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CAPM
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4
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3
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3
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ECONIS (ZBW)
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1
Non-nested tests of a GDP-augmented Fama–French model versus a conditional Fama–French model in the Australian stock market
Faff, Robert W.
;
Gharghori, Philip
;
Nguyen, Annette
- In:
International review of economics & finance : IREF
29
(
2014
),
pp. 627-638
Persistent link: https://www.econbiz.de/10010432291
Saved in:
2
Are the Fama-French factors proxying news related to GDP growth? : the Australian evidence
Nguyen, Annette
;
Faff, Robert W.
;
Gharghori, Philip
- In:
Review of quantitative finance and accounting
33
(
2009
)
2
,
pp. 141-158
Persistent link: https://www.econbiz.de/10003880536
Saved in:
3
An examination of conditional asset pricing models in the Australian equities market
Nguyen, Annette
;
Faff, Robert W.
;
Gharghori, Philip
- In:
Applied financial economics letters
3
(
2007
)
4/6
,
pp. 307-312
Persistent link: https://www.econbiz.de/10003604997
Saved in:
4
Which factors in China? : a pre-registered report
Gharghori, Philip
;
Nguyen, Annette
- In:
Pacific-Basin finance journal
91
(
2025
),
pp. 1-7
Persistent link: https://www.econbiz.de/10015405117
Saved in:
5
Pricing innovations in consumption growth : a re-evaluation of the recursive utility model
Xiao, Yuchao
;
Faff, Robert W.
;
Gharghori, Philip
;
Min, …
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4465-4475
Persistent link: https://www.econbiz.de/10010246994
Saved in:
6
Are the Fama-French factors proxying default risk?
Gharghori, Philip
;
Chan, Howard
;
Faff, Robert
- In:
Australian journal of management
32
(
2007
)
2
,
pp. 223-249
Persistent link: https://www.econbiz.de/10003628572
Saved in:
7
The financial performance of socially responsible investments : insights from the intertemporal CAPM
Xiao, Yuchao
;
Faff, Robert W.
;
Gharghori, Philip
;
Min, …
- In:
Journal of business ethics : JOBE
146
(
2017
)
2
,
pp. 353-364
Persistent link: https://www.econbiz.de/10011789319
Saved in:
8
An empirical study of the world price of sustainability
Xiao, Yuchao
;
Faff, Robert W.
;
Gharghori, Philip
;
Lee, …
- In:
Journal of business ethics : JOBE
114
(
2013
)
2
,
pp. 297-310
Persistent link: https://www.econbiz.de/10009780370
Saved in:
9
Has idiosyncratic volatility increased? : not in recent times
Chiah, Mardy
;
Gharghori, Philip
;
Zhong, Angel
- In:
Critical finance review
12
(
2023
)
1/4
,
pp. 125-170
Persistent link: https://www.econbiz.de/10014370371
Saved in:
10
Anomalies and stock returns : Australian evidence
Gharghori, Philip
;
Lee, Ronald
;
Veeraraghavan, Madhu
- In:
Accounting and finance : journal of the Accounting …
49
(
2009
)
3
,
pp. 555-576
Persistent link: https://www.econbiz.de/10003889310
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