

Abstract:

Active Management, Manager Selection, Multi-manager, Interviews

2.

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 306 (76,555)
Citation 13

Abstract:

Trading behavior, informed trading, market impact, institutional trading

3.

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 234 (84,044)
Citation 1

Abstract:

Investment Management, Active versus Passive, Manager Selection

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, University of Sydney Business School and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 144 (140,748)

Abstract:

5.
Downloads 95 (234,008)

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
Centre for International Finance and Regulation (CIFR), The University of Sydney - Discipline of Finance, Capital Markets CRC Limited and University of Technology, Sydney - Finance Discipline Group
Downloads 95 (235,621)

Abstract:

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
Centre for International Finance and Regulation (CIFR), The University of Sydney - Discipline of Finance, Capital Markets CRC Limited and University of Technology, Sydney - Finance Discipline Group
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Abstract:

Multimanager, Fund‐of‐funds, Transaction costs, Emulation funds

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, University of Sydney Business School and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 83 (215,575)

Abstract:

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
Centre for International Finance and Regulation (CIFR), The University of Sydney - Discipline of Finance, Capital Markets CRC Limited and University of Technology, Sydney - Finance Discipline Group
Downloads 74 (275,768)

Abstract:

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
Centre for International Finance and Regulation (CIFR), The University of Sydney - Discipline of Finance, Capital Markets CRC Limited and University of Technology, Sydney - Finance Discipline Group

Abstract:

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, Capital Markets CRC Limited and University of Technology, Sydney - Finance Discipline Group
Downloads 59 (312,197)

Abstract:

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, Capital Markets CRC Limited and University of Technology, Sydney - Finance Discipline Group
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Abstract:

9.

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, University of Sydney Business School and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 40 (183,935)

Abstract:

10.

Design of Mysuper Default Funds: Influences and Outcomes

Accounting and Finance, Forthcoming
Posted: 08 Oct 2015
Australian National University - Research School of Finance, Actuarial Studies & Statistics, UNSW Law, The University of Sydney - Discipline of Finance, University of Sydney Business School and Independent

Abstract:

pension funds, default investment products, investor needs, regulation

11.

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

Abstract:

Financial choice, focus groups, retirement

12.

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 ANU CBE Research School of Accounting

Abstract:

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

13.

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

Abstract:

customer orders, foreign exchange, information flows

14.

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

Abstract:

Customer orders, foreign exchange, information flows

15.

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 and Vanderbilt University - Finance

Abstract:

16.

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

Abstract: