selected publications

• academic article

  • Quality Investing in an Australian Context.  SSRN Electronic Journal.  2013
  • Style Factor Timing: An Application to the Portfolio Holdings of US Fund Managers.  SSRN Electronic Journal.  2013
  • Portfolio Quality and Mutual Fund Performance.  SSRN Electronic Journal.  2012
  • Governance through Trading: Institutional Swing Trades and Subsequent Firm Performance.  SSRN Electronic Journal.  2011
  • The Threat of Exit with Optimal Contracting: Institutional Churning Trades and Subsequent Firm Performance.  SSRN Electronic Journal.  2009
  • Follow the Leader: The Cause and Consequences of Fund Managers Trading in Signal-Strength Sequence.  SSRN Electronic Journal.  2008
  • The Impact of Strategic Investor Activism on Institutional Trading and Portfolio Returns.  SSRN Electronic Journal.  2007
  • Portfolio Pumping: An Examination of Investment Manager Quarter-End Trading and Impact on Performance.  SSRN Electronic Journal.  2005
  • The Implications of Blending Specialist Active Equity Management.  SSRN Electronic Journal.  2005