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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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Top 10,254

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3,771

CITATIONS
Rank 45,335

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Top 45,335

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3

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 1,706 (6,873)

Abstract:

CFA, MBA, portfolio managment, portfolio risk

2.

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

Number of pages: 21 Posted: 19 Sep 2008 Last Revised: 15 Jun 2009
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
Downloads 1,001 (15,318)

Abstract:

Mutual Funds, Quantitative, Fundamental

3.

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 310 (66,194)

Abstract:

CFA, MBA, Portfolio management, Manager qualifications

4.

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 263 (94,036)
Citation 1

Abstract:

Daylight Saving Time, Mood, International Stock Market Returns

5.

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 VU University Amsterdam - Faculty of Economics and Business Administration
Downloads 97 (222,953)

Abstract:

Extreme value theory, Asymmetric tails, Prospective utility

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 58 (288,908)
Citation 1

Abstract:

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

7.

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 25 (308,501)

Abstract:

Mutual funds, Style consistency, Fund performance, Fund flow

8.

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 18 (428,337)
Citation 1

Abstract:

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

9.

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 6 (480,318)

Abstract:

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

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