Philip Gharghori : Citation Profile


Are you Philip Gharghori?

Monash University

9

H index

7

i10 index

178

Citations

RESEARCH PRODUCTION:

24

Articles

RESEARCH ACTIVITY:

   13 years (2007 - 2020). See details.
   Cites by year: 13
   Journals where Philip Gharghori has often published
   Relations with other researchers
   Recent citing documents: 31.    Total self citations: 9 (4.81 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgh135
   Updated: 2020-10-17    RAS profile: 2020-04-06    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Philip Gharghori.

Is cited by:

Gallagher, David (6)

faff, robert (6)

Drew, Michael (3)

Andrikopoulos, Andreas (3)

Bianchi, Robert (3)

Chiah, Mardy (3)

Walter, Terry (3)

Watson, John (2)

Angelidis, Timotheos (2)

Skintzi, Vasiliki (2)

Wickramanayake, Jayasinghe (2)

Cites to:

faff, robert (39)

Fama, Eugene (34)

French, Kenneth (25)

Subrahmanyam, Avanidhar (10)

Titman, Sheridan (9)

Jagannathan, Ravi (7)

Campbell, John (6)

Newey, Whitney (5)

Shanken, Jay (5)

merton, robert (5)

West, Kenneth (5)

Main data


Where Philip Gharghori has published?


Journals with more than one article published# docs
Pacific-Basin Finance Journal4
Applied Financial Economics Letters2
Review of Quantitative Finance and Accounting2
Accounting and Finance2
Journal of Business Ethics2

Recent works citing Philip Gharghori (2020 and 2019)


YearTitle of citing document
2020Public Listing and Corporate Social Responsibility from a Sustainability Risk Management Perspective. (2020). Hu, Fang ; Li, Ruitao. In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:22:y:2020:i:55:p:808.

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2020Decision-Making, Sub-Additive Recursive Matching Noise And Biases In Risk-Weighted Stock/Bond Index Calculation Methods In Incomplete Markets With Partially Observable Multi-Attribute Preferences. (2020). Nwogugu, Michael C. In: Papers. RePEc:arx:papers:2005.01708.

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2020Regret Theory And Asset Pricing Anomalies In Incomplete Markets With Dynamic Un-Aggregated Preferences. (2020). Nwogugu, Michael. In: Papers. RePEc:arx:papers:2005.01709.

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2019The Relationship between Risk and Return - An Empirical Evidence from Real Estate Stocks Listed in Vietnam. (2019). Toan, Le Duc ; Bao, Phan Nguyen ; Trang, Tran Thi ; Minh, Phan Tran ; Diem, Vo Hoang. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2019:p:1211-1226.

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2020Compensation for illiquidity in China: Evidence from an alternative measure. (2020). Wang, Guanying ; Zhang, Yiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s106294082030084x.

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2019Investment-related anomalies in Australia: Evidence and explanations. (2019). Zhong, Angel ; Gray, Philip ; Cao, Viet Nga . In: International Review of Financial Analysis. RePEc:eee:finana:v:61:y:2019:i:c:p:97-109.

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2020Delineating social finance. (2020). Andrikopoulos, Andreas. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301630.

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2019Who has volatility information in the index options market?. (2019). Yang, Heejin ; Ryu, Doojin. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:266-270.

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2020Price discovery in stock and options markets. (2020). Putnins, Talis ; Michayluk, David ; Patel, Vinay ; Foley, Sean. In: Journal of Financial Markets. RePEc:eee:finmar:v:47:y:2020:i:c:s1386418119303544.

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2020The information content of director trading: Evidence from acquisition announcements in Australia. (2020). Heaney, Richard ; Hossain, Md Mosharraf ; Yu, Jing. In: Global Finance Journal. RePEc:eee:glofin:v:44:y:2020:i:c:s1044028318300942.

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2020Does news affect disagreement in global markets?. (2020). Chen, Tao. In: Journal of Business Research. RePEc:eee:jbrese:v:109:y:2020:i:c:p:174-183.

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2020Regulation of capital flows: Effects on liquidity and the role of financial reporting quality. (2020). Kousenidis, Dimitrios ; Negkakis, Christos ; Ladas, Anestis ; Kosmidou, Kyriaki. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:175:y:2020:i:c:p:86-97.

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2019Pricing corporate financial distress: Empirical evidence from the French stock market. (2019). Shahbaz, Muhammad ; Mselmi, Nada ; Lahiani, Amine ; Hamza, Taher. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:96:y:2019:i:c:p:13-27.

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2019Financial distress, short sale constraints, and mispricing. (2019). Na, Haejung ; Lee, Inro ; Kim, Dongcheol. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:53:y:2019:i:c:p:94-111.

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2019Is that factor just lucky? Australian evidence. (2019). Huang, Ronghong ; Gaunt, Clive ; Cannavan, Damien ; Hoang, Khoa. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:57:y:2019:i:c:s0927538x1930304x.

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2019Choosing factors: Australian evidence. (2019). Zhong, Angel ; Chiah, Mardy ; Chai, Daniel. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:58:y:2019:i:c:s0927538x19303476.

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2019Comparing relative valuation efficiency between two stock markets. (2019). Chang, Yu-Wei ; Yi, Ronghua ; Chen, Jun ; Xing, Wen. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:72:y:2019:i:c:p:159-167.

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2019Volatility information trading in the index options market: An intraday analysis. (2019). Ryu, Doojin ; Kutan, Ali M ; Yang, Heejin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:64:y:2019:i:c:p:412-426.

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2020Measuring the multi-faceted dimension of liquidity in financial markets: A literature review. (2020). Diaz, Antonio ; Escribano, Ana. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531918311024.

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2019Testing the Information-Based Trading Hypothesis in the Option Market: Evidence from Share Repurchases. (2019). Koerniadi, Hardjo ; Badshah, Ihsan ; Kolari, James. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:4:p:179-:d:292380.

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2020Systematic Risk at the Industry Level: A Case Study of Australia. (2020). Vo, Duc ; McAleer, Michael ; Vu, Tan Ngoc ; Nguyen, Thang Cong. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:2:p:36-:d:344914.

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2020How Does Split Announcement Affect Stock Liquidity? Evidence from Bursa Malaysia. (2020). Zhang, Zhaoyong ; Jafarian, Mohsen ; Tabibian, Amir S. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:3:p:85-:d:398644.

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2019Who Values Corporate Social Responsibility in the Korean Stock Market?. (2019). Hong, Chung-Hun ; Kim, Insu ; Lee, Sangki. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:21:p:5924-:d:280028.

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2019Differentiation Strategy, R&D Intensity, and Sustainability of Accounting Earnings: With a Focus on Biotech Firms. (2019). Lee, Jaehong. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:7:p:1902-:d:218442.

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2019The Inclusion of Socially Irresponsible Companies in Sustainable Stock Indices. (2019). Arribas, Ivan ; Morales-Bauelos, Paula Beatriz ; Garcia, Fernando ; Espinos-Vao, Maria Dolores. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:7:p:2047-:d:220514.

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2019Default risk, state ownership and the cross-section of stock returns: evidence from China. (2019). Han, Liang ; Luo, Dan ; Liu, Lanlan . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:53:y:2019:i:4:d:10.1007_s11156-018-0771-0.

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2019.

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2020Detecting accounting fraud using quantitative techniques. (2020). Amat, Oriol ; Singh, Nirali. In: Economics Working Papers. RePEc:upf:upfgen:1738.

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2020When do informed traders acquire and trade on informational advantage? Evidence from Federal Reserve stress tests. (2020). Loveland, Robert ; Fung, Scott. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:10:p:1459-1485.

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2019Reinvestigate the Bid–Ask Bounce Effect and Pricing of Idiosyncratic Volatility: The Case of the Australian Market. (2019). Cam, Marie-Anne ; Tan, Monica ; Liu, Bin. In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). RePEc:wsi:rpbfmp:v:22:y:2019:i:01:n:s0219091519500048.

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2019R&D DYNAMICS AND FIRM GROWTH: THE IMPORTANCE OF R&D PERSISTENCY IN THE ECONOMIC CRISIS. (2019). Lee, Jeong-Dong ; Kang, Taewon ; Park, Hayoung. In: International Journal of Innovation Management (ijim). RePEc:wsi:ijimxx:v:23:y:2019:i:05:n:s136391961950049x.

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Works by Philip Gharghori:


YearTitleTypeCited
2009Anomalies and stock returns: Australian evidence In: Accounting and Finance.
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article25
2013Value versus growth: Australian evidence In: Accounting and Finance.
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article7
2017Informed Trading around Stock Split Announcements: Evidence from the Option Market In: Journal of Financial and Quantitative Analysis.
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article15
2010New evidence on the relation between stock liquidity and measures of trading activity In: International Review of Financial Analysis.
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article18
2010Migration and its contribution to the size and value premiums: Australian evidence In: Journal of International Financial Markets, Institutions and Money.
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article3
2013Pricing innovations in consumption growth: A re-evaluation of the recursive utility model In: Journal of Banking & Finance.
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article2
2007How smart is money? An investigation into investor behaviour in the Australian managed fund industry In: Pacific-Basin Finance Journal.
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article10
2009Default risk and equity returns: Australian evidence In: Pacific-Basin Finance Journal.
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article9
2011Difference of opinion and the cross-section of equity returns: Australian evidence In: Pacific-Basin Finance Journal.
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article5
2019Which model best explains the returns of large Australian stocks? In: Pacific-Basin Finance Journal.
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article1
2014Non-nested tests of a GDP-augmented Fama–French model versus a conditional Fama–French model in the Australian stock market In: International Review of Economics & Finance.
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article3
2013An Empirical Study of the World Price of Sustainability In: Journal of Business Ethics.
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article5
2017The Financial Performance of Socially Responsible Investments: Insights from the Intertemporal CAPM In: Journal of Business Ethics.
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article4
2007The relation between R&D intensity and future market returns: does expensing versus capitalization matter? In: Review of Quantitative Finance and Accounting.
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article9
2009Are the Fama–French factors proxying news related to GDP growth? The Australian evidence In: Review of Quantitative Finance and Accounting.
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article7
2012Return-based Style Analysis in Australian Funds In: Multinational Finance Journal.
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article1
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2007An examination of conditional asset pricing models in the Australian equities market In: Applied Financial Economics Letters.
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article2
2008Are stock returns related toshort-term and long-term past returns? Australian evidence In: Applied Financial Economics Letters.
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2016How is β related to asset returns? In: Applied Economics.
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article1
2020Attracting investors for public health programmes with Social Impact Bonds In: Public Money & Management.
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article0

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