Alan Gregory

University of Exeter - Xfi Centre

Professor of Corporate Finance

University of Exeter

Xfi Building, Rennes Dr.

Exeter, EX4 3BZ

United Kingdom

University of Exeter Business School

Professor of Corporate Finance and Director of Xfi Centre for Finance and Investment

Streatham Court

Xfi Building Rennes Dr.

Exeter, EX4 4JH

United Kingdom

SCHOLARLY PAPERS

21

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CITATIONS
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Top 5,088

in Total Papers Citations

102

Scholarly Papers (21)

1.

The Fama-French and Momentum Portfolios and Factors in the UK

University of Exeter Business School, Xfi Centre for Finance and Investment Paper No. 09/05
Number of pages: 31 Posted: 17 Nov 2009 Last Revised: 21 Jan 2010
Alan Gregory, Rajesh Tharyan and Angela Christidis
University of Exeter - Xfi Centre, University of Exeter and University of Exeter Business School
Downloads 1,591 (6,950)
Citation 11

Abstract:

2.

Some New Models for Financial Distress Prediction in the UK

Xfi - Centre for Finance and Investment Discussion Paper No. 10
Number of pages: 46 Posted: 05 Oct 2010
Angela Christidis and Alan Gregory
University of Exeter Business School and University of Exeter - Xfi Centre
Downloads 387 (44,451)
Citation 3

Abstract:

Variables, Dynamic Logit, Accounting Based Model

3.

Do Markets Value Corporate Social Responsibility?

Xfi Centre for Finance and Investment, University of Exeter Discussion Paper No. 10/06
Number of pages: 52 Posted: 12 Dec 2010 Last Revised: 04 Jan 2012
Alan Gregory, Julie M. Whittaker and Xiaojuan Yan
University of Exeter - Xfi Centre, University of Exeter Business School and University of Exeter
Downloads 347 (59,109)

Abstract:

Corporate Social Responsibility, Socially Responsible Investment Returns, Valuation

4.

Do Markets Value Corporate Social Responsibility in the United Kingdom?

Number of pages: 46 Posted: 03 Jan 2012
University of Exeter Business School - XFI Centre for Finance and Investment, University of Exeter - Xfi Centre and University of Exeter Business School
Downloads 263 (85,116)

Abstract:

Corporate Social Responsibility, Value Relevance, Shareholder Value

5.

Cash Acquirers: Can Free Cash Flow, Debt and Institutional Ownership Explain Long Run Performance?

Number of pages: 40 Posted: 28 Mar 2011
Alan Gregory and Yuan-Hsin Wang
University of Exeter - Xfi Centre and affiliation not provided to SSRN
Downloads 202 (112,567)

Abstract:

Free Cash Flow, Shareholder Monitoring, Acquisitions

6.

Cash Acquirers: Free Cash Flow, Shareholder Monitoring, and Shareholder Returns

Xfi Centre for Finance and Investment, University of Exeter, Discussion Paper No. 10/07
Number of pages: 45 Posted: 10 Jan 2011
Alan Gregory and Yuan-Hsin Wang
University of Exeter - Xfi Centre and affiliation not provided to SSRN
Downloads 163 (147,348)

Abstract:

Free Cash Flow, Shareholder Monitoring, Acquisitions

Constructing and Testing Alternative Versions of the Fama-French and Carhart Models in the UK

Xfi Centre for Finance and Investment Working Paper No. 11/02
Number of pages: 67 Posted: 01 Nov 2011
Alan Gregory, Rajesh Tharyan and Angela Christidis
University of Exeter - Xfi Centre, University of Exeter and University of Exeter Business School
Downloads 151 (162,570)
Citation 1

Abstract:

Constructing and Testing Alternative Versions of the Fama–French and Carhart Models in the UK

Journal of Business Finance & Accounting, Vol. 40, Issue 1-2, pp. 172-214, 2013
Number of pages: 43 Posted: 27 Feb 2013
Alan Gregory, Rajesh Tharyan and Angela Christidis
University of Exeter - Xfi Centre, University of Exeter and University of Exeter Business School
Downloads 1 (574,929)
Citation 1
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Abstract:

asset pricing, multi factor models, CAPM, Fama–French model, performance evaluation, event studies

UK IPOs: Long Run Returns, Behavioural Timing and Pseudo Timing

Number of pages: 47 Posted: 28 Oct 2008 Last Revised: 04 Oct 2009
University of Exeter - Xfi Centre, Bristol Business School and affiliation not provided to SSRN
Downloads 140 (173,298)
Citation 5

Abstract:

UK IPOs: Long Run Returns, Behavioural Timing and Pseudo Timing

Journal of Business Finance & Accounting, Vol. 37, Issue 5-6, pp. 612-647, June/July 2010
Number of pages: 36 Posted: 13 Jul 2010
University of Exeter - Xfi Centre, Bristol Business School and affiliation not provided to SSRN
Downloads 2 (563,829)
Citation 5
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Abstract:

Stock Market Driven Acquisitions versus the Q Theory of Takeovers - The UK Evidence

XFi Centre for Financial and Investment Working Paper No. 08/05
Number of pages: 47 Posted: 30 Oct 2008 Last Revised: 04 Oct 2009
XiaoGang BI and Alan Gregory
Nottingham University Business School and University of Exeter - Xfi Centre
Downloads 128 (186,248)
Citation 6

Abstract:

Stock Market Driven Acquisitions Versus the Q Theory of Takeovers: The UK Evidence

Journal of Business Finance & Accounting, Vol. 38, Issue 5‐6, pp. 628-656, 2011,
Number of pages: 29 Posted: 07 Jul 2011
XiaoGang BI and Alan Gregory
Nottingham University Business School and University of Exeter - Xfi Centre
Downloads 2 (563,829)
Citation 6
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Abstract:

10.

Expected Cost of Equity and the Expected Risk Premium in the UK

University of Exeter Business School Discussion Paper No. 10/08
Number of pages: 40 Posted: 13 Jan 2011
Alan Gregory
University of Exeter - Xfi Centre
Downloads 116 (192,725)
Citation 1

Abstract:

11.

Analysts’ Optimism in Earnings Forecasts and Biases in Estimates of Implied Cost of Equity Capital and Long-Run Growth Rate

Number of pages: 60 Posted: 09 Mar 2011
David J. Ashton, Alan Gregory and Pengguo Wang
University of Bristol - Department of Economics, University of Exeter - Xfi Centre and Xfi, University of Exeter
Downloads 111 (191,492)

Abstract:

Implied Cost of Capital, Analysts’ Bias

12.

In Search of Beta

Number of pages: 42 Posted: 23 Apr 2015 Last Revised: 18 Mar 2016
Alan Gregory, Shan Hua and Rajesh Tharyan
University of Exeter - Xfi Centre, University of Exeter Business School - XFI Centre for Finance and Investment and University of Exeter
Downloads 52 (209,490)

Abstract:

CAPM, regulatory finance, beta

13.

Short-Run Returns Around The Trades Of Corporate Insiders On The London Stock Exchange

European Financial Management, Vol. 8, pp. 7-30, 2002
Number of pages: 24 Posted: 24 Apr 2002
London School of Economics & Political Science (LSE) - Financial Markets Group, University of Exeter - Xfi Centre, University of Exeter Business School and University of Bath School of Management
Downloads 23 (425,214)
Citation 29
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14.

The Long Run Abnormal Performance of UK Acquirers and the Free Cash Flow Hypothesis

Journal of Business Finance & Accounting, Vol. 32, No. 5-6, pp. 777-814, June 2005
Number of pages: 29 Posted: 22 Jun 2005
Alan Gregory
University of Exeter - Xfi Centre
Downloads 17 (461,484)
Citation 10
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15.

Performance and Performance Persistence of Ethical Unit Trusts in the UK

Journal of Business Finance & Accounting, Vol. 34, No. 7-8, pp. 1327-1344, September/October 2007
Number of pages: 18 Posted: 15 Oct 2007
Alan Gregory and Julie M. Whittaker
University of Exeter - Xfi Centre and University of Exeter Business School
Downloads 14 (477,008)
Citation 14
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16.

A UK Test of an Inflation-Adjusted Ohlson Model

Journal of Business Finance & Accounting, Vol. 32, No. 3-4, pp. 487-534, April 2005
Number of pages: 48 Posted: 27 Apr 2005
Alan Gregory, Walid Saleh and Jon Tucker
University of Exeter - Xfi Centre, The Hashemite University and University of the West of England, Centre for Global Finance
Downloads 14 (477,008)
Citation 9
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17.

Industry Cost of Equity Capital: UK Evidence

Journal of Business Finance & Accounting, Vol. 36, Issue 5-6, pp. 679-704, June/July 2009
Number of pages: 26 Posted: 13 Oct 2009
Alan Gregory and Maria Michou
University of Exeter - Xfi Centre and University of Edinburgh Business School
Downloads 2 (536,982)
Citation 12
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18.

Does the Stock Market Gender Stereotype Corporate Boards? Evidence from the Market's Reaction to Directors' Trades

British Journal of Management, Vol. 24, Issue 2, pp. 174-190, 2013
Number of pages: 17 Posted: 02 May 2013
University of Exeter - Xfi Centre, University of Exeter, University of Exeter and University of Bath School of Management
Downloads 1 (546,586)
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Abstract:

19.

Corporate Social Performance, Competitive Advantage, Earnings Persistence and Firm Value

Journal of Business Finance & Accounting, Vol. 43, Issue 1-2, pp. 3-30, 2016
Number of pages: 28 Posted: 21 Mar 2016
Alan Gregory, Julie M. Whittaker and Xiaojuan Yan
University of Exeter - Xfi Centre, University of Exeter Business School and University of Exeter
Downloads 0 (560,519)
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Abstract:

corporate social responsibility, corporate social performance, competitive advantage, value relevance, earnings persistence

20.

More than Just Contrarians: Insider Trading in Glamour and Value Firms

European Financial Management, Vol. 19, Issue 4, pp. 747-774, 2013
Number of pages: 28 Posted: 07 Sep 2013
Alan Gregory, Rajesh Tharyan and Ian Tonks
University of Exeter - Xfi Centre, University of Exeter and University of Bath School of Management
Downloads 0 (560,519)
Citation 1
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Abstract:

insider trading, value, glamour

21.

Re-Assessing the Long-Term Underperformance of UK Initial Public Offerings

European Financial Management, Vol. 6, No. 3, September 2000
Posted: 09 Jun 2000
Susanne Espenlaub, Alan Gregory and Ian Tonks
University of Manchester - Division of Accounting and Finance, University of Exeter - Xfi Centre and University of Bath School of Management

Abstract:

Initial public offerings, equity issues, long-run returns, market efficiency