Browsing 15 Commerce, Management, Tourism and Services by Author "Swan, Peter"

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Browsing 15 Commerce, Management, Tourism and Services by Author "Swan, Peter"

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  • Fong, Kingsley; Gallagher, David; Lau, Sarah; Swan, Peter (Elsevier, 2009)
    This study investigates the tax efficiency of actively managed equity funds by conducting a previously unaddressed natural experiment. Specifically, we examine whether asset sales were timed to take advantage of the ...
  • Fong, Kingsley; Gallagher, David; Gardner, Peter; Swan, Peter (Blackwell Publishing, 2011)
    When fund managers trade sequentially in the same direction, the information confirmation hypothesis predicts the long-term profitability of the leader trade to be increasing in the number of subsequent trades. The information ...