Utilizing a database of daily institutional fund manager trades, we examine the contribution of strategic trading at quarter-end associated with potential 'portfolio pumping' or 'ramping up' of reported stock prices around quarter-ends. We provide the first direct evidence that active fund...

This study represents the first empirical examination of the daily trading and portfolio configuration strategies of index and enhanced index equity funds. We document that passive funds benefit from employing less rigid rebalancing and investment strategies. During index revision periods,...

This study reviews 30 years of scholarly research published in the Australian Journal of Management (AJM) over the period 1976–2005. The study examines the productivity, influence, and contribution of management research in Australia. In the past three decades, AJM has published 406...