Alan Gregory

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

  • University of Exeter Business School

SCHOLARLY PAPERS

17

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6,657

TOTAL CITATIONS
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Top 18,464

in Total Papers Citations

87

Scholarly Papers (17)

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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 Business School, Northumbria University and University of Exeter Business School
Downloads 2,440 (12,834)
Citation 26

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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 Business School
Downloads 879 (59,418)
Citation 20

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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 Business School, University of Exeter Business School and University of Exeter
Downloads 497 (123,718)

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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
Graham Buckingham, Alan Gregory and Julie M. Whittaker
University of Exeter Business School - XFI Centre for Finance and Investment, University of Exeter Business School and University of Exeter Business School
Downloads 427 (148,269)
Citation 1

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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 Business School and affiliation not provided to SSRN
Downloads 371 (174,339)

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Free Cash Flow, Shareholder Monitoring, Acquisitions

6.

An Investigation of Multi-factor Asset Pricing Models in the UK

Number of pages: 29 Posted: 20 Sep 2024 Last Revised: 14 May 2025
Rajesh Tharyan, Alan Gregory and Biying Chen
Northumbria University, University of Exeter Business School and KPMG UK
Downloads 313 (209,073)

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Fama-French 5 Factor model, q-model, Capital Asset Pricing Model, Allowed Regulatory Returns, Asset Pricing Models

7.

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 Business School, Northumbria University and University of Exeter Business School
Downloads 283 (232,752)
Citation 29

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8.

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 Business School and affiliation not provided to SSRN
Downloads 275 (239,722)
Citation 2

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Free Cash Flow, Shareholder Monitoring, Acquisitions

9.

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 Business School and Xfi, University of Exeter
Downloads 254 (259,818)

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Implied Cost of Capital, Analysts’ Bias

10.

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 Business School, University of Exeter Business School - XFI Centre for Finance and Investment and Northumbria University
Downloads 228 (288,896)

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CAPM, regulatory finance, beta

11.

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

Number of pages: 47 Posted: 28 Oct 2008 Last Revised: 04 Oct 2009
Alan Gregory, Cherif Guermat and Fawaz Al-Shawawreh
University of Exeter Business School, Bristol Business School and affiliation not provided to SSRN
Downloads 195 (335,026)
Citation 4

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12.

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 Business School
Downloads 174 (371,356)
Citation 1

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13.

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 Business School
Downloads 166 (387,005)
Citation 4

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14.

Short-Run Returns around the Trades of Corporate Insiders on the London Stock Exchange

Friederich, Sylvain, Alan Gregory, John Matatko, and Ian Tonks. 'Short‐Run Returns around the Trades of Corporate Insiders on the London Stock Exchange.' European Financial Management 8, no. 1 (2002): 7-30.
Number of pages: 34 Posted: 14 Feb 2023
Sylvain J. Friederich, Alan Gregory, John Matatko and Ian Tonks
University of Bristol - Department of Finance and Accounting, University of Exeter Business School, University of Exeter Business School and University of Bristol - Department of Finance and Accounting
Downloads 96 (592,698)

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market efficiency, corporate insiders, insider trading, informed trading, London Stock Exchange

15.

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

European Financial Management, Vol. 19, No. 4, 2013, 747–774. Forthcoming doi: 10.1111/j.1468-036X.2011.00608.x
Number of pages: 43 Posted: 10 Mar 2023
Alan Gregory, Rajesh Tharyan and Ian Tonks
University of Exeter Business School, Northumbria University and University of Bristol - Department of Finance and Accounting
Downloads 39 (942,875)

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insider trading, value, glamour

16.

The Expected Cost of Equity in the UK Revisited

Number of pages: 16 Posted: 25 Jul 2023 Last Revised: 09 Jun 2024
Alan Gregory
University of Exeter Business School
Downloads 20 (1,156,817)

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G12, G31, G38 Expected Market Returns, Allowed Regulatory Returns

17.

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
The University of Manchester - Division of Accounting and Finance, University of Exeter Business School and University of Bristol - Department of Finance and Accounting

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