Philip Gharghori

Monash University

Associate Professor

Wellington Road

Melbourne, 3800

Australia

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

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 33,700

SSRN RANKINGS

Top 33,700

in Total Papers Downloads

1,872

SSRN CITATIONS
Rank 32,348

SSRN RANKINGS

Top 32,348

in Total Papers Citations

13

CROSSREF CITATIONS

13

Scholarly Papers (7)

1.
Downloads 689 ( 48,379)
Citation 3

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 686 (48,018)
Citation 3

Abstract:

Loading...

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

Anomalies and Stock Returns: Australian Evidence

Accounting & Finance, Vol. 49, Issue 3, pp. 555-576, September 2009
Number of pages: 22 Posted: 08 Oct 2009
Philip Gharghori and Madhu Veeraraghavan
Monash University and T.A. PAI Management Institute, Finance Area
Downloads 3 (815,011)
  • Add to Cart

Abstract:

Loading...

2.
Downloads 562 ( 62,843)
Citation 7

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 561 (62,300)
Citation 4

Abstract:

Loading...

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

Value Versus Growth: Australian Evidence

Accounting & Finance, Vol. 53, Issue 2, pp. 393-417, 2013
Number of pages: 25 Posted: 04 May 2013
Monash University, Monash University and T.A. PAI Management Institute, Finance Area
Downloads 1 (839,238)
Citation 1
  • Add to Cart

Abstract:

Loading...

Book‐to‐market effect, Positive and negative earnings, Value‐growth 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 223 (175,283)
Citation 2

Abstract:

Loading...

option traders, implied volatility, event study

4.

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 198 (195,741)

Abstract:

Loading...

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

5.
Downloads 155 (241,745)
Citation 2

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 94 (350,386)

Abstract:

Loading...

Style analysis, managed funds, superannuation funds, fund performance

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 61 (450,258)
Citation 2

Abstract:

Loading...

Style analysis; managed funds; superannuation funds; fund performance

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
Swinburne University of Technology, Monash University and RMIT University - School of Economics, Finance and Marketing
Downloads 45 (507,691)

Abstract:

Loading...

idiosyncratic volatility, market volatility, asset pricing

7.

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