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2013 Other Outputs Market risk premiumGray, Stephen (2013). Market risk premium. Sydney, NSW, Australia: Independent Pricing and Regulatory Tribunal of New South Wales. |
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2013 Journal Article Family representatives in family firmsChen, En-Te, Gray, Stephen and Nowland, John (2013). Family representatives in family firms. Corporate Governance, 21 (3), 242-263. doi: 10.1111/corg.12009 |
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2013 Journal Article Financial inflexibility and the value peremiumPoulsen, 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 |
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2012 Other Outputs Response to submissions on rule change proposals: report for the AEMCGray, Stephen (2012). Response to submissions on rule change proposals: report for the AEMC. South Bank, QLD, Australia: SFG Consulting. |
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2012 Other Outputs Rule change proposals relating to the debt component of the regulated rate of return: report for AEMCSFG Consulting and 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. |
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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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2012 Other Outputs Preliminary analysis of rule change proposals: report for AEMCSFG Consulting and Gray, Stephen (2012). Preliminary analysis of rule change proposals: report for AEMC. South Bank, QLD, Australia: SFG Consulting. |
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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 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 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 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 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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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 |
