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

  • The University of Sydney - Discipline of Finance

  • Financial Research Network (FIRN)

SCHOLARLY PAPERS

20

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3,189

TOTAL CITATIONS
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Top 47,571

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26

Scholarly Papers (20)

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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 820 (63,403)
Citation 3

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Active Management, Manager Selection, Multi-manager, Interviews

2.

The Microstructure of Endogenous Liquidity Provision

Number of pages: 81 Posted: 15 Nov 2019 Last Revised: 09 Aug 2024
F. Douglas Foster, Xuezhong He, Junqing Kang and Shen Lin
The University of Sydney - Discipline of Finance, Xi'an Jiaotong-Liverpool University (XJTLU), Sun Yat-sen University (SYSU) - Lingnan (University) College and Tianjin University - College of Management and Economics
Downloads 414 (149,055)

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JEL classification: D82, D84, G10, G14 Endogenous liquidity provision, non-linear rational expectations equilibrium, market fragility, reinforcement learning

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 413 (149,873)
Citation 5

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Investment Management, Active versus Passive, Manager Selection

4.

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, Bond University and UNSW Australia Business School, School of Banking and Finance
Downloads 397 (156,286)
Citation 8

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Trading behavior, informed trading, market impact, institutional trading

5.

MySuper: A Stage in an Evolutionary Process

CIFR Paper No. 048/2014
Number of pages: 65 Posted: 13 Dec 2014
Adam Butt, M. Scott Donald, F. Douglas Foster, Susan Thorp and Geoff Warren
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 254 (251,590)
Citation 1

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6.

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
Adam Butt, M. Scott Donald, F. Douglas Foster, Susan Thorp and Geoff Warren
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 213 (298,301)
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7.

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
Adam Butt, M. Scott Donald, F. Douglas Foster, Susan Thorp and Geoff Warren
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 162 (382,041)
Citation 3

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8.

A Model of Emulation Funds

FIRN Research Paper
Number of pages: 47 Posted: 19 Sep 2013
Zhe Chen, Zhe Chen, F. Douglas Foster, David R. Gallagher and Adrian D. Lee
University of New South Wales (UNSW)Acadian Asset Management, The University of Sydney - Discipline of Finance, Bond University and Deakin University - Department of Finance (Property and Real Estate)
Downloads 160 (386,077)

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

9.

Does Portfolio Emulation Outperform its Target Funds?

Downloads 148 (412,151)
Citation 2

Does Portfolio Emulation Outperform its Target Funds?

Number of pages: 40 Posted: 01 Sep 2012
Zhe Chen, Zhe Chen, F. Douglas Foster, David R. Gallagher and Adrian D. Lee
University of New South Wales (UNSW)Acadian Asset Management, The University of Sydney - Discipline of Finance, Bond University and Deakin University - Department of Finance (Property and Real Estate)
Downloads 148 (412,573)
Citation 2

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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, Zhe Chen, F. Douglas Foster, David R. Gallagher and Adrian D. Lee
University of New South Wales (UNSW)Acadian Asset Management, The University of Sydney - Discipline of Finance, Bond University 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

10.

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 108 (525,861)
Citation 1

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

11.

How has the Relevance of Institutional Brokerage Changed?

Number of pages: 32 Posted: 03 Oct 2011 Last Revised: 10 Aug 2014
Kingsley Fong, F. Douglas Foster, David R. Gallagher and Adrian D. Lee
UNSW Business School, The University of Sydney - Discipline of Finance, Bond University and Deakin University - Department of Finance (Property and Real Estate)
Downloads 100 (555,790)

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transaction costs, price impact, brokers

12.

One Size Fits All? Tailoring Retirement Plan Defaults

Journal of Economic Behavior and Organization, 145, 546-566, January 2018
Posted: 12 Dec 2018
Adam Butt, M. Scott Donald, F. Douglas Foster, Susan Thorp and Geoff Warren
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

13.

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
Adam Butt, M. Scott Donald, F. Douglas Foster, Geoff Warren and Susan Thorp
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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14.

Design of Mysuper Default Funds: Influences and Outcomes

Accounting and Finance, 57(1), 47-85
Posted: 08 Oct 2015 Last Revised: 13 Dec 2017
Adam Butt, M. Scott Donald, F. Douglas Foster, Susan Thorp and Geoffrey J. Warren
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

15.

Discussions on Long-Term Financial Choice

Australian Journal of Management, Vol. 40, No. 3, 2015
Posted: 18 Sep 2015
Kuan Kiat Cheah, F. Douglas Foster, Richard A. Heaney and Roslyn A. Russell
Independent, The University of Sydney - Discipline of Finance, University of Western Australia and Royal Melbourne Institute of Technolog (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, Marvin Wee and Marvin Wee
The University of Sydney - Discipline of Finance, Australian National University - School of Accounting & Business Information Systems and Australian National University (ANU)Financial Research Network (FIRN)

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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 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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