Details about David R. Gallagher

Access statistics for papers by David R. Gallagher.

Last updated 2024-11-11. Update your information in the RePEc Author Service.

Short-id: pga424

Working Papers

2013

1. Industry Concentration, Excess Returns and Innovation in Australia
   Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney View citations (1)
   See also Journal Article Industry concentration, excess returns and innovation in Australia, Accounting and Finance, Accounting and Finance Association of Australia and New Zealand (2015) View citations (12) (2015)

2007

2. Where Do Australian Active Equity Managers Outperform?
   Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney

2002

3. The evaluation of active manager returns in a non-symmetrical environment
   Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney View citations (6)
   See also Journal Article The evaluation of active manager returns in a non-symmetrical environment, Journal of Asset Management, Palgrave Macmillan (2002) View citations (4) (2002)

Journal Articles

2022

1. Global equity fund performance adjusted for equity and currency factors
   Accounting and Finance, 2022, 62, (S1), 1535-1565

2020

2. How much does tax erode fund excess returns?
   Accounting and Finance, 2020, 60, (4), 3407-3446

2019

3. In‐house asset management in the Australian superannuation industry
   Accounting and Finance, 2019, 59, (S1), 615-655
4. The effect of data availability in measuring fund managers’ after‐tax alphas
   Accounting and Finance, 2019, 59, (S1), 411-448 View citations (1)
5. Which institutional investor types are the most informed?
   Accounting and Finance, 2019, 59, (S1), 449-480

2018

6. A new perspective on performance persistence: evidence using portfolio holdings
   Accounting and Finance, 2018, 58, (1), 91-125 View citations (1)
7. Taxes, Order Imbalance and Abnormal Returns around the ex‐Dividend day
   International Review of Finance, 2018, 18, (3), 379-409

2017

8. Are funds true to label? A note on matching qualitative and quantitative information
   Australian Journal of Management, 2017, 42, (2), 296-307
9. Testing the effect of portfolio holdings disclosure in an environment absent of mandatory disclosure
   Accounting and Finance, 2017, 57, (1), 113-129 View citations (1)
   Also in Accounting and Finance, 2017, 57, 101-116 (2017) View citations (1)

2016

10. Alpha generation in portfolio management: Long-run Australian equity fund evidence
    Australian Journal of Management, 2016, 41, (1), 107-140 View citations (3)
11. How has the Relevance of Institutional Brokerage Changed?
    International Review of Finance, 2016, 16, (4), 499-524 View citations (2)
12. Institutional trading around the ex-dividend day
    Australian Journal of Management, 2016, 41, (2), 299-323 View citations (6)

2015

13. A model of emulation funds
    Accounting and Finance, 2015, 55, (3), 717-748 View citations (1)
14. Industry concentration, excess returns and innovation in Australia
    Accounting and Finance, 2015, 55, (2), 443-466 View citations (12)
    See also Working Paper Industry Concentration, Excess Returns and Innovation in Australia, Research Paper Series (2013) View citations (1) (2013)
15. Style factor timing: An application to the portfolio holdings of US fund managers
    Australian Journal of Management, 2015, 40, (2), 318-350

2014

16. Cross-region and cross-sector asset allocation with regimes
    Accounting and Finance, 2014, 54, (3), 809-846 View citations (5)
17. Individual Investors and Broker Types
    Journal of Financial and Quantitative Analysis, 2014, 49, (2), 431-451 View citations (34)
18. Portfolio Quality and Mutual Fund Performance
    International Review of Finance, 2014, 14, (4), 485-521 View citations (7)
19. Quality investing in an Australian context
    Australian Journal of Management, 2014, 39, (4), 615-643 View citations (3)

2013

20. Dissecting anomalies in the Australian stock market
    Australian Journal of Management, 2013, 38, (2), 353-373 View citations (21)
21. Does portfolio emulation outperform its target funds?
    Australian Journal of Management, 2013, 38, (2), 401-427 View citations (2)
22. Governance through Trading: Institutional Swing Trades and Subsequent Firm Performance
    Journal of Financial and Quantitative Analysis, 2013, 48, (2), 427-458 View citations (30)

2012

23. Out-of-sample stock return predictability in Australia
    Australian Journal of Management, 2012, 37, (3), 461-479 View citations (11)

2011

24. Broker recommendations and Australian small‐cap equity fund management
    Accounting and Finance, 2011, 51, (4), 893-922 View citations (4)
25. Follow the leader: fund managers trading in signal‐strength sequence
    Accounting and Finance, 2011, 51, (3), 684-710 View citations (2)
26. Institutional Dividend Clienteles Under an Imputation Tax System
    Journal of Business Finance & Accounting, 2011, 38, (1-2), 198-224 View citations (11)
27. Institutional trading and share returns
    Journal of Banking & Finance, 2011, 35, (12), 3383-3399 View citations (21)

2010

28. Are active fund managers collectors of private information or fast interpreters of public information?
    Accounting and Finance, 2010, 50, (3), 635-662 View citations (10)
29. Investment manager skill in small-cap equities
    Australian Journal of Management, 2010, 35, (1), 23-49 View citations (7)
30. Transaction costs and institutional trading in small-cap equity funds
    Australian Journal of Management, 2010, 35, (3), 313-327 View citations (3)

2009

31. Do active fund managers care about capital gains tax efficiency?
    Pacific-Basin Finance Journal, 2009, 17, (2), 257-270 View citations (3)
32. Fund Size, Transaction Costs and Performance: Size Matters!
    Australian Journal of Management, 2009, 34, (1), 73-96 View citations (8)
33. Portfolio pumping: An examination of investment manager quarter-end trading and impact on performance
    Pacific-Basin Finance Journal, 2009, 17, (1), 1-27 View citations (15)
34. The Value of Alpha Forecasts in Portfolio Construction
    Australian Journal of Management, 2009, 34, (1), 97-121

2008

35. Benchmarking benchmarks: measuring characteristic selectivity using portfolio holdings data
    Accounting and Finance, 2008, 48, (5), 761-781 View citations (11)
36. Style Drift and Portfolio Management for Active Australian Equity Funds
    Australian Journal of Management, 2008, 32, (3), 387-418 View citations (10)
37. The State of Origin of Australian Equity: Does Active Fund Manager Location Matter?
    Australian Journal of Management, 2008, 32, (3), 503-523 View citations (3)

2007

38. Institutional investment flows and the determinants of top fund manager turnover
    Accounting and Finance, 2007, 47, (2), 243-266 View citations (2)
39. Momentum investing and the asset allocation decision
    Accounting and Finance, 2007, 47, (4), 571-598 View citations (2)

2006

40. Active investment manager portfolios and preferences for stock characteristics
    Accounting and Finance, 2006, 46, (2), 169-190 View citations (5)
41. Further analysis of the liquidity and information components of institutional orders: Active versus passive funds
    Pacific-Basin Finance Journal, 2006, 14, (5), 439-452 View citations (7)
42. Seasonality in Fund Performance: An Examination of the Portfolio Holdings and Trades of Investment Managers
    Journal of Business Finance & Accounting, 2006, 33, (7‐8), 1240-1266 View citations (12)
43. The implications of blending specialist active equity fund management
    Journal of Asset Management, 2006, 7, (1), 31-48 View citations (2)
44. Thirty Years of Published Research in the Australian Journal of Management
    Australian Journal of Management, 2006, 31, (1), 141-160 View citations (3)
45. Top Management Turnover: An Examination of Portfolio Holdings and Fund Performance
    Australian Journal of Management, 2006, 31, (2), 265-292
46. Trading behaviour and the performance of daily institutional trades
    Accounting and Finance, 2006, 46, (1), 125-147 View citations (22)

2005

47. Portfolio Concentration and Investment Manager Performance*
    International Review of Finance, 2005, 5, (3‐4), 149-174 View citations (27)
48. Portfolio selection, diversification and fund‐of‐funds: a note
    Accounting and Finance, 2005, 45, (2), 185-197 View citations (26)
49. Size and investment performance: a research note
    Abacus, 2005, 41, (1), 55-65 View citations (9)
50. Tactical Asset Allocation: Australian Evidence
    Australian Journal of Management, 2005, 30, (2), 261-282 View citations (9)
51. The Index Tracking Strategies of Passive and Enhanced Index Equity Funds
    Australian Journal of Management, 2005, 30, (1), 23-55 View citations (7)
52. The Use of Derivatives by Investment Managers and Implications for Portfolio Performance and Risk*
    International Review of Finance, 2005, 5, (1‐2), 1-29 View citations (4)

2004

53. International equity funds, performance, and investor flows: Australian evidence
    Journal of Multinational Financial Management, 2004, 14, (1), 81-95 View citations (8)
54. Top Management Turnover: An Analysis of Active Australian Investment Managers
    Australian Journal of Management, 2004, 29, (2), 243-274 View citations (6)

2003

55. Investment manager characteristics, strategy, top management changes and fund performance
    Accounting and Finance, 2003, 43, (3), 283-309 View citations (14)

2002

56. Is Index Performance Achievable? An Analysis of Australian Equity Index Funds
    Abacus, 2002, 38, (2), 200-214 View citations (8)
57. The Performance of Active Australian Bond Funds
    Australian Journal of Management, 2002, 27, (2), 163-185 View citations (11)
58. The evaluation of active manager returns in a non-symmetrical environment
    Journal of Asset Management, 2002, 2, (4), 303-324 View citations (4)
    See also Working Paper The evaluation of active manager returns in a non-symmetrical environment, Published Paper Series (2002) View citations (6) (2002)

2001

59. Attribution of investment performance: an analysis of Australian pooled superannuation funds*
    Accounting and Finance, 2001, 41, (1‐2), 41-62 View citations (14)

Chapters

2007

1. The role of index funds in retirement asset allocation
   Chapter 4 in Retirement Provision in Scary Markets, 2007