Details about Philip Gharghori

Access statistics for papers by Philip Gharghori.

Last updated 2024-09-07. Update your information in the RePEc Author Service.

Short-id: pgh135

Journal Articles

2023

1. Has Idiosyncratic Volatility Increased? Not in Recent Times
   Critical Finance Review, 2023, 12, (1-4), 125-170

2021

2. Internet Search Intensity and Its Relation with Trading Activity and Stock Returns
   International Review of Finance, 2021, 21, (1), 282-311 View citations (3)

2020

3. Attracting investors for public health programmes with Social Impact Bonds
   Public Money & Management, 2020, 40, (3), 225-236 View citations (3)
4. Comovement in Anomalies between the Australian and US Equity Markets
   International Review of Finance, 2020, 20, (4), 1005-1017 View citations (2)

2019

5. Which model best explains the returns of large Australian stocks?
   Pacific-Basin Finance Journal, 2019, 55, (C), 182-191 View citations (6)

2017

6. Informed Trading around Stock Split Announcements: Evidence from the Option Market
   Journal of Financial and Quantitative Analysis, 2017, 52, (2), 705-735 View citations (26)
7. The Financial Performance of Socially Responsible Investments: Insights from the Intertemporal CAPM
   Journal of Business Ethics, 2017, 146, (2), 353-364 View citations (6)

2016

8. How is β related to asset returns?
   Applied Economics, 2016, 48, (21), 1925-1935 View citations (2)

2014

9. Non-nested tests of a GDP-augmented Fama–French model versus a conditional Fama–French model in the Australian stock market
   International Review of Economics & Finance, 2014, 29, (C), 627-638 View citations (3)

2013

10. An Empirical Study of the World Price of Sustainability
    Journal of Business Ethics, 2013, 114, (2), 297-310 View citations (13)
11. Liquidity in asset pricing: New Australian evidence using low-frequency data
    Australian Journal of Management, 2013, 38, (2), 375-400 View citations (20)
12. Pricing innovations in consumption growth: A re-evaluation of the recursive utility model
    Journal of Banking & Finance, 2013, 37, (11), 4465-4475 View citations (2)
13. Value versus growth: Australian evidence
    Accounting and Finance, 2013, 53, (2), 393-417 View citations (8)

2012

14. Return-based Style Analysis in Australian Funds
    Multinational Finance Journal, 2012, 16, (3-4), 155-188 View citations (2)

2011

15. Difference of opinion and the cross-section of equity returns: Australian evidence
    Pacific-Basin Finance Journal, 2011, 19, (4), 435-446 View citations (7)

2010

16. Migration and its contribution to the size and value premiums: Australian evidence
    Journal of International Financial Markets, Institutions and Money, 2010, 20, (2), 177-196 View citations (5)
17. New evidence on the relation between stock liquidity and measures of trading activity
    International Review of Financial Analysis, 2010, 19, (3), 181-192 View citations (27)

2009

18. Anomalies and stock returns: Australian evidence
    Accounting and Finance, 2009, 49, (3), 555-576 View citations (34)
19. Are the Fama–French factors proxying news related to GDP growth? The Australian evidence
    Review of Quantitative Finance and Accounting, 2009, 33, (2), 141-158 View citations (10)
20. Default risk and equity returns: Australian evidence
    Pacific-Basin Finance Journal, 2009, 17, (5), 580-593 View citations (17)

2008

21. Are Australian Investors Smart?
    Australian Journal of Management, 2008, 32, (3), 525-544 View citations (7)
22. Are stock returns related toshort-term and long-term past returns? Australian evidence
    Applied Financial Economics Letters, 2008, 4, (4), 277-282

2007

23. An examination of conditional asset pricing models in the Australian equities market
    Applied Financial Economics Letters, 2007, 3, (5), 307-312
24. Are the Fama-French Factors Proxying Default Risk?
    Australian Journal of Management, 2007, 32, (2), 223-249 View citations (34)
25. How smart is money? An investigation into investor behaviour in the Australian managed fund industry
    Pacific-Basin Finance Journal, 2007, 15, (5), 494-513 View citations (14)
26. The relation between R&D intensity and future market returns: does expensing versus capitalization matter?
    Review of Quantitative Finance and Accounting, 2007, 29, (1), 25-51 View citations (11)

2006

27. Factors or Characteristics? That is the Question
    Pacific Accounting Review, 2006, 18, (1), 21-46
28. Investigating the Performance of Alternative Default-Risk Models: Option-Based Versus Accounting-Based Approaches
    Australian Journal of Management, 2006, 31, (2), 207-234 View citations (20)