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2012 Journal Article Multiple founders and firm valueChen, 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 |
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2012 Journal Article Do trading hours affect volatility links in the foreign exchange market?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 |
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2011 Journal Article Asset market linkages: Evidence from financial, commodity and real estate assetsChan, 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 |
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2010 Journal Article The value of imputation tax credits on Australian hybrid securitiesFeuerherdt, 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 |
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2010 Journal Article Economic analysis of the government's recent mining tax proposalsParmenter, 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 |
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2010 Journal Article A comparison of alternative bankruptcy prediction modelsWu, 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 |
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2009 Journal Article Information and volatility links in the foreign exchange marketTreepongkaruna, 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 |
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2009 Journal Article Bias, stability, and predictive ability in the measurement of systematic riskGray, 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 |
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2008 Journal Article The diversification benefits of Australian equities to international investorsCostello, D., Gray, S. and McCrystal, A. (2008). The diversification benefits of Australian equities to international investors. JASSA, 2008 (4), 31-35. |
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2008 Journal Article Relationship between franking credits and the market risk premium: A replyGray, 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 |
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2006 Journal Article Effect of credit rating changes on Australian stock returnsChoy, 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 |
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2006 Journal Article Are there non-linearities in short-term interest rates?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 |
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2006 Journal Article Relationship between franking credits and the market risk premiumGray, 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 |
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2006 Journal Article The Determinants of Credit Ratings: Australian EvidenceGray, Stephen, Mirkovic, Alexsander and Ragunathan, Vanitha (2006). The Determinants of Credit Ratings: Australian Evidence. Australian Journal of Management, 31 (2), 333-354. doi: 10.1177/031289620603100208 |
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2006 Journal Article The determinants of credit ratings: Australian evidenceGray, S. F., Mirkovic, A. S. and Ragunathan, V. (2006). The determinants of credit ratings: Australian evidence. Australian Journal of Management, 31 (2), 333-354. |
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2005 Journal Article Efficiency of football betting markets: The economic significance of trading strategiesGray, 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 |
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2004 Journal Article The value of dividend imputation tax credits in AustraliaCannavan, 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 |
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2003 Journal Article Stock splits: Implications for investor trading costsGray, 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 |
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2003 Journal Article Short-term interest rate models: Valuing interest rate derivatives using a Monte-Carlo approachTreepongkaruna, 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 |
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2003 Journal Article On the robustness of short-term interest rate modelsTreepongkaruna, 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 |
