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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

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

Difference of opinion and the cross-section of equity returns : Australian evidence

Gharghori, Philip; See, Quin; Veeraraghavan, Madhu - In: Pacific-Basin finance journal 19 (2011) 4, pp. 435-446

Persistent link: https://www.econbiz.de/10009271541

How is β related to asset returns?

Bollen, Bernard; Gharghori, Philip - In: Applied economics 48 (2016) 19/21, pp. 1925-1935

Persistent link: https://www.econbiz.de/10011590029

Empirical tests on the liquidity-adjusted capital asset pricing model

Vu, Van; Chai, Daniel; Do, Viet - In: Pacific-Basin finance journal 35 (2015) 1, pp. 73-89

Persistent link: https://www.econbiz.de/10011538103

The Overhang Cost of Long and Short Term Debt in the Presence of Default Risk

Vu, Van - 2013

This research studies the implications of short term debt for firm investment decisions on a sample of U.S. non-financial firms from 1985-2011. We argue that short term debt does not always help to reduce the overhang cost of leverage as is the case in Myers (1977) model. Our empirical results...

Persistent link: https://www.econbiz.de/10013077586

The Australian asset-pricing debate

Durand, Robert B.; Limkriangkrai, Manapon; Chai, Daniel - In: Accounting and finance : journal of the Accounting … 56 (2016) 2, pp. 393-421

Persistent link: https://www.econbiz.de/10011585945