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David R. Gallagher

Personal Details

First Name:David
Middle Name:R.
Last Name:Gallagher
Suffix:
RePEc Short-ID:pga424
[This author has chosen not to make the email address public]
https://www.linkedin.com/in/profdavidrgallagher/
P.O. Box 892 Neutral Bay NSW 2089 AUSTRALIA
+61438002000

Affiliation

School of Business
Bond University

Gold Coast, Australia
http://www.bond.edu.au/bus/
RePEc:edi:sbondau (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. David R. Gallagher & Katja Ignatieva & James McCulloch, 2013. "Industry Concentration, Excess Returns and Innovation in Australia," Research Paper Series 334, Quantitative Finance Research Centre, University of Technology, Sydney.
  2. Kingsley Fong & David Gallagher & Adrian Lee, 2007. "Where Do Australian Active Equity Managers Outperform?," Published Paper Series 2007-5, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  3. Ron Bird & David Gallagher, 2002. "The evaluation of active manager returns in a non-symmetrical environment," Published Paper Series 2002-2, Finance Discipline Group, UTS Business School, University of Technology, Sydney.

Articles

  1. David R. Gallagher & Graham Harman & Camille H. Schmidt & Geoffrey J. Warren, 2022. "Global equity fund performance adjusted for equity and currency factors," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 62(S1), pages 1535-1565, April.
  2. Zhe Chen & David R. Gallagher & Graham Harman & Geoffrey J. Warren & Lihui Xi, 2020. "How much does tax erode fund excess returns?," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 60(4), pages 3407-3446, December.
  3. David R. Gallagher & Timothy M. Gapes & Geoffrey J. Warren, 2019. "In‐house asset management in the Australian superannuation industry," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 59(S1), pages 615-655, April.
  4. Zhe Chen & David R. Gallagher & Geoffrey J. Warren, 2019. "The effect of data availability in measuring fund managers’ after‐tax alphas," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 59(S1), pages 411-448, April.
  5. Zhe Chen & David Forsberg & David R. Gallagher, 2019. "Which institutional investor types are the most informed?," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 59(S1), pages 449-480, April.
  6. Scott Bennett & David R. Gallagher & Graham Harman & Geoffrey J. Warren & Yuki Xi, 2018. "A new perspective on performance persistence: evidence using portfolio holdings," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 58(1), pages 91-125, March.
  7. Andrew B. Ainsworth & Kingsley Y.L. Fong & David R. Gallagher & Graham Partington, 2018. "Taxes, Order Imbalance and Abnormal Returns around the ex‐Dividend day," International Review of Finance, International Review of Finance Ltd., vol. 18(3), pages 379-409, September.
  8. Zhe Chen & David R Gallagher & Camille H Schmidt, 2017. "Are funds true to label? A note on matching qualitative and quantitative information," Australian Journal of Management, Australian School of Business, vol. 42(2), pages 296-307, May.
  9. Zhe Chen & David R. Gallagher & Adrian D. Lee, 2017. "Testing the effect of portfolio holdings disclosure in an environment absent of mandatory disclosure," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 57, pages 101-116, April.
  10. Kingsley Y. L. Fong & F. Douglas Foster & David R. Gallagher & Adrian D. Lee, 2016. "How has the Relevance of Institutional Brokerage Changed?," International Review of Finance, International Review of Finance Ltd., vol. 16(4), pages 499-524, December.
  11. Scott Bennett & David R Gallagher & Graham Harman & Geoffrey J Warren & Lihui Xi, 2016. "Alpha generation in portfolio management: Long-run Australian equity fund evidence," Australian Journal of Management, Australian School of Business, vol. 41(1), pages 107-140, February.
  12. Andrew Ainsworth & Kingsley YL Fong & David R Gallagher & Graham Partington, 2016. "Institutional trading around the ex-dividend day," Australian Journal of Management, Australian School of Business, vol. 41(2), pages 299-323, May.
  13. Zhe Chen & F. Douglas Foster & David R. Gallagher & Adrian D. Lee & Steven Cahan, 2015. "A model of emulation funds," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 55(3), pages 717-748, September.
  14. David R Gallagher & Peter A Gardner & Camille H Schmidt, 2015. "Style factor timing: An application to the portfolio holdings of US fund managers," Australian Journal of Management, Australian School of Business, vol. 40(2), pages 318-350, May.
  15. David R. Gallagher & Katja Ignatieva & James McCulloch & Henk Berkman, 2015. "Industry concentration, excess returns and innovation in Australia," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 55(2), pages 443-466, June.
  16. David R. Gallagher & Peter A. Gardner & Camille H. Schmidt & Terry S. Walter, 2014. "Portfolio Quality and Mutual Fund Performance," International Review of Finance, International Review of Finance Ltd., vol. 14(4), pages 485-521, December.
  17. David R Gallagher & Peter A Gardner & Camille H Schmidt & Terry S Walter, 2014. "Quality investing in an Australian context," Australian Journal of Management, Australian School of Business, vol. 39(4), pages 615-643, November.
  18. Fong, Kingsley Y. L. & Gallagher, David R. & Lee, Adrian D., 2014. "Individual Investors and Broker Types," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 49(2), pages 431-451, April.
  19. Paul Y. Dou & David R. Gallagher & David Schneider & Terry S. Walter & Henk Berkman, 2014. "Cross-region and cross-sector asset allocation with regimes," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 54(3), pages 809-846, September.
  20. Paul Y Dou & David R Gallagher & David H Schneider, 2013. "Dissecting anomalies in the Australian stock market," Australian Journal of Management, Australian School of Business, vol. 38(2), pages 353-373, August.
  21. Zhe Chen & F Douglas Foster & David R Gallagher & Adrian D Lee, 2013. "Does portfolio emulation outperform its target funds?," Australian Journal of Management, Australian School of Business, vol. 38(2), pages 401-427, August.
  22. Gallagher, David R. & Gardner, Peter A. & Swan, Peter L., 2013. "Governance through Trading: Institutional Swing Trades and Subsequent Firm Performance," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 48(2), pages 427-458, April.
  23. Yiwen (Paul) Dou & David R. Gallagher & David Schneider & Terry S. Walter, 2012. "Out-of-sample stock return predictability in Australia," Australian Journal of Management, Australian School of Business, vol. 37(3), pages 461-479, December.
  24. Kingsley Y. L. Fong & David R. Gallagher & Peter A. Gardner & Peter L. Swan, 2011. "Follow the leader: fund managers trading in signal‐strength sequence," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 51(3), pages 684-710, September.
  25. Douglas Foster, F. & Gallagher, David R. & Looi, Adrian, 2011. "Institutional trading and share returns," Journal of Banking & Finance, Elsevier, vol. 35(12), pages 3383-3399.
  26. Aelee Jun & David R. Gallagher & Graham H. Partington, 2011. "Institutional Dividend Clienteles Under an Imputation Tax System," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 38(1-2), pages 198-224, January.
  27. Carole Comerton‐Forde & David R. Gallagher & Joyce Lai & Terry Walter, 2011. "Broker recommendations and Australian small‐cap equity fund management," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 51(4), pages 893-922, December.
  28. David R. Gallagher & Adrian Looi & Matt Pinnuck, 2010. "Are active fund managers collectors of private information or fast interpreters of public information?," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 50(3), pages 635-662, September.
  29. Cong Chen & Carole Comerton-Forde & David R. Gallagher & Terry S. Walter, 2010. "Investment manager skill in small-cap equities," Australian Journal of Management, Australian School of Business, vol. 35(1), pages 23-49, April.
  30. Carole Comerton-Forde & David R. Gallagher & Jumana Nahhas & Terry S. Walter, 2010. "Transaction costs and institutional trading in small-cap equity funds," Australian Journal of Management, Australian School of Business, vol. 35(3), pages 313-327, December.
  31. Gallagher, David R. & Gardner, Peter & Swan, Peter L., 2009. "Portfolio pumping: An examination of investment manager quarter-end trading and impact on performance," Pacific-Basin Finance Journal, Elsevier, vol. 17(1), pages 1-27, January.
  32. Howard W. H. Chan & Robert W. Faff & David R. Gallagher & Adrian Looi, 2009. "Fund Size, Transaction Costs and Performance: Size Matters!," Australian Journal of Management, Australian School of Business, vol. 34(1), pages 73-96, June.
  33. Kingsley Fong & David R. Gallagher & Adrian D. Lee, 2009. "The Value of Alpha Forecasts in Portfolio Construction," Australian Journal of Management, Australian School of Business, vol. 34(1), pages 97-121, June.
  34. Fong, Kingsley Y.L. & Gallagher, David R. & Lau, Sarah S.W. & Swan, Peter L., 2009. "Do active fund managers care about capital gains tax efficiency?," Pacific-Basin Finance Journal, Elsevier, vol. 17(2), pages 257-270, April.
  35. Kingsley Fong & David R. Gallagher & Adrian D. Lee, 2008. "The State of Origin of Australian Equity: Does Active Fund Manager Location Matter?," Australian Journal of Management, Australian School of Business, vol. 32(3), pages 503-523, March.
  36. Kingsley Fong & David R. Gallagher & Adrian D. Lee, 2008. "Benchmarking benchmarks: measuring characteristic selectivity using portfolio holdings data," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 48(5), pages 761-781, December.
  37. Andrew B. Ainsworth & Kingsley Fong & David R. Gallagher, 2008. "Style Drift and Portfolio Management for Active Australian Equity Funds," Australian Journal of Management, Australian School of Business, vol. 32(3), pages 387-418, March.
  38. Karen L. Benson & David R. Gallagher & Patrick Teodorowski, 2007. "Momentum investing and the asset allocation decision," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 47(4), pages 571-598, December.
  39. Elor Dishi & David R. Gallagher & Jerry T. Parwada, 2007. "Institutional investment flows and the determinants of top fund manager turnover," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 47(2), pages 243-266, June.
  40. David R Gallagher & Peter Gardner, 2006. "The implications of blending specialist active equity fund management," Journal of Asset Management, Palgrave Macmillan, vol. 7(1), pages 31-48, May.
  41. Frino, Alex & Gallagher, David R. & Oetomo, Teddy N., 2006. "Further analysis of the liquidity and information components of institutional orders: Active versus passive funds," Pacific-Basin Finance Journal, Elsevier, vol. 14(5), pages 439-452, November.
  42. David R. Gallagher & Prashanthi Nadarajah & Matt Pinnuck, 2006. "Top Management Turnover: An Examination of Portfolio Holdings and Fund Performance," Australian Journal of Management, Australian School of Business, vol. 31(2), pages 265-292, December.
  43. David R. Gallagher & Matt Pinnuck, 2006. "Seasonality in Fund Performance: An Examination of the Portfolio Holdings and Trades of Investment Managers," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 33(7‐8), pages 1240-1266, September.
  44. Simone Brands & David R. Gallagher & Adrian Looi, 2006. "Active investment manager portfolios and preferences for stock characteristics," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 46(2), pages 169-190, June.
  45. David R. Gallagher, 2006. "Thirty Years of Published Research in the Australian Journal of Management," Australian Journal of Management, Australian School of Business, vol. 31(1), pages 141-160, June.
  46. David R. Gallagher & Adrian Looi, 2006. "Trading behaviour and the performance of daily institutional trades," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 46(1), pages 125-147, March.
  47. David R. Gallagher & Kyle M. Martin, 2005. "Size and investment performance: a research note," Abacus, Accounting Foundation, University of Sydney, vol. 41(1), pages 55-65, February.
  48. Simone Brands & Stephen J. Brown & David R. Gallagher, 2005. "Portfolio Concentration and Investment Manager Performance," International Review of Finance, International Review of Finance Ltd., vol. 5(3‐4), pages 149-174, September.
  49. Kingsley Fong & David R. Gallagher & Aaron Ng, 2005. "The Use of Derivatives by Investment Managers and Implications for Portfolio Performance and Risk," International Review of Finance, International Review of Finance Ltd., vol. 5(1‐2), pages 1-29, March.
  50. Simone Brands & David R. Gallagher, 2005. "Portfolio selection, diversification and fund‐of‐funds: a note," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 45(2), pages 185-197, July.
  51. Alex Frino & David R. Gallagher & Teddy N. Oetomo, 2005. "The Index Tracking Strategies of Passive and Enhanced Index Equity Funds," Australian Journal of Management, Australian School of Business, vol. 30(1), pages 23-55, June.
  52. Robert Faff & David R. Gallagher & Eliza Wu, 2005. "Tactical Asset Allocation: Australian Evidence," Australian Journal of Management, Australian School of Business, vol. 30(2), pages 261-282, December.
  53. Gallagher, David R. & Jarnecic, Elvis, 2004. "International equity funds, performance, and investor flows: Australian evidence," Journal of Multinational Financial Management, Elsevier, vol. 14(1), pages 81-95, February.
  54. David R. Gallagher & Prashanthi Nadarajah, 2004. "Top Management Turnover: An Analysis of Active Australian Investment Managers," Australian Journal of Management, Australian School of Business, vol. 29(2), pages 243-274, December.
  55. David R. Gallagher, 2003. "Investment manager characteristics, strategy, top management changes and fund performance," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 43(3), pages 283-309, November.
  56. Alex Frino & David R. Gallagher, 2002. "Is Index Performance Achievable? An Analysis of Australian Equity Index Funds," Abacus, Accounting Foundation, University of Sydney, vol. 38(2), pages 200-214, June.
  57. R Bird & DR Gallagher, 2002. "The evaluation of active manager returns in a non-symmetrical environment," Journal of Asset Management, Palgrave Macmillan, vol. 2(4), pages 303-324, March.
  58. David R. Gallagher & Elvis Jarnecic, 2002. "The Performance of Active Australian Bond Funds," Australian Journal of Management, Australian School of Business, vol. 27(2), pages 163-185, December.
  59. David R. Gallagher, 2001. "Attribution of investment performance: an analysis of Australian pooled superannuation funds," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 41(1‐2), pages 41-62, July.

Chapters

  1. David R. Gallagher, 2007. "The role of index funds in retirement asset allocation," Chapters, in: Hazel Bateman (ed.), Retirement Provision in Scary Markets, chapter 4, Edward Elgar Publishing.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-COM: Industrial Competition (1) 2013-08-31
  2. NEP-INO: Innovation (1) 2013-08-31
  3. NEP-TID: Technology and Industrial Dynamics (1) 2013-08-31

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