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Associate Professor Russell Gregory-Allen staff profile picture

Contact details +64 (09) 414 0800  ext. 43171

Associate Professor Russell Gregory-Allen

Associate Professor

School of Economics and Finance

Research Projects

Summary of Research Projects

Position Current Completed
Project Leader 0 2

Research Outputs

Journal

Balli, F., Balli, HO., Hasan, M., & Gregory-Allen, R. (2020). Economic policy uncertainty spillover effects on sectoral equity returns of New Zealand. Journal of Economics and Finance.
[Journal article]Authored by: Balli, F., Gregory-Allen, R., Ozer-Balli, H.
Balli, F., Billah, M., Balli, HO., & Gregory-Allen, R. (2020). Economic uncertainties, macroeconomic announcements and sukuk spreads. Applied Economics. 52(35), 3748-3769
[Journal article]Authored by: Balli, F., Gregory-Allen, R., Ozer-Balli, H.
Gregory-Allen, R., Balli, HO., & Thompson, K. (2019). The impact of portfolio holdings disclosure on fund returns. Pacific Basin Finance Journal. 57
[Journal article]Authored by: Gregory-Allen, R., Ozer-Balli, H.
Gregory-Allen, R., & Shawky, H. (2018). Are You Smarter Than a CFA'er? Manager Qualifications and Portfolio Performance. International Journal of Accounting and Financial Reporting. 8(1)
[Journal article]Authored by: Gregory-Allen, R.
Gregory-Allen, R., & Zhang, C. (2018). Family-Owned Firms and Stock returns: evidence from the Chinese Stock Market. Theoretical Economic Letters. 8(7)
[Journal article]Authored by: Gregory-Allen, R.
Gregory-Allen, R., & Zhang, M. (2018). Carbon emissions and stock returns: Evidence from the Chinese pilot emissions trading scheme. Theoretical Economic Letters. 8(11)
[Journal article]Authored by: Gregory-Allen, R.
Gregory-Allen, R., & Cooper, J. (2017). Mutual Fund Performance and the Impact of Superannuation and Financial Regulation. The International Journal of Banking and Finance. 13(2)
[Journal article]Authored by: Gregory-Allen, R.
Gregory-Allen, R., Lu, H., & Stork, P. (2012). Asymmetric extreme tails and prospective utility of momentum returns. Economics Letters. 117(1), 295-297
[Journal article]Authored by: Gregory-Allen, R.
Gregory-Allen, RB., Smith, DM., & Werman, M. (2012). Short Selling by Portfolio Managers: Performance and Risk Effects across Investment Styles. , 437-451
[Journal article]Authored by: Gregory-Allen, R.
Gregory-Allen, RB., & Desai, Y. (2011). Impact of fund manager characteristics: A curious case in an emerging market. International Research Journal of Applied Finance. 2(11), 1332-1347 Retrieved from http://www.irjaf.com/
[Journal article]Authored by: Gregory-Allen, R.
Gregory-Allen, R., Jacobsen, B., & Marquering, W. (2010). The daylight saving time anomaly in stock returns: Fact or fiction?. Journal of Financial Research. 33(4), 403-427
[Journal article]Authored by: Gregory-Allen, R.
Gregory Allen, RB., Shawky, HA., & Stangl, JS. (2009). Quantitative vs. fundamental analysis in institutional money management: Where's the beef?. Journal of Investing. 18(4), 42-52 Retrieved from http://www.iijournals.com/doi/abs/10.3905/JOI.2009.18.4.042
[Journal article]Authored by: Gregory-Allen, R.
Gregory-Allen, RB., & Shalit, H. (1999). The estimation of systematic risk under differentiated risk aversion: A mean-extended gini approach. Review of Quantitative Finance and Accounting. 12(2), 135-158
[Journal article]Authored by: Gregory-Allen, R.
Gregory Allen, R., Impson, CM., & Karafiath, I. (1994). AN EMPIRICAL INVESTIGATION OF BETA STABILITY: PORTFOLIOS VS. INDIVIDUAL SECURITIES. Journal of Business Finance & Accounting. 21(6), 909-916
[Journal article]Authored by: Gregory-Allen, R.
Gregory Allen, RB., & Henderson, GV. (1991). A Brief Review of Catastrophe Theory and a Test in a Corporate Failure Context. Financial Review. 26(2), 127-155
[Journal article]Authored by: Gregory-Allen, R.

Book

Gregory-Allen, RB., Smith, DM., & Werman, M. (2011). Short selling by portfolio managers: Performance and rIsk effects across investment styles. In Handbook of Short-Selling. (pp. 438 - 453). : Elsevier
[Chapter]Authored by: Gregory-Allen, R.

Conference

Gregory-Allen, RB. (2013, October). Measuring agency cost in fund management. Presented at Academy of Financial Services. Chicago, United States of America.
[Conference Oral Presentation]Authored by: Gregory-Allen, R.
Gregory-Allen, RB., & Brown, K.The impact of holdings disclosure: A new perspective. . Auckland, New Zealand
[Conference Paper]Authored by: Gregory-Allen, R.
Gregory-Allen, RB. (2013, July). Is Beta Dead?. Presented at Perfecting Investment Portfolios Conference 2013. Auckland, New Zealand.
[Conference Oral Presentation]Authored by: Gregory-Allen, R.
Gregory-Allen, RB., & Wan, X. (2013, October). Measuring agency cost in fund management. Presented at Financial Management Association. Chicago, United States of America.
[Conference Oral Presentation]Authored by: Gregory-Allen, R.
Gregory-Allen, RB., & Brown, K. (2013, October). The impact of holdings disclosure on portfolio performance: A new perspective. Presented at Academy of Financial Services. Chicago, United States of America.
[Conference Oral Presentation]Authored by: Gregory-Allen, R.
Brown, K., & Gregory-Allen, RB.The potential effects of mandatory portfolio holdings disclosure in Australia and New Zealand. . Sydney, Australia
[Conference Paper]Authored by: Gregory-Allen, R.
Gregory-Allen, RB., & Sims, G.The impact of information demand on stock prices. . Denver, CO USA
[Conference Paper]Authored by: Gregory-Allen, R.
Gregory Allen, R., Lu, H., & Stork, P.(2011). Asymmetric extreme tails and prospective utility of momentum returns. . University of Canterbury, NZ
[Conference Paper]Authored by: Gregory-Allen, R.
Gregory-Allen, RB. (2010, November). Behavioural finance. Presented at FundSource Conference. Auckland, NZ.
[Conference Oral Presentation]Authored by: Gregory-Allen, R.
Dincer, OC., Gregory Allen, RB., & Shawky, HA.(2010). Are you smarter than a CFA'er?. . Auckland, New Zealand
[Conference Paper]Authored by: Gregory-Allen, R.
Gregory Allen, RB., Shawky, HA., & Stangl, JS.(2008). The marginal contribution of quantitative vs. traditional approaches in the management of equity portfolios. . Dallas, TX, United States
[Conference Paper]Authored by: Gregory-Allen, R., Stangl, J.
Gregory Allen, RB., Shawky, HA., & Stangl, JS. (2008). The marginal contribution of quantitative vs. traditional approaches in the management of equity portfolios. Proceedings of the 12th New Zealand Finance Colloquium. (pp. unpaged - 24).
[Conference Paper in Published Proceedings]Authored by: Gregory-Allen, R.
Gregory Allen, RB., Shawky, HA., & Stangl, JS.(2007). Quantitative vs. traditional approaches in the management of equity portfolios: The marginal contribution of how managers think. . Sydney, NSW, Australia
[Conference Paper]Authored by: Gregory-Allen, R., Stangl, J.
Gregory Allen, RB., Jacobsen, B., & Marquering, W.(2006). The daylight saving time anomaly in stock returns: Fact or fiction?. . RMIT University, Melbourne, VIC
[Conference Paper]Authored by: Gregory-Allen, R.
Gregory Allen, RB., & Shawky, HA.(2006). Mutual fund fees vs. performance: Revisited. . Salt Lake City, UT, United States
[Conference Paper]Authored by: Gregory-Allen, R.
Gregory Allen, RB., Jacobsen, B., & Marquering, W.(2006). The daylight saving time anomaly in stock returns: Fact or fiction?. . Salt Lake City, UT
[Conference Paper]Authored by: Gregory-Allen, R.

Other

Gregory-Allen, RB. (2015, January). Corporate Governance in Mutual funds: The Impact of Holdings Disclosure.
[Oral Presentation]Authored by: Gregory-Allen, R.
Gregory-Allen, RB. (2015). Management fees and portfolio performance: Who can charge higher Portfolio Management Fees and Why?.
[Working Paper]Authored by: Gregory-Allen, R.
Gregory-Allen, RB. (2015). Corporate Governance in Mutual Funds: Do Investors notice or care?.
[Working Paper]Authored by: Gregory-Allen, R.
Gregory-Allen, RB. (2015). Corporate Governance in Mutual funds: The Impact of Holdings Disclosure.
[Working Paper]Authored by: Gregory-Allen, R.
Gregory-Allen, R., Zou, L., & Li, Y. (2015). Style consistency, fund flow and performance: A study on U.S. mutual funds. : Social Science Research Network
[Internet publication]Authored by: Gregory-Allen, R., Zou, L.
Gregory-Allen, RB. (2014, April). Developing a research stream from concept to meaningful impact and beyond. Presented at University of North Texas.
[Oral Presentation]Authored by: Gregory-Allen, R.
Gregory-Allen, RB., & Brown, KE. (2012). Exposure draft: KiwiSaver (periodic disclosure) regulations 2012. Ministry of Business, Innovation & Employment
[Other]Authored by: Gregory-Allen, R.
Gregory-Allen, RB., Shawky, H., & Stangl, J. (2008, April). The Marginal Contribution of Quantitative vs Traditional Approaches in the Management of Equity Portfolios. In Auckland University of Technology Finance Series. Presented at Auckland, NZ.
[Oral Presentation]Authored by: Gregory-Allen, R.
Gregory Allen, RB. (2007, August). Maybe Heaven can wait, but what about retirement?. In Long Bay Baptist Church - Men's Breakfast Series. Presented at Auckland, NZ.
[Oral Presentation]Authored by: Gregory-Allen, R.

Teaching and Supervision

Courses Coordinated

Summary of Doctoral Supervision

Position Current Completed
Main Supervisor 1 0
Co-supervisor 2 3

Current Doctoral Supervision

Main Supervisor of:

  • Michael Blank - Doctor of Philosophy
    Impact Investing: Is Investing for Sustainable Development a Sustainable Investment Strategy.

Co-supervisor of:

  • Anum Malik - Doctor of Philosophy
    Conceptualizing Style Drift
  • Yasmine Farzami - Doctor of Philosophy
    Interconnectedness and systematic risk of liquidity

Completed Doctoral Supervision

Co-supervisor of:

  • 2020 - Abraham Agyemang - Doctor of Philosophy
    Essays on Corporate Cross-listing Decisions
  • 2020 - Mudassar Hasan - Doctor of Philosophy
    Essays on Spillover Effects of Economic and Geopolitical Uncertainty
  • 2013 - He Lu - Doctor of Philosophy
    Essays on return predictability

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