Russell B. Gregory-Allen

Massey University - Department of Commerce

Associate Professor

Auckland

New Zealand

  • Massey University - Department of Commerce

SCHOLARLY PAPERS

9

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5

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Scholarly Papers (9)

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1.

Are You Smarter than a CFA’er?

Number of pages: 25 Posted: 22 Aug 2009 Last Revised: 12 Apr 2013
Oguzhan C. Dincer, Russell B. Gregory-Allen and Hany A. Shawky
Illinois State University - Department of Economics, Massey University - Department of Commerce and State University of New York at Albany - School of Business and Center for Institutional Investment Management
Downloads 1,966 (7,258)

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CFA, MBA, portfolio managment, portfolio risk

2.

Are You Smarter than a CFA'er? Manager Qualifications and Portfolio Performance

23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 24 Posted: 21 Aug 2010
Oguzhan C. Dincer, Russell B. Gregory-Allen and Hany A. Shawky
Illinois State University - Department of Economics, Massey University - Department of Commerce and State University of New York at Albany - School of Business and Center for Institutional Investment Management
Downloads 394 (72,713)

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CFA, MBA, Portfolio management, Manager qualifications

3.

The Daylight Saving Time Anomaly in Stock Returns: Fact or Fiction?

Number of pages: 32 Posted: 03 Aug 2006 Last Revised: 19 Jan 2009
Russell B. Gregory-Allen, Ben Jacobsen and Wessel Marquering
Massey University - Department of Commerce, Tilburg University - TIAS School for Business and Society and Erasmus University Rotterdam (EUR) - Department of Financial Management
Downloads 275 (108,753)

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Daylight Saving Time, Mood, International Stock Market Returns

4.

Asymmetric Extreme Tails and Prospective Utility of Momentum Returns

Economics Letters, Forthcoming
Number of pages: 9 Posted: 23 Sep 2010 Last Revised: 07 May 2012
Russell B. Gregory-Allen, Helen Lu and Philip A. Stork
Massey University - Department of Commerce, University of Auckland - Department of Accounting and Finance and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 106 (250,443)

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Extreme value theory, Asymmetric tails, Prospective utility

5.

Style Consistency, Fund Flow and Performance: A Study on U.S. Mutual Funds

Number of pages: 30 Posted: 28 May 2015
Russell B. Gregory-Allen, Liping Zou and Yiling Li
Massey University - Department of Commerce, School of Economics and Finance, Massey Univeristy, Albany and Independent
Downloads 72 (318,714)

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Mutual funds, Style consistency, Fund performance, Fund flow

6.

The Potential Effects of Mandatory Portfolio Holdings Disclosure in Australia and New Zealand

Number of pages: 40 Posted: 18 Sep 2012
Katie Brown and Russell B. Gregory-Allen
Massey University - Department of History and Massey University - Department of Commerce
Downloads 69 (326,157)

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disclosure, voluntary disclosure, mandatory disclosure, portfolio disclosure, portfolio holdings, fund performance, fund flows, front-running, agency cost, Australia, New Zealand

7.

The Potential Effects of Mandatory Portfolio Holdings Disclosure in Australia and New Zealand

25th Australasian Finance and Banking Conference 2012
Number of pages: 40 Posted: 19 Aug 2012 Last Revised: 15 Oct 2012
Kathleen Brown and Russell B. Gregory-Allen
Bancorp Treasury and Massey University - Department of Commerce
Downloads 28 (468,675)

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disclosure, voluntary disclosure, mandatory disclosure, portfolio disclosure, portfolio holdings, fund performance, fund flows, front-running, agency cost, Australia, New Zealand

8.

The Efficacy of Term Structure Estimation Technique: A Monte Carlo Study

The Journal of Fixed Income, Vol. 2, No. 1, pp. 52-63, March 1992
Number of pages: 12 Posted: 05 Mar 2008 Last Revised: 08 Oct 2013
Mark J. Buono, Russell B. Gregory-Allen and Uzi Yaari
Independent, Massey University - Department of Commerce and Rutgers University
Downloads 17 (529,631)

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government forward rates, term structure estimation methods, risk-free interest rates

9.

Quantitative vs. Fundamental Analysis in Institutional Money Management: Where's the Beef?

https://doi.org/10.3905/JOI.2009.18.4.042
Posted: 22 May 2019
Russell B. Gregory-Allen, Hany A. Shawky and Jeffrey Scott Stangl
Massey University - Department of Commerce, State University of New York at Albany - School of Business and Center for Institutional Investment Management and Massey University - School of Economics and Finance

Abstract:

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Mutual Funds, Quantitative, Fundamental