David R. Gallagher
Names
| first: |
David |
| middle: |
R. |
| last: |
Gallagher |
Identifer
Contact
Affiliations
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Bond University
/ School of Business
Research profile
author of:
- Is Index Performance Achievable? An Analysis of Australian Equity Index Funds (RePEc:bla:abacus:v:38:y:2002:i:2:p:200-214)
by Alex Frino & David R. Gallagher - Size and investment performance: a research note (RePEc:bla:abacus:v:41:y:2005:i:1:p:55-65)
by David R. Gallagher & Kyle M. Martin - Attribution of investment performance: an analysis of Australian pooled superannuation funds (RePEc:bla:acctfi:v:41:y:2001:i:1-2:p:41-62)
by David R. Gallagher - Investment manager characteristics, strategy, top management changes and fund performance (RePEc:bla:acctfi:v:43:y:2003:i:3:p:283-309)
by David R. Gallagher - Portfolio selection, diversification and fund‐of‐funds: a note (RePEc:bla:acctfi:v:45:y:2005:i:2:p:185-197)
by Simone Brands & David R. Gallagher - Trading behaviour and the performance of daily institutional trades (RePEc:bla:acctfi:v:46:y:2006:i:1:p:125-147)
by David R. Gallagher & Adrian Looi - Active investment manager portfolios and preferences for stock characteristics (RePEc:bla:acctfi:v:46:y:2006:i:2:p:169-190)
by Simone Brands & David R. Gallagher & Adrian Looi - Institutional investment flows and the determinants of top fund manager turnover (RePEc:bla:acctfi:v:47:y:2007:i:2:p:243-266)
by Elor Dishi & David R. Gallagher & Jerry T. Parwada - Momentum investing and the asset allocation decision (RePEc:bla:acctfi:v:47:y:2007:i:4:p:571-598)
by Karen L. Benson & David R. Gallagher & Patrick Teodorowski - Benchmarking benchmarks: measuring characteristic selectivity using portfolio holdings data (RePEc:bla:acctfi:v:48:y:2008:i:5:p:761-781)
by Kingsley Fong & David R. Gallagher & Adrian D. Lee - Are active fund managers collectors of private information or fast interpreters of public information? (RePEc:bla:acctfi:v:50:y:2010:i:3:p:635-662)
by David R. Gallagher & Adrian Looi & Matt Pinnuck - Follow the leader: fund managers trading in signal‐strength sequence (RePEc:bla:acctfi:v:51:y:2011:i:3:p:684-710)
by Kingsley Y. L. Fong & David R. Gallagher & Peter A. Gardner & Peter L. Swan - Broker recommendations and Australian small‐cap equity fund management (RePEc:bla:acctfi:v:51:y:2011:i:4:p:893-922)
by Carole Comerton‐Forde & David R. Gallagher & Joyce Lai & Terry Walter - Cross-region and cross-sector asset allocation with regimes (RePEc:bla:acctfi:v:54:y:2014:i:3:p:809-846)
by Paul Y. Dou & David R. Gallagher & David Schneider & Terry S. Walter & Henk Berkman - Industry concentration, excess returns and innovation in Australia (RePEc:bla:acctfi:v:55:y:2015:i:2:p:443-466)
by David R. Gallagher & Katja Ignatieva & James McCulloch & Henk Berkman - A model of emulation funds (RePEc:bla:acctfi:v:55:y:2015:i:3:p:717-748)
by Zhe Chen & F. Douglas Foster & David R. Gallagher & Adrian D. Lee & Steven Cahan - Testing the effect of portfolio holdings disclosure in an environment absent of mandatory disclosure (RePEc:bla:acctfi:v:57:y:2017:i::p:101-116)
by Zhe Chen & David R. Gallagher & Adrian D. Lee - Testing the effect of portfolio holdings disclosure in an environment absent of mandatory disclosure (RePEc:bla:acctfi:v:57:y:2017:i:1:p:113-129)
by Zhe Chen & David R. Gallagher & Adrian D. Lee & Tom Smith - A new perspective on performance persistence: evidence using portfolio holdings (RePEc:bla:acctfi:v:58:y:2018:i:1:p:91-125)
by Scott Bennett & David R. Gallagher & Graham Harman & Geoffrey J. Warren & Yuki Xi - The effect of data availability in measuring fund managers’ after‐tax alphas (RePEc:bla:acctfi:v:59:y:2019:i:s1:p:411-448)
by Zhe Chen & David R. Gallagher & Geoffrey J. Warren - Which institutional investor types are the most informed? (RePEc:bla:acctfi:v:59:y:2019:i:s1:p:449-480)
by Zhe Chen & David Forsberg & David R. Gallagher - In‐house asset management in the Australian superannuation industry (RePEc:bla:acctfi:v:59:y:2019:i:s1:p:615-655)
by David R. Gallagher & Timothy M. Gapes & Geoffrey J. Warren - How much does tax erode fund excess returns? (RePEc:bla:acctfi:v:60:y:2020:i:4:p:3407-3446)
by Zhe Chen & David R. Gallagher & Graham Harman & Geoffrey J. Warren & Lihui Xi - Global equity fund performance adjusted for equity and currency factors (RePEc:bla:acctfi:v:62:y:2022:i:s1:p:1535-1565)
by David R. Gallagher & Graham Harman & Camille H. Schmidt & Geoffrey J. Warren - Portfolio Quality and Mutual Fund Performance (RePEc:bla:irvfin:v:14:y:2014:i:4:p:485-521)
by David R. Gallagher & Peter A. Gardner & Camille H. Schmidt & Terry S. Walter - How has the Relevance of Institutional Brokerage Changed? (RePEc:bla:irvfin:v:16:y:2016:i:4:p:499-524)
by Kingsley Y. L. Fong & F. Douglas Foster & David R. Gallagher & Adrian D. Lee - Taxes, Order Imbalance and Abnormal Returns around the ex‐Dividend day (RePEc:bla:irvfin:v:18:y:2018:i:3:p:379-409)
by Andrew B. Ainsworth & Kingsley Y.L. Fong & David R. Gallagher & Graham Partington - The Use of Derivatives by Investment Managers and Implications for Portfolio Performance and Risk (RePEc:bla:irvfin:v:5:y:2005:i:1-2:p:1-29)
by Kingsley Fong & David R. Gallagher & Aaron Ng - Portfolio Concentration and Investment Manager Performance (RePEc:bla:irvfin:v:5:y:2005:i:3-4:p:149-174)
by Simone Brands & Stephen J. Brown & David R. Gallagher - Seasonality in Fund Performance: An Examination of the Portfolio Holdings and Trades of Investment Managers (RePEc:bla:jbfnac:v:33:y:2006:i:7-8:p:1240-1266)
by David R. Gallagher & Matt Pinnuck - Institutional Dividend Clienteles Under an Imputation Tax System (RePEc:bla:jbfnac:v:38:y:2011:i:1-2:p:198-224)
by Aelee Jun & David R. Gallagher & Graham H. Partington - Governance through Trading: Institutional Swing Trades and Subsequent Firm Performance (RePEc:cup:jfinqa:v:48:y:2013:i:02:p:427-458_00)
by Gallagher, David R. & Gardner, Peter A. & Swan, Peter L. - Individual Investors and Broker Types (RePEc:cup:jfinqa:v:49:y:2014:i:02:p:431-451_00)
by Fong, Kingsley Y. L. & Gallagher, David R. & Lee, Adrian D. - Institutional trading and share returns (RePEc:eee:jbfina:v:35:y:2011:i:12:p:3383-3399)
by Douglas Foster, F. & Gallagher, David R. & Looi, Adrian - International equity funds, performance, and investor flows: Australian evidence (RePEc:eee:mulfin:v:14:y:2004:i:1:p:81-95)
by Gallagher, David R. & Jarnecic, Elvis - Further analysis of the liquidity and information components of institutional orders: Active versus passive funds (RePEc:eee:pacfin:v:14:y:2006:i:5:p:439-452)
by Frino, Alex & Gallagher, David R. & Oetomo, Teddy N. - Portfolio pumping: An examination of investment manager quarter-end trading and impact on performance (RePEc:eee:pacfin:v:17:y:2009:i:1:p:1-27)
by Gallagher, David R. & Gardner, Peter & Swan, Peter L. - Do active fund managers care about capital gains tax efficiency? (RePEc:eee:pacfin:v:17:y:2009:i:2:p:257-270)
by Fong, Kingsley Y.L. & Gallagher, David R. & Lau, Sarah S.W. & Swan, Peter L. - The role of index funds in retirement asset allocation (RePEc:elg:eechap:3489_4)
by David R. Gallagher - The evaluation of active manager returns in a non-symmetrical environment (RePEc:pal:assmgt:v:2:y:2002:i:4:d:10.1057_palgrave.jam.2240055)
by R Bird & DR Gallagher - The implications of blending specialist active equity fund management (RePEc:pal:assmgt:v:7:y:2006:i:1:d:10.1057_palgrave.jam.2240200)
by David R Gallagher & Peter Gardner - The Performance of Active Australian Bond Funds (RePEc:sae:ausman:v:27:y:2002:i:2:p:163-185)
by David R. Gallagher & Elvis Jarnecic - Top Management Turnover: An Analysis of Active Australian Investment Managers (RePEc:sae:ausman:v:29:y:2004:i:2:p:243-274)
by David R. Gallagher & Prashanthi Nadarajah - The Index Tracking Strategies of Passive and Enhanced Index Equity Funds (RePEc:sae:ausman:v:30:y:2005:i:1:p:23-55)
by Alex Frino & David R. Gallagher & Teddy N. Oetomo - Tactical Asset Allocation: Australian Evidence (RePEc:sae:ausman:v:30:y:2005:i:2:p:261-282)
by Robert Faff & David R. Gallagher & Eliza Wu - Thirty Years of Published Research in the Australian Journal of Management (RePEc:sae:ausman:v:31:y:2006:i:1:p:141-160)
by David R. Gallagher - Top Management Turnover: An Examination of Portfolio Holdings and Fund Performance (RePEc:sae:ausman:v:31:y:2006:i:2:p:265-292)
by David R. Gallagher & Prashanthi Nadarajah & Matt Pinnuck - Style Drift and Portfolio Management for Active Australian Equity Funds (RePEc:sae:ausman:v:32:y:2008:i:3:p:387-418)
by Andrew B. Ainsworth & Kingsley Fong & David R. Gallagher - The State of Origin of Australian Equity: Does Active Fund Manager Location Matter? (RePEc:sae:ausman:v:32:y:2008:i:3:p:503-523)
by Kingsley Fong & David R. Gallagher & Adrian D. Lee - Fund Size, Transaction Costs and Performance: Size Matters! (RePEc:sae:ausman:v:34:y:2009:i:1:p:73-96)
by Howard W. H. Chan & Robert W. Faff & David R. Gallagher & Adrian Looi - The Value of Alpha Forecasts in Portfolio Construction (RePEc:sae:ausman:v:34:y:2009:i:1:p:97-121)
by Kingsley Fong & David R. Gallagher & Adrian D. Lee - Investment manager skill in small-cap equities (RePEc:sae:ausman:v:35:y:2010:i:1:p:23-49)
by Cong Chen & Carole Comerton-Forde & David R. Gallagher & Terry S. Walter - Transaction costs and institutional trading in small-cap equity funds (RePEc:sae:ausman:v:35:y:2010:i:3:p:313-327)
by Carole Comerton-Forde & David R. Gallagher & Jumana Nahhas & Terry S. Walter - Out-of-sample stock return predictability in Australia (RePEc:sae:ausman:v:37:y:2012:i:3:p:461-479)
by Yiwen (Paul) Dou & David R. Gallagher & David Schneider & Terry S. Walter - Dissecting anomalies in the Australian stock market (RePEc:sae:ausman:v:38:y:2013:i:2:p:353-373)
by Paul Y Dou & David R Gallagher & David H Schneider - Does portfolio emulation outperform its target funds? (RePEc:sae:ausman:v:38:y:2013:i:2:p:401-427)
by Zhe Chen & F Douglas Foster & David R Gallagher & Adrian D Lee - Quality investing in an Australian context (RePEc:sae:ausman:v:39:y:2014:i:4:p:615-643)
by David R Gallagher & Peter A Gardner & Camille H Schmidt & Terry S Walter - Style factor timing: An application to the portfolio holdings of US fund managers (RePEc:sae:ausman:v:40:y:2015:i:2:p:318-350)
by David R Gallagher & Peter A Gardner & Camille H Schmidt - Alpha generation in portfolio management: Long-run Australian equity fund evidence (RePEc:sae:ausman:v:41:y:2016:i:1:p:107-140)
by Scott Bennett & David R Gallagher & Graham Harman & Geoffrey J Warren & Lihui Xi - Institutional trading around the ex-dividend day (RePEc:sae:ausman:v:41:y:2016:i:2:p:299-323)
by Andrew Ainsworth & Kingsley YL Fong & David R Gallagher & Graham Partington - Are funds true to label? A note on matching qualitative and quantitative information (RePEc:sae:ausman:v:42:y:2017:i:2:p:296-307)
by Zhe Chen & David R Gallagher & Camille H Schmidt - Global Equity Fund Performance: An Attribution Approach (RePEc:taf:ufajxx:v:73:y:2017:i:1:p:56-71)
by David R. Gallagher & Graham Harman & Camille H. Schmidt & Geoffrey J. Warren - Identifying Hedge Fund Skill by Using Peer Cohorts (RePEc:taf:ufajxx:v:77:y:2021:i:2:p:97-123)
by David Forsberg & David R. Gallagher & Geoffrey J. Warren - Capacity Constraints in Hedge Funds: The Relation between Fund Performance and Cohort Size (RePEc:taf:ufajxx:v:78:y:2022:i:2:p:57-77)
by David Forsberg & David R. Gallagher & Geoffrey J. Warren - The evaluation of active manager returns in a non-symmetrical environment (RePEc:uts:ppaper:2002-2)
by Ron Bird & David Gallagher - Where Do Australian Active Equity Managers Outperform? (RePEc:uts:ppaper:2007-5)
by Kingsley Fong & David Gallagher & Adrian Lee - Industry Concentration, Excess Returns and Innovation in Australia (RePEc:uts:rpaper:334)
by David R. Gallagher & Katja Ignatieva & James McCulloch