20062019
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Personal profile

Biography

Phil joined Monash full time in 2006. Prior to this, he was a PhD student 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.

Curriculum Vitae

Google Scholar

Research area keywords

  • Asset Pricing
  • Default Risk Analysis
  • Funds Management
  • Informed Trading
  • Market Reaction to Corporate Actions
  • Socially Responsible Investments

Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Research Output 2006 2019

Internet search intensity and its relation with trading activity and stock returns

Chai, D., Dai, M., Gharghori, P. & Hong, B., Apr 2019, (Accepted/In press) In : International Review of Finance. 30 p.

Research output: Contribution to journalArticleResearchpeer-review

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 journalArticleResearchpeer-review

Comovement in anomalies between the Australian and US equity markets

Chiah, M., Gharghori, P. & Zhong, A., 12 Dec 2018, (Accepted/In press) In : International Review of Finance. 13 p.

Research output: Contribution to journalArticleResearchpeer-review

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 journalArticleResearchpeer-review

The financial performance of socially responsible investments: insights from the intertemporal CAPM

Xiao, Y., Faff, R., Gharghori, P. & Min, B-K., 1 Dec 2017, In : Journal of Business Ethics. 146, 2, p. 353-364 12 p.

Research output: Contribution to journalArticleResearchpeer-review