Date |
Author(s) |
Title of Working Paper |
| 2007 - 13 |
Kingsley Fong, David R. Gallagher, Peter A. Gardner and Peter L. Swan |
'To Herd or Not to Herd: Do Mimicking Traders Ignore Their Own Private Information?' |
| 2007 - 12 |
David R. Gallagher, Adrian Looi and Matt Pinnuck |
'Institutional Trading around Earnings Announcements' |
| 2007 - 11 |
Stephen J. Brown, David R. Gallagher, Onno W. Steenbeek and Peter L. Swan |
'Concave Payoff Patterns in Equity Fund Holdings and Transactions' |
| 2007 - 10 |
F. Douglas Foster, David R. Gallagher and Adrian Looi |
'Institutional Trading and Share Returns' |
| 2007 - 09 |
David R. Gallagher, Andrew N. Ross and Peter L. Swan |
‘Individual Security Timing Ability and Fund Manager Performance’ |
| 2007 - 08 |
Kingsley Fong, David R. Gallagher and Adrian D. Lee |
‘The Value of Alpha Forecasts in Portfolio Construction’ |
| 2007 - 07 |
David R. Gallagher, Peter Gardner and Peter L. Swan |
‘The Impact of Strategic Investor Activism on Institutional Trading and Portfolio Returns’ |
| 2007 - 06 |
Kingsley Fong, David R. Gallagher and Adrian Lee |
‘Benchmarking Benchmarks: Measuring Characteristic Selectivity Using Equity Portfolio Holdings’ |
| 2007 - 05 |
Kingsley Fong, David R. Gallagher, Sarah Lau and Peter L. Swan |
‘Do Active Fund Managers Care About Capital Gains Tax Efficiency?’ |
| 2007 - 04 |
Kingsley Fong, David R. Gallagher and Adrian D. Lee |
‘The State of Origin of Australian Equity: Does Active Fund Manager Location Matter?’ |
| 2007 - 03 |
Andrew Ainsworth, Kingsley Fong and David R. Gallagher |
‘Style Drift and Portfolio Management for Active Australian Equity Funds’ |
| 2007 - 02 |
Vincent J. Hooper, Kevin Ng and Jonathan J. Reeves |
Monthly Forecasts of Systematic Risk: An Evaluation |
2007 - 01 |
Suk-Joong Kim and Eliza Wu |
Sovereign credit ratings, capital flows and financial sector development in Emerging markets |
Date |
Author(s) |
Title of Working Paper |
| 2005 - 23 |
Vincent J. Hooper, Kevin Ng and Jonathan J. Reeves |
Forecasting Stock Betas: Application to Australia |
| 2005 - 22 |
Vincent J. Hooper, Kevin Ng and Jonathan J. Reeves |
Beta Forecasting: A Two Decade Evaluation |
| 2005 - 21 |
Simone Brands, Stephen J. Brown and David R. Gallagher |
Portfolio Concentration and Investment Manager Performance |
| 2005 - 20 |
Elor Dishi, David R. Gallagher and Jerry T. Parwada |
Institutional Investment Flows and Fund Manager Turnover: Evidence from Pension Plan Mandate Terminations |
| 2005 - 19 |
Jonathan J. Reeves |
Quarterly Beta Forecasting |
| 2005 - 18 |
Vincent J. Hooper, Ah Boon Sim and Asfandyar Uppal |
Governance, Stock Market Risks and Appraisal Ratios |
| 2005 - 17 |
Vincent J. Hooper, Ah Boon Sim and Asfandyar Uppal |
Macro-Level Governance and International Portfolio Performance |
| 2005 - 16 |
Vincent J. Hooper, Ah Boon Sim and Asfandyar Uppal |
Governance and Profitability Around the World |
| 2005 - 15 |
Vincent J. Hooper, Ah Boon Sim and Asfandyar Uppal |
Governance and Stock Market Performance |
| 2005 - 14 |
Vincent J. Hooper, Tim P. Hume and Suk-Joong Kim |
Sovereign Rating Changes - Do they Provide New Information for Stock Markets? |
| 2005 - 13 |
Vincent J. Hooper and Suk-Joong Kim |
The Determinants of Capital Inflows: Does Opacity of Recipient Country Explain the Flows? |
| 2005 - 12 |
Kingsley Fong, David R. Gallagher and Aaron Ng |
The Use of Derivatives by Investment Managers and Implications for Portfolio Performance and Risk |
| 2005 - 11 |
Karen Benson, David R. Gallagher and Patrick Teodorowski |
Momentum Investing and the Asset Allocation Decision |
| 2005 - 10 |
Elor Dishi, David R. Gallagher and Jerry T. Parwada |
Institutional Investment Flows and the Determinants of Top Fund Manager Turnover |
| 2005 - 09 |
David R. Gallagher, Gavin Smith and Peter L. Swan |
'Do Institutional Investors Really Monitor Executive Compensation?' |
| 2005 - 08 |
David R. Gallagher, Peter Gardner and Peter L. Swan |
Portfolio Pumping: An Examination of Investment Manager Trading and Performance |
| 2005 - 07 |
Howard W. H. Chan, Robert W. Faff, David R. Gallagher and Adrian Looi |
Fund Size, Fund Flow, Transaction Costs and Performance: Size Matters |
| 2005 - 06 |
Terry Walter, Alfred Yawson and Charles P. W. Yeung |
Does a Quality Premium Exist in M&A Advisory Fees? |
| 2005 - 05 |
David R. Gallagher and Peter Gardner |
The Implications of Blending Specialist Active Equity Management |
2005 - 04 |
Alex Frino, David R. Gallagher and Teddy N. Oetomo |
Further analysis of the liquidity and information effects of institutional transactions: Active versus passive funds |
2005 - 03 |
Ron Guido and Kathleen Walsh |
Bond Term Premium Analysis in the presence of Multiple Regimes |
2005 - 02 |
Cong Chen, Carole Comerton-Forde, David R. Gallagher and Terry S. Walter |
Investment Manager Skill in Australian Small-Cap Equities |
2005 - 01 |
Carole Comerton-Forde, David R. Gallagher, Jumana Nahhas, Terry S. Walter |
Transaction costs and institutional trading: An examination of small-cap equity funds |
