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Details about Philip Gharghori

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Workplace:Department of Banking and Finance, Monash Business School, Monash University, (more information at EDIRC)

Access statistics for papers by Philip Gharghori.

Last updated 2020-12-30. Update your information in the RePEc Author Service.

Short-id: pgh135


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Journal Articles

2020

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

2019

  1. Which model best explains the returns of large Australian stocks?
    Pacific-Basin Finance Journal, 2019, 55, (C), 182-191 Downloads View citations (1)

2017

  1. Informed Trading around Stock Split Announcements: Evidence from the Option Market
    Journal of Financial and Quantitative Analysis, 2017, 52, (2), 705-735 Downloads View citations (16)
  2. The Financial Performance of Socially Responsible Investments: Insights from the Intertemporal CAPM
    Journal of Business Ethics, 2017, 146, (2), 353-364 Downloads View citations (4)

2016

  1. How is β related to asset returns?
    Applied Economics, 2016, 48, (21), 1925-1935 Downloads View citations (1)

2014

  1. 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 Downloads View citations (3)

2013

  1. An Empirical Study of the World Price of Sustainability
    Journal of Business Ethics, 2013, 114, (2), 297-310 Downloads View citations (6)
  2. Liquidity in asset pricing: New Australian evidence using low-frequency data
    Australian Journal of Management, 2013, 38, (2), 375-400 Downloads View citations (14)
  3. Pricing innovations in consumption growth: A re-evaluation of the recursive utility model
    Journal of Banking & Finance, 2013, 37, (11), 4465-4475 Downloads View citations (2)
  4. Value versus growth: Australian evidence
    Accounting and Finance, 2013, 53, (2), 393-417 Downloads View citations (7)

2012

  1. Return-based Style Analysis in Australian Funds
    Multinational Finance Journal, 2012, 16, (3-4), 155-188 Downloads View citations (1)

2011

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

2010

  1. 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 Downloads View citations (5)
  2. New evidence on the relation between stock liquidity and measures of trading activity
    International Review of Financial Analysis, 2010, 19, (3), 181-192 Downloads View citations (18)

2009

  1. Anomalies and stock returns: Australian evidence
    Accounting and Finance, 2009, 49, (3), 555-576 Downloads View citations (27)
  2. 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 Downloads View citations (7)
  3. Default risk and equity returns: Australian evidence
    Pacific-Basin Finance Journal, 2009, 17, (5), 580-593 Downloads View citations (12)

2008

  1. Are Australian Investors Smart?
    Australian Journal of Management, 2008, 32, (3), 525-544 Downloads View citations (5)
  2. Are stock returns related toshort-term and long-term past returns? Australian evidence
    Applied Financial Economics Letters, 2008, 4, (4), 277-282 Downloads View citations (1)

2007

  1. An examination of conditional asset pricing models in the Australian equities market
    Applied Financial Economics Letters, 2007, 3, (5), 307-312 Downloads View citations (2)
  2. Are the Fama-French Factors Proxying Default Risk?
    Australian Journal of Management, 2007, 32, (2), 223-249 Downloads View citations (30)
  3. How smart is money? An investigation into investor behaviour in the Australian managed fund industry
    Pacific-Basin Finance Journal, 2007, 15, (5), 494-513 Downloads View citations (11)
  4. 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 Downloads View citations (9)

2006

  1. Investigating the Performance of Alternative Default-Risk Models: Option-Based Versus Accounting-Based Approaches
    Australian Journal of Management, 2006, 31, (2), 207-234 Downloads View citations (13)
 
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