Philip Gharghori

Names

Contact

Affiliations

• Monash University → Monash Business School → Department of Banking and Finance
  • website
  • location: Caulfield, Australia

Research profile

author of:

• The relation between R&D intensity and future market returns: does expensing versus capitalization matter?
  by Howard Chan & Robert Faff & Philip Gharghori & Yew Ho
• New evidence on the relation between stock liquidity and measures of trading activity
  by Chai, Daniel & Faff, Robert & Gharghori, Philip
• An Empirical Study of the World Price of Sustainability
  by Yuchao Xiao & Robert Faff & Philip Gharghori & Darren Lee
• How smart is money? An investigation into investor behaviour in the Australian managed fund industry
  by Gharghori, Philip & Mudumba, Shifali & Veeraraghavan, Madhu
• Non-nested tests of a GDP-augmented Fama–French model versus a conditional Fama–French model in the Australian stock market
  by Faff, Robert & Gharghori, Philip & Nguyen, Annette
• Difference of opinion and the cross-section of equity returns: Australian evidence
  by Gharghori, Philip & See, Quin & Veeraraghavan, Madhu
• Default risk and equity returns: Australian evidence
  by Gharghori, Philip & Chan, Howard & Faff, Robert
• Migration and its contribution to the size and value premiums: Australian evidence
  by Gharghori, Philip & Hamzah, Yusuf & Veeraraghavan, Madhu
• Pricing innovations in consumption growth: A re-evaluation of the recursive utility model
  by Xiao, Yuchao & Faff, Robert & Gharghori, Philip & Min, Byoung-Kyu
• Investigating the Performance of Alternative Default-Risk Models: Option-Based Versus Accounting-Based Approaches
  by Philip Gharghori & Howard Chan & Robert Faff
• Are stock returns related toshort-term and long-term past returns? Australian evidence
  by Philip Gharghori & Ronald Lee & Madhu Veeraraghavan
• Liquidity in asset pricing: New Australian evidence using low-frequency data
  by Daniel Chai & Robert Faff & Philip Gharghori
• Value versus growth: Australian evidence
  by Philip Gharghori & Sebastian Stryjkowski & Madhu Veeraraghavan
• An examination of conditional asset pricing models in the Australian equities market
  by Annette Nguyen & Robert Faff & Philip Gharghori
• Are the Fama-French Factors Proxying Default Risk?
  by Philip Gharghori & Howard Chan & Robert Faff
• Anomalies and stock returns: Australian evidence
  by Philip Gharghori & Ronald Lee & Madhu Veeraraghavan
• Are the Fama–French factors proxying news related to GDP growth? The Australian evidence
  by Annette Nguyen & Robert Faff & Philip Gharghori
• Are Australian Investors Smart?
  by Philip Gharghori & Charly Sujoto & Madhu Veeraraghavan
• Return-based Style Analysis in Australian Funds
  by Robert Faff & Annette Nguyen & Bonnie H. I. Ip & Philip Gharghori
• How is β related to asset returns?
  by Bernard Bollen & Philip Gharghori
• Informed Trading around Stock Split Announcements: Evidence from the Option Market
  by Gharghori, Philip & Maberly, Edwin D. & Nguyen, Annette
• The Financial Performance of Socially Responsible Investments: Insights from the Intertemporal CAPM
  by Yuchao Xiao & Robert Faff & Philip Gharghori & Byoung-Kyu Min
• Which model best explains the returns of large Australian stocks?
  by Chai, Daniel & Chiah, Mardy & Gharghori, Philip
• Attracting investors for public health programmes with Social Impact Bonds
  by Elaine de Gruyter & Dennis Petrie & Nicole Black & Philip Gharghori
• Comovement in Anomalies between the Australian and US Equity Markets
  by Mardy Chiah & Philip Gharghori & Angel Zhong