author profile photo

Richard Paul Gregory

East Tennessee State University

Associate Professor

Department of Economics and Finance

Johnson City, TN 37614

United States

SCHOLARLY PAPERS

39

DOWNLOADS
Rank 12,809

SSRN RANKINGS

Top 12,809

in Total Papers Downloads

9,104

TOTAL CITATIONS

9

Scholarly Papers (39)

1.

Why ROE, ROA, and Tobin’s Q in Regressions Aren’t Good Measures of Corporate Financial Performance for ESG Criteria

Number of pages: 19 Posted: 16 Mar 2021
Richard Paul Gregory
East Tennessee State University
Downloads 2,420 (15,148)
Citation 5

Abstract:

Loading...

ESG, Corporate Financial Performance

2.

When is Greenwashing an Easy Fix?

Number of pages: 32 Posted: 17 Jun 2020 Last Revised: 15 Sep 2020
Richard Paul Gregory
East Tennessee State University
Downloads 696 (94,372)
Citation 2

Abstract:

Loading...

Greenwashing, Corporate Social responsibility, firm value

3.

A Meta-Analysis of the Effect of Third Party ESG Ratings on Tobin’s Q, ROA, and ROE

Number of pages: 31 Posted: 06 May 2022
Richard Paul Gregory
East Tennessee State University
Downloads 688 (94,702)

Abstract:

Loading...

ESG, Meta Analysis, corporate financial performance, publication bias

4.

Factor Determinants of Credit Default Swap Spreads

Number of pages: 38 Posted: 18 Oct 2009 Last Revised: 01 Nov 2009
Richard Paul Gregory
East Tennessee State University
Downloads 512 (137,292)

Abstract:

Loading...

swaps, credit default, CDS

5.

Presidential Political Risk and the Cross-Section of Stock Returns

Number of pages: 55 Posted: 08 Dec 2008
Richard Paul Gregory
East Tennessee State University
Downloads 482 (147,279)

Abstract:

Loading...

6.

China’s Currency Regime: 2005-2009

Number of pages: 26 Posted: 19 Oct 2009 Last Revised: 17 Mar 2010
Richard Paul Gregory
East Tennessee State University
Downloads 389 (189,624)

Abstract:

Loading...

7.

ECB Monetary Policy and the EONIA Swap Spread

Number of pages: 20 Posted: 18 Oct 2009 Last Revised: 01 Nov 2009
Richard Paul Gregory
East Tennessee State University
Downloads 301 (252,268)

Abstract:

Loading...

monetary policy, swaps

8.

Measuring the Effect of Sustainability on Tobin’s Q

Number of pages: 26 Posted: 17 Jun 2020
Richard Paul Gregory
East Tennessee State University
Downloads 215 (356,192)

Abstract:

Loading...

Sustainability, Tobin’s Q, Value of the firm

9.

Industry Returns Over the Political Cycle

Number of pages: 20 Posted: 18 Oct 2009 Last Revised: 05 Nov 2009
Richard Paul Gregory
East Tennessee State University
Downloads 210 (364,680)

Abstract:

Loading...

Politicaql risk, policy, stock market , abnormal returns

10.

The Asymmetric Volatility of Platinum and Palladium Futures

Number of pages: 20 Posted: 28 Apr 2010
Richard Paul Gregory
East Tennessee State University
Downloads 205 (373,348)

Abstract:

Loading...

Asymmetric volatility, Futures, precious metals

11.

Asymmetric Volatility in Oil Futures

Number of pages: 23 Posted: 28 Apr 2010
Richard Paul Gregory
East Tennessee State University
Downloads 204 (375,182)

Abstract:

Loading...

Oil, Futures, Volatility, Asymmetry,

12.

The Effect of Political Uncertainty on Financial Flexibility and Firm Value

Number of pages: 21 Posted: 22 May 2020
Richard Paul Gregory
East Tennessee State University
Downloads 192 (397,477)

Abstract:

Loading...

Political Uncertainty, Value, Firm-Level, Financial Flexibility

13.

Monetary Policy News and the Response of Commercial Paper Market Rates

Number of pages: 14 Posted: 18 Feb 2010
Richard Paul Gregory and Rafie Boghozian
East Tennessee State University and East Tennessee State University
Downloads 159 (472,207)

Abstract:

Loading...

Commercial Paper, Efficient Markets, Expectations Hypothesis, Monetary Policy

Do ESG Activities Reduce Agency Costs?

Number of pages: 34 Posted: 24 Jun 2025
Richard Paul Gregory
East Tennessee State University
Downloads 108 (674,237)

Abstract:

Loading...

ESG, sustainability, agency costs, state owned enterprises

Do ESG Activities Reduce Agency Costs?

Number of pages: 34 Posted: 21 Aug 2025
Richard Paul Gregory
East Tennessee State University
Downloads 46 (1,144,483)

Abstract:

Loading...

ESG, Sustainability, agency costs, state owned enterprises

15.

Sustainability and Measuring its Effect on Firm Value

Number of pages: 25 Posted: 01 Sep 2011 Last Revised: 02 Oct 2012
Richard Paul Gregory
East Tennessee State University
Downloads 147 (502,974)

Abstract:

Loading...

Sustainability, Tobin’s Q, Value of the firm

16.

The Response of the S&P 1500 during the COVID-19 Pandemic and ESG Scores

Number of pages: 27 Posted: 10 Sep 2021
Richard Paul Gregory
East Tennessee State University
Downloads 146 (505,974)

Abstract:

Loading...

Market efficiency, Coronavirus, Event study, Policy response, Crisis, Stock market

17.

Financial Openness and Total Factor Productivity Growth

Number of pages: 22 Posted: 27 Oct 2016
Richard Paul Gregory
East Tennessee State University
Downloads 142 (527,599)

Abstract:

Loading...

total factor productivity, regulation, capital flows

18.

Social Capital and Capital Structure

Number of pages: 25 Posted: 22 May 2020 Last Revised: 23 Jul 2020
Richard Paul Gregory
East Tennessee State University
Downloads 129 (561,789)

Abstract:

Loading...

capital structure, social capital, corporate social responsibility, CSR

19.

The Pricing of Global Temperature Shocks in the Cost of Equity Capital

Number of pages: 56 Posted: 22 May 2020
Richard Paul Gregory
East Tennessee State University
Downloads 125 (580,653)

Abstract:

Loading...

asset pricing, climate change, cost of capital, tracking portfolio

20.

Climate Disasters and Financial Fundamentals

Number of pages: 43 Posted: 25 Nov 2019
Richard Paul Gregory
East Tennessee State University
Downloads 116 (613,149)

Abstract:

Loading...

rare disasters, risk premium, risk free rate, price dividend

21.

Asymmetric Volatility in Swiss Franc Cross-Rate Futures

Number of pages: 20 Posted: 27 Apr 2010
Richard Paul Gregory
East Tennessee State University
Downloads 115 (621,896)

Abstract:

Loading...

Foreign Exchange, futures, cross rates, volatility asymmetry

22.

The Asymmetric Volatility of Yen Currency Futures: International Cross Rates

Number of pages: 22 Posted: 28 Apr 2010
Richard Paul Gregory
East Tennessee State University
Downloads 113 (630,858)

Abstract:

Loading...

Foreign Excahnge, futures, cross rates, voaltility asymmetry

23.

The Asymmetric Volatility of Pound Sterling Cross-Rate Futures

Number of pages: 21 Posted: 28 Apr 2010
Richard Paul Gregory
East Tennessee State University
Downloads 107 (659,652)

Abstract:

Loading...

foreign exchange, futures, cross rates, volatility asymmetry

24.

The Asymmetric Volatility of Euro Cross Futures

Number of pages: 22 Posted: 27 Apr 2010 Last Revised: 28 Apr 2010
Richard Paul Gregory
East Tennessee State University
Downloads 107 (659,652)

Abstract:

Loading...

foreign exchange, futures, cross rates, volatility asymmetry

25.

The Financial Factors Driving ESG

Number of pages: 33 Posted: 06 Dec 2023
Richard Paul Gregory
East Tennessee State University
Downloads 104 (669,616)

Abstract:

Loading...

Sustainability, ESG, Corporate Social Responsibility

26.

What Determines Manager and Investor Sentiment?

Number of pages: 33 Posted: 22 May 2020
Richard Paul Gregory
East Tennessee State University
Downloads 97 (704,534)

Abstract:

Loading...

Investor sentiment; Manager sentiment

27.

Does Socially Responsible Corporate Reporting Lead to Less Stock Speculation?

Number of pages: 14 Posted: 22 Dec 2017
Richard Paul Gregory
East Tennessee State University
Downloads 96 (709,832)
Citation 1

Abstract:

Loading...

Portfolios, Capital Markets, Speculative Bubbles

28.

The Valuation Channel of Corporate Social Responsibility in Emerging Markets: Evidence from the Cost of Equity

Number of pages: 26 Posted: 06 Dec 2023
Richard Paul Gregory
East Tennessee State University
Downloads 87 (765,566)

Abstract:

Loading...

Sustainability, Corporate Social Responsibility, ESG

29.

Political Uncertainty and the US Market Risk Premium

Number of pages: 18 Posted: 22 May 2020
Richard Paul Gregory
East Tennessee State University
Downloads 84 (777,583)

Abstract:

Loading...

: Political uncertainty, Government Policy, risk premia

30.

Investor Protection and Capital Expenditures Under Endogenous Time Inconsistency

Number of pages: 24 Posted: 05 Apr 2011
Richard Paul Gregory
East Tennessee State University
Downloads 82 (790,029)

Abstract:

Loading...

Present-bias, Time inconsistency, capital budgeting, International corporate finance, bonding hypothesis, crosslistings

31.

The Financial Factors Driving ESG Activities of Firms

Number of pages: 36 Posted: 23 Feb 2023
Richard Paul Gregory
East Tennessee State University
Downloads 80 (803,225)

Abstract:

Loading...

ESG, Sustainability, corporate social responsibility

32.

Climatic Oscillations and Sovereign Debt Crises

Number of pages: 43 Posted: 17 Mar 2023
Richard Paul Gregory
East Tennessee State University
Downloads 74 (844,901)

Abstract:

Loading...

Climate Risk, Sovereign Debt, financial crisis, Climatic Oscillation, El Nino

33.

Climate Generated Disasters and Cataclysm in an Economy

Number of pages: 29 Posted: 07 Sep 2017
Richard Paul Gregory
East Tennessee State University
Downloads 66 (907,769)

Abstract:

Loading...

climate, asset prices

34.

Climate Disasters, Political Uncertainty and the Economy

Number of pages: 44 Posted: 17 May 2022
Richard Paul Gregory
East Tennessee State University
Downloads 64 (933,592)
Citation 1

Abstract:

Loading...

Climate, Rare disasters, Political Risk, Financial Markets

35.

ESG and Green Technology Innovation

Number of pages: 26 Posted: 22 Oct 2025
Richard Paul Gregory
East Tennessee State University
Downloads 63 (951,658)

Abstract:

Loading...

ESG, green technology, innovation, patents, State Owned Enterprises, Carbon emissions, Firm Value

36.

A Parsimonious Method of Priced Factor Testing: The Fraud Index

Number of pages: 28 Posted: 26 Apr 2025
Richard Paul Gregory
East Tennessee State University
Downloads 54 (1,041,696)

Abstract:

Loading...

Asset Pricing, Market Efficiency, Game theory, Contingent Pricing

37.

Sample Size Matters: Newcomb-Benford's Law and the Detection of Statistical Abnormalities in Research Data

Number of pages: 15 Posted: 26 Aug 2025
Richard Paul Gregory
East Tennessee State University
Downloads 42 (1,157,785)

Abstract:

Loading...

Bedford's Law, statistical violations, sample size, fraud in research

38.

Beyond Green and Black: A Reassessments of Energy Technology's Evolving Impact on Global Biodiversity (1960-2020)

Number of pages: 39 Posted: 07 Jul 2025
Richard Paul Gregory
East Tennessee State University
Downloads 37 (1,236,159)

Abstract:

Loading...

Biodiversity, Technology Diffusion, Energy Technology, Climate Disasters

39.

NeoHumean Causality

Number of pages: 37
Richard Paul Gregory
East Tennessee State University
Downloads 0

Abstract:

Loading...

Causality, Statistics, Econometrics, Macroeconomics. JEL Code: C10, C32, E00