David R. Gallagher : Citation Profile


Are you David R. Gallagher?

9

H index

9

i10 index

277

Citations

RESEARCH PRODUCTION:

59

Articles

3

Papers

1

Chapters

RESEARCH ACTIVITY:

   19 years (2001 - 2020). See details.
   Cites by year: 14
   Journals where David R. Gallagher has often published
   Relations with other researchers
   Recent citing documents: 40.    Total self citations: 30 (9.77 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pga424
   Updated: 2022-01-15    RAS profile: 2021-04-11    
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Relations with other researchers


Works with:

Lee, Adrian (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with David R. Gallagher.

Is cited by:

Hill, Robert (6)

Buncic, Daniel (6)

Alexeev, Vitali (6)

faff, robert (6)

Edmans, Alex (5)

Allen, David (4)

Roca, Eduardo (4)

Yin, Xiangkang (3)

Dungey, Mardi (3)

Sialm, Clemens (3)

Lee, Chien-Chiang (3)

Cites to:

Titman, Sheridan (35)

wermers, russell (33)

Grinblatt, Mark (26)

Keim, Donald (22)

French, Kenneth (18)

Fama, Eugene (16)

Madhavan, Ananth (15)

Bird, Ron (15)

Brown, Stephen (14)

Carhart, Mark (13)

Campbell, John (13)

Main data


Where David R. Gallagher has published?


Journals with more than one article published# docs
Accounting and Finance21
Australian Journal of Management20
International Review of Finance5
Pacific-Basin Finance Journal3
Journal of Financial and Quantitative Analysis2
Journal of Business Finance & Accounting2
Journal of Asset Management2
Abacus2

Working Papers Series with more than one paper published# docs
Published Paper Series / Finance Discipline Group, UTS Business School, University of Technology, Sydney2

Recent works citing David R. Gallagher (2021 and 2020)


YearTitle of citing document
2020Decision-Making, Sub-Additive Recursive Matching Noise And Biases In Risk-Weighted Stock/Bond Index Calculation Methods In Incomplete Markets With Partially Observable Multi-Attribute Preferences. (2020). Nwogugu, Michael C. In: Papers. RePEc:arx:papers:2005.01708.

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2020Trading for Bailouts. (2020). Pereira, Ana Elisa ; Machado, Caio ; Ahnert, Toni. In: Staff Working Papers. RePEc:bca:bocawp:20-23.

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2020The value of ongoing venture capital investment to newly listed firms. (2020). Suchard, Joann ; Owen, Sian ; Hsu, Weihuei. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:2:p:1327-1349.

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2020Investor reaction to accounting misstatements under IFRS: Australian evidence. (2020). Ahmed, Kamran ; Simsir, Serif Aziz ; Atilgan, Yigit ; Goodwin, John. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:2467-2512.

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2020The rise and fall of portfolio pumping among U.S. mutual funds. (2020). Duong, Truong X ; Meschke, Felix. In: Journal of Corporate Finance. RePEc:eee:corfin:v:60:y:2020:i:c:s0929119919301798.

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2020The shrouded business of style drift in active mutual funds. (2020). Tam, On Kit ; Pei, Angeline Kim. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920301115.

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2020Governance through trading on acquisitions of public firms. (2020). Ma, Xiaorong ; Lin, Tse-Chun ; Chang, Eric C. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s092911992030208x.

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2021Institutional trading, information production, and forced CEO turnovers. (2021). Chemmanur, Thomas ; Xie, Jing ; Li, Yingzhen ; Hu, Gang. In: Journal of Corporate Finance. RePEc:eee:corfin:v:67:y:2021:i:c:s0929119921000043.

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2021COVID-19 pandemic effect on trading and returns: Evidence from the Chinese stock market. (2021). Ma, Hongkun ; Bing, Tao. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:71:y:2021:i:c:p:384-396.

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2020Dividend policy and investor pressure. (2020). Scaramozzino, Pasquale ; Grosman, Anna ; Driver, Ciaran. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:559-576.

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2020Do natural disasters and geopolitical risks matter for cross-border country exchange-traded fund returns?. (2020). Lee, Chien-Chiang ; Chen, Mei-Ping. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819303183.

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2020Happiness sentiments and the prediction of cross-border country exchange-traded fund returns. (2020). Lee, Chien-Chiang ; Chen, Mei-Ping. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301510.

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2020Institutional investors, selling pressure and crash risk: Evidence from China. (2020). Fu, Hui ; Fan, Yunqi . In: Emerging Markets Review. RePEc:eee:ememar:v:42:y:2020:i:c:s1566014119302985.

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2020Selective pump-and-dump: The manipulation of their top holdings by Chinese mutual funds around quarter-ends. (2020). Cao, Bolong ; Ouyang, Liangyi. In: Emerging Markets Review. RePEc:eee:ememar:v:44:y:2020:i:c:s1566014118302620.

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2021The economic gain of being small in the mutual fund industry: U.S. and international evidence. (2021). Angelidis, Timotheos ; Fessas, Michalis ; Babalos, Vassilios. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001848.

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2020Industry classification, product market competition, and firm characteristics. (2020). Refalo, James ; Liu, Qianqiu. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612319301977.

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2020Determinants of household broker choices and their impacts on performance. (2020). Westerholm, Joakim ; Leung, Henry ; Krug, Juliane D ; Fong, Kingsley. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426619301402.

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2020Institutional investor networks and firm value. (2020). Marinelli, Nicoletta ; Bajo, Emanuele ; Croci, Ettore. In: Journal of Business Research. RePEc:eee:jbrese:v:112:y:2020:i:c:p:65-80.

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2020What firm’s characteristics drive the dividend policy? A mixed-method study on the Euronext stock exchange. (2020). Sarmento, Joaquim Miranda ; Matos, Pedro Verga ; Barros, Victor. In: Journal of Business Research. RePEc:eee:jbrese:v:115:y:2020:i:c:p:365-377.

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2021Do activist shareholders influence a manager’s decisions on a firm’s dividend policy: A mixed-method study. (2021). Matos, Pedro Verga ; Barros, Victor ; Vieira, Pedro Rino ; Sarmento, Joaquim Miranda. In: Journal of Business Research. RePEc:eee:jbrese:v:122:y:2021:i:c:p:387-397.

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2021Managerial ability premium factor and fund performance. (2021). Doukas, John A ; Dong, Feng. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:113:y:2021:i:c:s0261560621000024.

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2020Who trades in competing firms around earnings announcements. (2020). Gupta, Kartick ; Kalev, Petko S ; Duong, Huu Nhan ; Mudalige, Priyantha. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:59:y:2020:i:c:s0927538x1830581x.

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2020Return dispersion and fund performance: Australia – The land of opportunity?. (2020). Warren, Geoffrey J ; von Reibnitz, Anna ; Cao, Ying. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:60:y:2020:i:c:s0927538x19304822.

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2020Algorithmic trading in turbulent markets. (2020). Frino, Alex ; Kalev, Petko S ; Zhou, Hao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x20302201.

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2021Stock trading behaviour and firm performance: Do CEO equity-based compensation and block ownership matter?. (2021). Truong, Thu Phuong ; Suleman, Tahir ; Chen, Brandon ; Chapple, Larelle. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:66:y:2021:i:c:s0927538x17303645.

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2021How noise trading affects informational efficiency: Evidence from an order-driven market. (2021). Kalev, Petko S ; Zhang, Chris H. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21001128.

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2020Funds of hedge funds: Are they really the high society for little guys?. (2020). Yao, Juan ; Cui, Wei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:67:y:2020:i:c:p:346-361.

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2020Sustainable factor investing: Where doing well meets doing good. (2020). Michalski, Lachlan ; Fan, John Hua. In: International Review of Economics & Finance. RePEc:eee:reveco:v:70:y:2020:i:c:p:230-256.

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2021The effects of investor attention and policy uncertainties on cross-border country exchange-traded fund returns. (2021). Lee, Chien-Chiang ; Chen, Mei-Ping. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:830-852.

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2020Who moves the stock market in an emerging country – Institutional or retail investors?. (2020). Koesrindartoto, Deddy P ; Arroisi, Abdurrohman ; Dharma, Wirata A ; Yusgiantoro, Inka ; Aaron, Aurelius. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919300327.

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2021.

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2020Retail Raw: Wisdom of the Robinhood Crowd and the Covid Crisis. (2020). welch, ivo. In: NBER Working Papers. RePEc:nbr:nberwo:27866.

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2020Gauging the effectiveness of sector rotation strategies: evidence from the USA and Europe. (2020). Alexiou, Constantinos ; Tyagi, Anshul. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:3:d:10.1057_s41260-020-00161-6.

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2020Noise-driven abnormal institutional investor attention. (2020). Dong, Feng. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:5:d:10.1057_s41260-020-00171-4.

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2021Financial Constraints, Stock Returns and R&D in Indian Stock Market. (2021). Sinha, Pankaj ; Sawaliya, Priya. In: Vision. RePEc:sae:vision:v:25:y:2021:i:2:p:192-200.

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2020Leaders and followers in mutual funds: A dynamic Bayesian approach. (2020). Andreu, Laura ; Salvador, Manuel ; Gargallo, Pilar ; Sarto, Jose L. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:36:y:2020:i:4:p:679-695.

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2020The Role of Pension Business Benefits in Institutional Block Ownership and Corporate Governance. (2020). Matsunaga, Steven R ; Huang, Jing ; Wang, Jay Z. In: Contemporary Accounting Research. RePEc:wly:coacre:v:37:y:2020:i:4:p:1959-1989.

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2021The dilemma between fund?style consistency and active management over the economic cycle. Evidence from pension funds. (2021). Alda, Mercedes. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2219-2240.

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2020Examining Granger Causality in the Behavioral Reactions of Institutional Investors— Evidence from India. (2020). Mohnot, Rajesh. In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). RePEc:wsi:rpbfmp:v:22:y:2020:i:04:n:s0219091519500279.

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2021Antecedents of Equity Fund Performance: A Contingency Perspective. (2021). Liu, Li Xian ; al Farooque, Omar ; Jiang, Fuming. In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). RePEc:wsi:rpbfmp:v:24:y:2021:i:01:n:s0219091521500065.

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Works by David R. Gallagher:


YearTitleTypeCited
2002Is Index Performance Achievable? An Analysis of Australian Equity Index Funds In: Abacus.
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article7
2005Size and investment performance: a research note In: Abacus.
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article9
2001Attribution of investment performance: an analysis of Australian pooled superannuation funds* In: Accounting and Finance.
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article10
2003Investment manager characteristics, strategy, top management changes and fund performance In: Accounting and Finance.
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article6
2005Portfolio selection, diversification and fund?of?funds: a note In: Accounting and Finance.
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article18
2006Trading behaviour and the performance of daily institutional trades In: Accounting and Finance.
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article8
2006Active investment manager portfolios and preferences for stock characteristics In: Accounting and Finance.
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article2
2007Institutional investment flows and the determinants of top fund manager turnover In: Accounting and Finance.
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article1
2007Momentum investing and the asset allocation decision In: Accounting and Finance.
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article1
2008Benchmarking benchmarks: measuring characteristic selectivity using portfolio holdings data In: Accounting and Finance.
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article3
2010Are active fund managers collectors of private information or fast interpreters of public information? In: Accounting and Finance.
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article4
2011Follow the leader: fund managers trading in signal?strength sequence In: Accounting and Finance.
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article2
2011Broker recommendations and Australian small?cap equity fund management In: Accounting and Finance.
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article4
2014Cross-region and cross-sector asset allocation with regimes In: Accounting and Finance.
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article4
2015Industry concentration, excess returns and innovation in Australia In: Accounting and Finance.
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article8
2013Industry Concentration, Excess Returns and Innovation in Australia.(2013) In: Research Paper Series.
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2015A model of emulation funds In: Accounting and Finance.
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article0
2017Testing the effect of portfolio holdings disclosure in an environment absent of mandatory disclosure In: Accounting and Finance.
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article1
2017Testing the effect of portfolio holdings disclosure in an environment absent of mandatory disclosure.(2017) In: Accounting and Finance.
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article
2018A new perspective on performance persistence: evidence using portfolio holdings In: Accounting and Finance.
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article1
2019The effect of data availability in measuring fund managers’ after?tax alphas In: Accounting and Finance.
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article0
2019Which institutional investor types are the most informed? In: Accounting and Finance.
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article0
2019In?house asset management in the Australian superannuation industry In: Accounting and Finance.
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article0
2020How much does tax erode fund excess returns? In: Accounting and Finance.
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article0
2014Portfolio Quality and Mutual Fund Performance In: International Review of Finance.
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article4
2016How has the Relevance of Institutional Brokerage Changed? In: International Review of Finance.
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2018Taxes, Order Imbalance and Abnormal Returns around the ex?Dividend day In: International Review of Finance.
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2005The Use of Derivatives by Investment Managers and Implications for Portfolio Performance and Risk* In: International Review of Finance.
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article2
2005Portfolio Concentration and Investment Manager Performance* In: International Review of Finance.
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article16
2006Seasonality in Fund Performance: An Examination of the Portfolio Holdings and Trades of Investment Managers In: Journal of Business Finance & Accounting.
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article4
2011Institutional Dividend Clienteles Under an Imputation Tax System In: Journal of Business Finance & Accounting.
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article3
2013Governance through Trading: Institutional Swing Trades and Subsequent Firm Performance In: Journal of Financial and Quantitative Analysis.
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article23
2014Individual Investors and Broker Types In: Journal of Financial and Quantitative Analysis.
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article22
2011Institutional trading and share returns In: Journal of Banking & Finance.
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article15
2004International equity funds, performance, and investor flows: Australian evidence In: Journal of Multinational Financial Management.
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article8
2006Further analysis of the liquidity and information components of institutional orders: Active versus passive funds In: Pacific-Basin Finance Journal.
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article4
2009Portfolio pumping: An examination of investment manager quarter-end trading and impact on performance In: Pacific-Basin Finance Journal.
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article11
2009Do active fund managers care about capital gains tax efficiency? In: Pacific-Basin Finance Journal.
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article1
2007The role of index funds in retirement asset allocation In: Chapters.
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2002The evaluation of active manager returns in a non-symmetrical environment In: Journal of Asset Management.
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2002The evaluation of active manager returns in a non-symmetrical environment.(2002) In: Published Paper Series.
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This paper has another version. Agregated cites: 4
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2006The implications of blending specialist active equity fund management In: Journal of Asset Management.
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2002The Performance of Active Australian Bond Funds In: Australian Journal of Management.
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article6
2004Top Management Turnover: An Analysis of Active Australian Investment Managers In: Australian Journal of Management.
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article3
2005The Index Tracking Strategies of Passive and Enhanced Index Equity Funds In: Australian Journal of Management.
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article6
2005Tactical Asset Allocation: Australian Evidence In: Australian Journal of Management.
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article10
2006Thirty Years of Published Research in the Australian Journal of Management In: Australian Journal of Management.
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article1
2006Top Management Turnover: An Examination of Portfolio Holdings and Fund Performance In: Australian Journal of Management.
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2008Style Drift and Portfolio Management for Active Australian Equity Funds In: Australian Journal of Management.
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2008The State of Origin of Australian Equity: Does Active Fund Manager Location Matter? In: Australian Journal of Management.
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2009Fund Size, Transaction Costs and Performance: Size Matters! In: Australian Journal of Management.
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article3
2009The Value of Alpha Forecasts in Portfolio Construction In: Australian Journal of Management.
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2010Investment manager skill in small-cap equities In: Australian Journal of Management.
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article1
2010Transaction costs and institutional trading in small-cap equity funds In: Australian Journal of Management.
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article1
2012Out-of-sample stock return predictability in Australia In: Australian Journal of Management.
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2013Dissecting anomalies in the Australian stock market In: Australian Journal of Management.
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2013Does portfolio emulation outperform its target funds? In: Australian Journal of Management.
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article1
2014Quality investing in an Australian context In: Australian Journal of Management.
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2015Style factor timing: An application to the portfolio holdings of US fund managers In: Australian Journal of Management.
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2016Alpha generation in portfolio management: Long-run Australian equity fund evidence In: Australian Journal of Management.
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2016Institutional trading around the ex-dividend day In: Australian Journal of Management.
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article2
2017Are funds true to label? A note on matching qualitative and quantitative information In: Australian Journal of Management.
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2007Where Do Australian Active Equity Managers Outperform? In: Published Paper Series.
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