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Gray, Stephen


 SSRN Author Rank: 9,475 by Downloads
 Professor
 

University of Queensland - Business School


 University of Queensland
 Brisbane, Queensland 4072
 Australia
 email address
 

Duke University - Fuqua School of Business


 Box 90120
 Durham, NC 27708-0120
 United States
 

Financial Research Network (FIRN)


 C/- University of Queensland Business School
 St Lucia, 4071 Brisbane
 Queensland
 Australia
 email address


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. Gray, Stephen's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
2,810
Total
Citations
43
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Gray, Stephen
University of Queensland - Business School
Hall, Jason
University of Michigan, Stephen M. Ross School of Business
Pollard, Grant Stewart
Value Decisions
Posted:
05 Apr 10
632
(22,124)
 

2.  
Adams, Renee B.
University of New South Wales
Gray, Stephen
University of Queensland - Business School
Nowland, John
City University of Hong Kong
Posted:
02 Nov 11
Last Revised:
23 Jul 12
630
(22,268)
3

3.  
Bias, Stability and Predictive Ability in the Measurement of Systematic Risk | Show Abstract | Download |
Accounting Research Journal, 2009, 22 (3), 220 – 236.
Accepted Paper Series
Gray, Stephen
University of Queensland - Business School
Hall, Jason
University of Michigan, Stephen M. Ross School of Business
Klease, Drew
Queensland Investment Corporation
McCrystal, Alan
University of Queensland - Business School
Posted:
10 Jul 08
Last Revised:
13 Mar 13
300
(57,109)
1

4.  
Unconstrained Estimates of the Equity Risk Premium | Show Abstract | Download |
Forthcoming in Review of Accounting Studies, 2013, 18 (2), June, Accepted 26 March 2012.
Accepted Paper Series
Fitzgerald, Tristan
University of Queensland - Business School
Gray, Stephen
University of Queensland - Business School
Hall, Jason
University of Michigan, Stephen M. Ross School of Business
Jeyaraj, Ravi
University of Queensland - Business School
Posted:
13 Feb 10
Last Revised:
13 Mar 13
223
(78,853)
 

5.  
Darrat, Ali F.
Louisiana Tech University - College of Business
Gray, Stephen
University of Queensland - Business School
Park, Jung Chul
Auburn University
Wu, Yanhui
Queensland University of Technology - School of Economics and Finance
Posted:
18 Nov 10
Last Revised:
04 Sep 14
203
(86,778)
 

6.   Incl. Electronic Paper
Feuerherdt, Clinton
Investec
Gray, Stephen
University of Queensland - Business School
Hall, Jason
University of Michigan, Stephen M. Ross School of Business
Posted:
05 Jan 07
Last Revised:
13 Mar 13
191
(92,107)
1

7.  
Gray, Stephen
University of Queensland - Business School
Nowland, John
City University of Hong Kong
Posted:
05 Jul 13
Last Revised:
17 Jan 14
117
(141,481)
 

8.   Incl. Electronic Paper
Poulsen, Michael
University of Queensland - Business School
Faff, Robert W.
University of Queensland
Gray, Stephen
University of Queensland - Business School
Posted:
28 Jul 12
Last Revised:
03 Sep 13
79
(183,411)
 

9.   Incl. Electronic Paper
Chen, En-Te (John)
Queensland University of Technology
Gray, Stephen
University of Queensland - Business School
Nowland, John
City University of Hong Kong
Posted:
22 Feb 12
Last Revised:
09 Apr 13
71
(195,295)
4

10.  
Gray, Stephen
University of Queensland - Business School
Harymawan, Iman
Airlangga University
Nowland, John
City University of Hong Kong
Posted:
28 May 13
70
(196,842)
 

11.  
Multiple Founders and Firm Value | Show Abstract | Download |
Pacific-Basin Finance Journal, Forthcoming
Accepted Paper Series
Chen, En-Te (John)
Queensland University of Technology
Gray, Stephen
University of Queensland - Business School
Nowland, John
City University of Hong Kong
Posted:
05 Nov 11
Last Revised:
02 Oct 12
62
(210,087)
 

12.  
Gray, Stephen
University of Queensland - Business School
Nowland, John
City University of Hong Kong
Posted:
27 Jun 13
Last Revised:
24 Feb 14
54
(224,795)
 

13.  
Norton, Hugh
University of Queensland - Business School
Gray, Stephen
University of Queensland - Business School
Faff, Robert W.
University of Queensland
Posted:
14 Jul 14
35
(267,916)
 

14.  
Efficiency of Football Betting Markets: The Economic Significance of Trading Strategies | Show Abstract | Download |
Accounting and Finance, Vol. 45, No. 2, pp. 269-281, July 2005
Accepted Paper Series
Gray, Philip
Monash University - Department of Accounting and Finance
Gray, Stephen
University of Queensland - Business School
Roche, Timothy
University of Queensland - Business School
Posted:
08 Jun 05
28
(288,851)
 

15.  
Relationship between Franking Credits and the Market Risk Premium | Show Abstract | Download |
Accounting and Finance, Vol. 46, No. 3, pp. 405-428, September 2006
Accepted Paper Series
Gray, Stephen
University of Queensland - Business School
Hall, Jason
University of Michigan, Stephen M. Ross School of Business
Posted:
18 Aug 06
26
(295,847)
9

16.  
On the Robustness of Short-Term Interest Rate Models | Show Abstract | Download |
Accounting and Finance, Vol. 43, pp. 87-121, 2003
Accepted Paper Series
Treepongkaruna, Sirimon
Australian National University (ANU) - School of Finance and Applied Statistics
Gray, Stephen
University of Queensland - Business School
Posted:
19 Mar 03
26
(295,847)
9

17.  
Are there Nonlinearities in Short-Term Interest Rates? | Show Abstract | Download |
Accounting and Finance, Vol. 46, No. 1, pp. 149-167, March 2006
Accepted Paper Series
Treepongkaruna, Sirimon
Australian National University (ANU) - School of Finance and Applied Statistics
Gray, Stephen
University of Queensland - Business School
Posted:
08 May 06
23
(307,231)
4

18.  
Relationship between Franking Credits and the Market Risk Premium: A Reply | Show Abstract | Download |
Accounting & Finance, Vol. 48, Issue 1, pp. 133-142, March 2008
Accepted Paper Series
Gray, Stephen
University of Queensland - Business School
Hall, Jason
University of Michigan, Stephen M. Ross School of Business
Posted:
29 Feb 08
20
(319,451)
9

19.  
Effect of Credit Rating Changes on Australian Stock Returns | Show Abstract | Download |
Accounting and Finance, Vol. 46, No. 5, pp. 755-769, December 2006
Accepted Paper Series
Choy, Elisa
Carnegie, Wylie & Company Pty Ltd
Gray, Stephen
University of Queensland - Business School
Ragunathan, Vanitha
University of Queensland - Business School
Posted:
17 Nov 06
20
(319,451)
3

20.  
Do Trading Hours Affect Volatility Links in the Foreign Exchange Market? | Show Abstract |
Australian Journal of Management, Vol. 37, No. 1, 2012
Accepted Paper Series
Treepongkaruna, Sirimon
University of Western Australia
Brooks, Robert Darren
Monash University
Gray, Stephen
University of Queensland - Business School
Posted:
05 May 12
 

21.  
Asset Market Linkages: Evidence from Financial, Commodity and Real Estate Assets | Show Abstract |
Journal of Banking and Finance, Forthcoming
Accepted Paper Series
Chan, Kam Fong
University of Queensland - Faculty of Business, Economics and Law
Treepongkaruna, Sirimon
University of Western Australia
Brooks, Robert Darren
Monash University
Gray, Stephen
University of Queensland - Business School
Posted:
06 Jan 11
 


Records 1 - 21 of 21 matches
[ 1 ]
. Gray, Stephen's Other Papers Note: the statistics on these "Other Papers" are not used in determining an Author's rank.
Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
51
Total
Citations
0
Authors Date Downloads
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts     Legend
1.  
Chen, En-Te (John)
Queensland University of Technology
Gray, Stephen
University of Queensland - Business School
Nowland, John
City University of Hong Kong
Posted:
21 Oct 10
51
 


Records 1 - 1 of 1 matches
[ 1 ]

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