Richard Paul Gregory

East Tennessee State University

Associate Professor

Department of Economics and Finance

Johnson City, TN 37614

United States

SCHOLARLY PAPERS

27

DOWNLOADS
Rank 17,704

SSRN RANKINGS

Top 17,704

in Total Papers Downloads

3,591

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (27)

1.

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 476 (75,977)

Abstract:

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2.

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 466 (77,938)

Abstract:

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swaps, credit default, CDS

3.

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 347 (109,507)

Abstract:

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4.

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 293 (131,539)

Abstract:

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monetary policy, swaps

5.

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 201 (190,191)

Abstract:

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Politicaql risk, policy, stock market , abnormal returns

6.

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 192 (200,032)

Abstract:

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ESG, Corporate Financial Performance

7.

The Asymmetric Volatility of Platinum and Palladium Futures

Number of pages: 20 Posted: 28 Apr 2010
Richard Paul Gregory
East Tennessee State University
Downloads 159 (233,270)

Abstract:

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Asymmetric volatility, Futures, precious metals

8.

Asymmetric Volatility in Oil Futures

Number of pages: 23 Posted: 28 Apr 2010
Richard Paul Gregory
East Tennessee State University
Downloads 155 (238,269)

Abstract:

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Oil, Futures, Volatility, Asymmetry,

9.

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 154 (239,580)

Abstract:

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Commercial Paper, Efficient Markets, Expectations Hypothesis, Monetary Policy

10.

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 107 (314,929)

Abstract:

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Foreign Excahnge, futures, cross rates, voaltility asymmetry

11.

Asymmetric Volatility in Swiss Franc Cross-Rate Futures

Number of pages: 20 Posted: 27 Apr 2010
Richard Paul Gregory
East Tennessee State University
Downloads 96 (338,258)

Abstract:

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Foreign Exchange, futures, cross rates, volatility asymmetry

12.

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 95 (340,465)

Abstract:

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foreign exchange, futures, cross rates, volatility asymmetry

13.

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 93 (345,036)

Abstract:

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Greenwashing, Corporate Social responsibility, firm value

14.

Financial Openness and Total Factor Productivity Growth

Number of pages: 22 Posted: 27 Oct 2016
Richard Paul Gregory
East Tennessee State University
Downloads 91 (349,826)

Abstract:

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total factor productivity, regulation, capital flows

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 87 (359,698)

Abstract:

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Sustainability, Tobin’s Q, Value of the firm

16.

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 87 (359,698)

Abstract:

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foreign exchange, futures, cross rates, volatility asymmetry

17.

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 57 (452,349)
Citation 1

Abstract:

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Portfolios, Capital Markets, Speculative Bubbles

18.

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 54 (463,546)

Abstract:

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

19.

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 53 (467,436)

Abstract:

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capital structure, social capital, corporate social responsibility, CSR

20.

Climate Disasters and Financial Fundamentals

Number of pages: 43 Posted: 25 Nov 2019
Richard Paul Gregory
East Tennessee State University
Downloads 52 (471,374)

Abstract:

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

21.

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 52 (471,374)

Abstract:

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

22.

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 49 (483,581)

Abstract:

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Sustainability, Tobin’s Q, Value of the firm

23.

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 44 (505,397)

Abstract:

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Political Uncertainty, Value, Firm-Level, Financial Flexibility

24.

What Determines Manager and Investor Sentiment?

Number of pages: 33 Posted: 22 May 2020
Richard Paul Gregory
East Tennessee State University
Downloads 43 (509,843)

Abstract:

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Investor sentiment; Manager sentiment

25.

Political Uncertainty and the US Market Risk Premium

Number of pages: 18 Posted: 22 May 2020
Richard Paul Gregory
East Tennessee State University
Downloads 34 (554,361)

Abstract:

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: Political uncertainty, Government Policy, risk premia

26.

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 32 (565,185)

Abstract:

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

27.

Climate Generated Disasters and Cataclysm in an Economy

Number of pages: 29 Posted: 07 Sep 2017
Richard Paul Gregory
East Tennessee State University
Downloads 22 (628,375)

Abstract:

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climate, asset prices