Projects per year
Personal profile
Biography
Phil joined Monash full time in 2006. Prior to this, he was a PhD student and tutor at Monash. His teaching has spanned all levels from undergraduate to PhD and has covered a wide range of fields including asset pricing, corporate finance, fixed income and investments. His areas of research are asset pricing and investments. In asset pricing, he has considered the performance of multifactor models, stock market anomalies, the consumption CAPM and the intertemporal CAPM. He has also written papers on default risk analysis, funds management and socially responsible investments. A recent area of interest is the market reaction to corporate actions and informed trading. Seven of his eight completed PhD students are placed across universities in Australia, Singapore and Hong Kong, with one working in industry. His research has been published in a wide range of journals and books spanning finance, accounting, economics, management and statistics, including papers in the Journal of Financial and Quantitative Analysis and the Journal of Banking and Finance.
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
Research area keywords
- Asset Pricing
- Default Risk Analysis
- Funds Management
- Informed Trading
- Market Reaction to Corporate Actions
- Socially Responsible Investments
Network
Projects
- 1 Finished
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Decomposing anomaly returns internationally: Cash flow news or discount rate news?
Chiah, M. & Gharghori, P.
1/07/20 → 30/06/21
Project: Research
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Internet search intensity and its relation with trading activity and stock returns
Chai, D., Dai, M., Gharghori, P. & Hong, B., Mar 2021, In: International Review of Finance. p. 282-311 30 p.Research output: Contribution to journal › Article › Research › peer-review
3 Citations (Scopus) -
Attracting investors for public health programmes with social impact bonds
de Gruyter, E., Petrie, D., Black, N. & Gharghori, P., 13 Feb 2020, In: Public Money and Management. 40, 3, p. 225-236 12 p.Research output: Contribution to journal › Article › Research › peer-review
8 Citations (Scopus) -
Comovement in anomalies between the Australian and US equity markets
Chiah, M., Gharghori, P. & Zhong, A., Dec 2020, In: International Review of Finance. 20, 4, p. 1005-1017 13 p.Research output: Contribution to journal › Article › Research › peer-review
2 Citations (Scopus) -
Which model best explains the returns of large Australian stocks?
Chai, D., Chiah, M. & Gharghori, P., Jun 2019, In: Pacific Basin Finance Journal. 55, p. 182-191 10 p.Research output: Contribution to journal › Article › Research › peer-review
7 Citations (Scopus) -
Informed trading around stock split announcements: evidence from the option market
Gharghori, P., Maberly, E. D. & Nguyen, A., Apr 2017, In: Journal of Financial and Quantitative Analysis. 52, 2, p. 705-735 31 p.Research output: Contribution to journal › Article › Research › peer-review
33 Citations (Scopus)