![]() | Dr Philip GharghoriBCom (Hons) Monash, PhD Monash Senior Lecturer
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Philip Gharghori joined the department in 2006 and is a senior lecturer in Finance. Prior to this, he was a PhD student and tutor in the department. His PhD was supported by both an Australian Postgraduate Award and a Departmental Scholarship. Phil is an active research supervisor and he has supervised a number of PhD and honours students to completion. He is the author of the finance chapters of Principles of Accounting and Finance, a text used in undergraduate business and commerce courses. He has won awards for conference papers presented at the Australasian Finance and Banking Conference and at the AFAANZ Conference. Phil's main research area is asset pricing in the Australian equities market. In particular, Phil’s research has focused on the performance of multifactor models and stock market anomalies in Australia. He also has written papers in the areas of funds management, default risk analysis, socially responsible investments and the market reaction to stock splits.
Research: | Asset pricing, funds management, default risk analysis, market reaction to corporate actions |
Recent Publications
Journals and Professional Publications
- Gharghori, P & See, S* & Veeraraghavan, M (2011). Difference of opinion and the cross-section of equity returns: Australian evidence. Pacific-Basin Finance Journal, 19(4), 435-446. Netherlands:Elsevier BV, North-Holland
- Gharghori, P & Hamzah, * & Veeraraghavan, M (2010). Migration and its contribution to the size and value premiums: Australian evidence. Journal of International Financial Markets Institutions & Money, 20(2), 177-196. Netherlands:Elsevier BV, North-Holland
- Chai, D & Faff, R & Gharghori, P (2010). New evidence on the relation between stock liquidity and measures of trading activity. International Review of Financial Analysis, 19(3), 181-192. Netherlands:Elsevier BV North-Holland
- Gharghori, P & Veeraraghavan, M & Lee, R* (2009). Anomalies and stock returns: Australian evidence. Accounting and Finance, 49(3), 555-576. Richmond Vic Australia:Wiley-Blackwell Plublishing Asia
- Nguyen, A* & Faff, R & Gharghori, P (2009). Are the Fama-French factors proxying news related to GDP growth: The Australian evidence. Review of Quantitative Finance and Accounting, 33(2), 141-158. USA:Springer New York LLC
- Gharghori, P & Chan, H* & Faff, R (2009). Default risk and equity returns: Australian evidence. Pacific-Basin Finance Journal, 17(5), 580-593. Netherlands:Elsevier BV, North-Holland
- Gharghori, P & Sujoto, C* & Veeraraghavan, M (2008). Are Australian investors smart?. Australian Journal of Management, 32(3), 525-544. Sydney NSW Australia:Australian Graduate School of Management
- Gharghori, P & Lee, R* & Veeraraghavan, M (2008). Are stock returns related to short-term and long-term past returns? Australian evidence. Applied Economics Letters, 4(4), 277-282. United Kingdom:Routledge
- Nguyen, A* & Faff, R & Gharghori, P (2007). An examination of conditional asset pricing models in the Australian equities market. Applied Economics Letters, 3(5), 307-312. UK:Routledge
- Gharghori, P & Chan, H* & Faff, R (2007). Are the Fama-French factors proxying default risk?. Australian Journal of Management, 32(2), 223-249. Sydney, Australia:Australian Graduate School of Management
- Gharghori, P & Mudumba, S* & Veeraraghavan, M (2007). How smart is money? An investigation into investor behaviour in the Australian managed fund industry. Pacific-Basin Finance Journal, 15(5), 494-513. USA:Elsevier
- Chan, H* & Faff, R & Gharghori, P & Ho, YK* (2007). The relation between R&D intensity and future market returns: Does expensing versus capitalization matter?. Review of Quantitative Finance and Accounting, 29(1), 25-51. USA:Springer New York LLC




