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Wu, Y., Gaunt, C. and Gray, S. (2010) A comparison of alternative bankruptcy prediction models. Journal of Contemporary Accounting & Economics, 6 1: 34-45. doi:10.1016/j.jcae.2010.04.002 528   Cited 25 times in Scopus25 0
Gray, P. and Gray, S. F. (2001) A framework for valuing derivative securities. Financial Markets, Institutions & Instruments, 10 5: 253-276. doi:10.1111/1468-0416.00047 140   0
Treepongkaruna, S. and Gray, S. F. (2006) Are there non-linearities in short-term interest rates?. Accounting and Finance, 46 1: 149-167. doi:10.1111/j.1467-629X.2006.00151.x 74 1 Cited 5 times in Scopus5 0
Chan, Kam Fong, Treepongkaruna, Sirimon, Brooks, Robert and Gray, Stephen (2011) Asset market linkages: Evidence from financial, commodity and real estate assets. Journal of Banking and Finance, 35 6: 1415-1426. doi:10.1016/j.jbankfin.2010.10.022 447   27 Cited 41 times in Scopus41 1
Gray, Stephen, Hall, Jason, Klease, Drew and McCrystal, Alan (2009) Bias, stability, and predictive ability in the measurement of systematic risk. Accounting Research Journal, 22 3: 220-236. doi:10.1108/10309610911005563 136   Cited 2 times in Scopus2 0
Gray, Stephen (2013) Consultant report - SFG Consulting - Estimation of the regulated profit margin for electricity retailers in NSW - June 2013 South Bank, QLD, Australia: SFG Consulting 30  
Darrat, Ali F., Gray, Stephen, Park, Jung Chul and Wu, Yanhui (2014) Corporate governance and bankruptcy risk. Journal of Accounting, Auditing and Finance, . doi:10.1177/0148558X14560898 41   0
Gray, S. F., Kozan, K. and Ragunathan, V. (2002). Credit ratings of Australian firms. In: Accounting Association of Australia and New Zealand (AAANZ) 2002 Annual Conference: Program and Abstracts. AAANZ 2002 Annual Conference, Perth, Western Australia, (81-81). 7-9 July, 2002. 75  
Treepongkaruna, Sirimon, Brooks, Robert and Gray, Stephen (2012) Do trading hours affect volatility links in the foreign exchange market?. Australian Journal of Management, 37 1: 7-27. doi:10.1177/0312896211411934 64   2 Cited 2 times in Scopus2 0
Parmenter, Brian, Breckenridge, Amar and Gray, Stephen (2010) Economic analysis of the government's recent mining tax proposals. Economic Papers, 29 3: 279-291. doi:10.1111/j.1759-3441.2010.00080.x 135   0
Choy, Elisa Y. W., Gray, Stephen F. and Ragunathan, Vanitha (2006) Effect of credit rating changes on Australian stock returns. Accounting and Finance, 46 5: 755-769. doi:10.1111/j.1467-629X.2006.00192.x 187 492 Cited 5 times in Scopus5 0
Gray, P., Gray, S. F. and Roche, T. (2005) Efficiency of football betting markets: The economic significance of trading strategies. Accounting and Finance, 45 2: 269-281. doi:10.1111/j.1467-629x.2004.00129.x 95   Cited 1 times in Scopus1 0
Treepongkaruna, Sirimon, Brailsford, Tim and Gray, Stephen (2013) Explaining the bid-ask spread in the foreign exchange market: a test of alternate models. Australian Journal of Management, OnlineFirst 1-20. doi:10.1177/0312896213499028 124 1 Cited 0 times in Scopus0 0
Chen, En-Te, Gray, Stephen and Nowland, John (2013) Family representatives in family firms. Corporate Governance, 21 3: 242-263. doi:10.1111/corg.12009 58 4 0 Cited 0 times in Scopus0 0
Poulsen, Michael, Faff, Robert and Gray, Stephen (2013) Financial inflexibility and the value peremium. International Review of Finance, 13 3: 327-344. doi:10.1111/irfi.12010 42 1 0 Cited 0 times in Scopus0 0
Gray, S. F. and Lee, T-A. L. (2003). How to fix a one-day international cricket match. In: AFAANZ 2003 Annual Conference: Program and Abstracts. AFAANZ 2003 Annual Conference, Brisbane, (). 6-8 July, 2003. 205  
Treepongkaruna, S. and Gray, S. F. (2002) How to value interest rate derivatives in a no-arbitrage setting. Accounting Research Journal, 15 1: 39-57. 62  
Treepongkaruna, S. and Gray, S. (2009) Information and volatility links in the foreign exchange market. Accounting and Finance, 49 2: 385-405. doi:10.1111/j.1467-629X.2008.00287.x 120 2 4 Cited 4 times in Scopus4 0
Gray, Stephen and Nowland, John (2013) Is prior director experience valuable?. Accounting and Finance, 53 3: 643-666. doi:10.1111/j.1467-629X.2012.00481.x 66   0 Cited 2 times in Scopus2 0
Gray, Stephen (2013) Market risk premium Sydney, NSW, Australia: Independent Pricing and Regulatory Tribunal of New South Wales 56 2
Chen, En-Te, Gray, Stephen and Nowland, John (2012) Multiple founders and firm value. Pacific-Basin Finance Journal, 20 3: 398-415. doi:10.1016/j.pacfin.2011.12.001 66   1 Cited 1 times in Scopus1 0
Loetscher, T., Gray, S., Kirchhof, G. and Dart, P. (2005). Naiad: Sharing lessons learned from innovative urban water schemes. In: Proceedings. Ozwater watershed [electronic resource] : the turning point for water : Ozwater Convention and Exhibition. Ozwater Conference 2005, Brisbane, (1-8). 8-12 May 2005. 46  
Gray, S. F. and Macksey, A. J. (2002). Nonparametric estimation of state price densities: Option pricing applications. In: Accounting Association of Australia and New Zealand (AAANZ) 2002 Annual Conference: Program and Abstracts. AAANZ 2002 Annual Conference, Perth, Western Australia, (81-81). 7-9 July, 2002. 56  
Treepongkaruna, Sirimon and Gray, Stephen (2003) On the robustness of short-term interest rate models. Accounting and Finance, 43 1: 87-121. doi:10.1111/1467-629X.00084 57   Cited 15 times in Scopus15 0
Gray, S. F. (2001). Option pricing applications of non-parametric state price density estimation. In: Proceedings of the Tenth Biennial Computational Techniques and Applications Conference. CTAC 2001, Brisbane, (). 16-18 July, 2001. 59  
Gray, P. and Gray, S. F. (2001) Option pricing: A synthesis of alternate valuation approaches. Accounting Research Journal, 14 1: 75-83. 75  
Gray, Stephen, Harymawan, Iman and Nowland, John (2014) Political and government connections on corporate boards in Australia: good for business?. Australian Journal of Management, . doi:10.1177/0312896214535788 34   0
Gray, Stephen (2012) Preliminary analysis of rule change proposals: report for AEMC South Bank, QLD, Australia: SFG Consulting 10  
Gray, Stephen (1986). Put- call parity and the efficiency of the Australian exchange- traded options market Honours Thesis, Dept. of Commerce, The University of Queensland. 72 1
Dahlquist, Magnus and Gray, Stephen F. (2000) Regime-switching and interest rates in the European monetary system. Journal of International Economics, 50 2: 399-419. doi:10.1016/S0022-1996(99)00005-7 70   26 Cited 33 times in Scopus33 0
Bollen, Nicolas P. B., Gray, Stephen F. and Whaley, Robert E. (2000) Regime switching in foreign exchange rates: Evidence from currency option prices. Journal of Econometrics, 94 1-2: 239-276. doi:10.1016/S0304-4076(99)00022-6 80   55 Cited 74 times in Scopus74 0
Gray, Stephen and Hall, Jason (2006) Relationship between franking credits and the market risk premium. Accounting and Finance, 46 3: 405-428. doi:10.1111/j.1467-629X.2006.00175.x 339 1081 Cited 11 times in Scopus11 0
Gray, Stephen and Hall, Jason (2008) Relationship between franking credits and the market risk premium: A reply. Accounting and Finance, 48 1: 133-142. doi:10.1111/j.1467-629x.2007.00243.x 164   1 Cited 2 times in Scopus2 0
Gray, S. F. and Whaley, R. E. (1999) Reset put options: Valuation, risk characteristics, and an application. Australian Journal of Management, 24 1: 1-20. 95  
Gray, Stephen (2012) Response to submissions on rule change proposals: report for the AEMC South Bank, QLD, Australia: SFG Consulting 12  
Gray, Stephen (2012) Rule change proposals relating to the debt component of the regulated rate of return: report for AEMC South Bank, QLD, Australia: SFG Consulting 12  
Gray, S. F. and Ragunathan, V. (2001). Semiparametric ARCH models. In: Program and Collected Abstracts of AAANZ 2001 Annual Conference. AAANZ Annual Conference, Auckland, New Zealand, (63-63). 1-3 July, 2001. 53  
Treepongkaruna, S. and Gray, S. F. (2003) Short-term interest rate models: Valuing interest rate derivatives using a Monte-Carlo approach. Accounting and Finance, 43 2: 231-259. doi:10.1111/1467-629X.00090 96   Cited 2 times in Scopus2 0
Gray, Stephen F., Smith, Tom and Whaley, Robert E. (2003) Stock splits: Implications for investor trading costs. Journal of Empirical Finance, 10 3: 271-303. doi:10.1016/S0927-5398(02)00049-X 93 4 Cited 15 times in Scopus15 0
Gray, Stephen and Tan, Kelvin Jui Keng (2011). The 2011 FTA Corporate Treasury Survey: Australia and New Zealand. Finance and Treasury Association. 113 174
Gray, S. F., Mirkovic, A. S. and Ragunathan, V. (2006) The determinants of credit ratings: Australian evidence. Australian Journal of Management, 31 2: 333-354. 114 5
Costello, D., Gray, S. and McCrystal, A. (2008) The diversification benefits of Australian equities to international investors. JASSA, 2008 4: 31-35. 105  
Brailsford, T. J., Easton, S. A., Gray, P. K. and Gray, S. F. (1995) The efficiency of Australian football betting markets. Australian Journal of Management, 20 2: 167-196. 213  
Cannavan, D. M., Finn, F. J. and Gray, S. F. (2001). The value of dividend imputation tax credits. In: Proceedings of the Fourteenth Annual Australasian Finance and Banking Conference. Australasian Finance and Banking Conference, Sydney, (). 17th - 19th December, 2001. 85  
Cannavan, D. M., Finn, F. J. and Gray, S. F. (2000). The value of dividend imputation tax credits. In: Program and Collected Abstracts of the AAANZ 2000 Annual Conference. AAANZ 2000 Annual Conference, Hamilton Island, (-17). 2-4 July 2000. 51  
Cannavan, Damien, Finn, Frank and Gray, Stephen (2004) The value of dividend imputation tax credits in Australia. Journal of Financial Economics, 73 1: 167-197. doi:10.1016/j.jfineco.2003.09.001 442 2 27 Cited 34 times in Scopus34 0
Feuerherdt, Clinton, Gray, Stephen and Hall, Jason (2010) The value of imputation tax credits on Australian hybrid securities. International Review of Finance, 10 3: 365-401. doi:10.1111/j.1468-2443.2010.01117.x 308 1 0
Fitzgerald, Tristan, Gray, Stephen, Hall, Jason and Jeyaraj, Ravi (2013) Unconstrained estimates of the equity risk premium. Review of Accounting Studies, 18 2: 560-639. doi:10.1007/s11142-013-9225-z 75 1 1 Cited 1 times in Scopus1 0
Gray, S. F. and Bellamy, D. (2005). Using stock price changes to estimate the value of dividend franking credits. In: P. Gray and E. Margiolis, 2005 Annual Conference Program & Abstracts. AFAANZ 2005 Conference, Melbourne, (108-108). 3-5 July, 2005. 363  
Duffie, D., Gray, S. F. and Hoang, P. (1999). Volatility in energy prices. In R. Jameson (Ed.), Managing Energy Price Risk 2nd ed. (pp. 273-289) London: Risk Publications. 92  

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