Philip Gharghori

Monash University

Associate Professor

Wellington Road

Melbourne, 3800

Australia

http://research.monash.edu/en/persons/philip-gharghori

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 41,460

SSRN RANKINGS

Top 41,460

in Total Papers Downloads

2,264

SSRN CITATIONS
Rank 35,155

SSRN RANKINGS

Top 35,155

in Total Papers Citations

22

CROSSREF CITATIONS

7

Scholarly Papers (8)

1.

Anomalies and Stock Returns: Australian Evidence

Number of pages: 30 Posted: 23 Jul 2007 Last Revised: 06 Nov 2008
Philip Gharghori, Ronald Lee and Madhu Veeraraghavan
Monash University, Monash University and T.A. PAI Management Institute, Finance Area
Downloads 720 (67,345)
Citation 3

Abstract:

Loading...

Anomalies, Fama-French model, Size effect, BE/ME effect

2.

Value Versus Growth: Australian Evidence

Number of pages: 36 Posted: 04 May 2007 Last Revised: 26 Dec 2007
Monash University, Monash University and T.A. PAI Management Institute, Finance Area
Downloads 611 (82,898)
Citation 5

Abstract:

Loading...

Multifactor Model, Book-to-market equity effect, Size effect

3.

Informed Trading Around Stock Split Announcements: Evidence from the Option Market

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 68 Posted: 12 Oct 2015
Philip Gharghori, Edwin D. Maberly and Annette Nguyen
Monash University, Monash University and Deakin University
Downloads 291 (195,205)
Citation 2

Abstract:

Loading...

option traders, implied volatility, event study

4.
Downloads 250 (227,472)
Citation 2

Return-Based Style Analysis in Australian Funds

Multinational Finance Journal, Vol. 16, No. 3/4, p. 155-188, 2012
Number of pages: 34 Posted: 19 Jun 2015
Robert W. Faff, Philip Gharghori, Bonnie Ip and Annette Nguyen
University of Queensland, Monash University, BPM Financial Modelling and Deakin University
Downloads 129 (407,504)
Citation 2

Abstract:

Loading...

Style analysis; managed funds; superannuation funds; fund performance

Return-Based Style Analysis in Australian Funds

Multinational Finance Journal, 2012, vol. 16, no. 3/4, pp. 155-188
Number of pages: 32 Posted: 02 Mar 2013 Last Revised: 13 Nov 2014
Robert W. Faff, Philip Gharghori, Bonnie Ip and Annette Nguyen
University of Queensland, Monash University, BPM Financial Modelling and Deakin University
Downloads 121 (427,948)

Abstract:

Loading...

Style analysis, managed funds, superannuation funds, fund performance

5.

Is Difference of Opinion Among Investors a Source of Risk?

Number of pages: 30 Posted: 15 Feb 2008
Philip Gharghori, Madhu Veeraraghavan and Quin See
Monash University, T.A. PAI Management Institute, Finance Area and Monash University
Downloads 230 (246,618)
Citation 1

Abstract:

Loading...

Multifactor Model, Difference of Opinion, Analysts' Earnings Forecasts, Maximum Share Turnover, Value Anomaly

6.

Has Idiosyncratic Volatility Increased? Not in Recent Times

Critical Finance Review, Forthcoming
Number of pages: 58 Posted: 13 Nov 2020
Mardy Chiah, Philip Gharghori and Angel Zhong
University of Newcastle (Australia), Monash University and Royal Melbourne Institute of Technolog (RMIT University) - School of Economics, Finance and Marketing
Downloads 132 (399,071)
Citation 3

Abstract:

Loading...

idiosyncratic volatility, market volatility, asset pricing

7.

Which Factors in China?

Number of pages: 16 Posted: 28 Mar 2024
annette nguyen and Philip Gharghori
Deakin University and Monash University
Downloads 30 (861,021)

Abstract:

Loading...

Asset pricing, factor models, spanning tests, China

8.

Liquidity in Asset Pricing: New Australian Evidence Using Low-Frequency Data

Australian Journal of Management, Vol. 38, No. 2, 2013
Posted: 30 Jul 2013
Daniel Chai, Robert W. Faff and Philip Gharghori
Monash University, University of Queensland and Monash University

Abstract:

Loading...

Asset pricing, Australian evidence, Fama-French model, liquidity