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2000 Conference Publication The value of dividend imputation tax creditsCannavan, D. M., Finn, F. J. and Gray, S. F. (2000). The value of dividend imputation tax credits. AAANZ 2000 Annual Conference, Hamilton Island, 2-4 July 2000. Melbourne: Accounting and Finance Association of Australia and New Zealand (AAANZ). |
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1999 Journal Article Reset put options: Valuation, risk characteristics, and an applicationGray, S. F. and Whaley, R. E. (1999). Reset put options: Valuation, risk characteristics, and an application. Australian Journal of Management, 24 (1), 1-20. doi: 10.1177/031289629902400101 |
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1999 Book Chapter Volatility in energy pricesDuffie, D., Gray, S. F. and Hoang, P. (1999). Volatility in energy prices. Managing Energy Price Risk. (pp. 273-289) edited by R. Jameson. London: Risk Publications. |
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1998 Journal Article Target zones and exchange rates:: An empirical investigationBekaert, Geert and Gray, Stephen F. (1998). Target zones and exchange rates:: An empirical investigation. Journal of International Economics, 45 (1), 1-35. doi: 10.1016/S0022-1996(97)00034-2 |
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1997 Journal Article Valuing S&P 500 bear market warrants with a periodic resetGray, Stephen F. and Whaley, Robert E. (1997). Valuing S&P 500 bear market warrants with a periodic reset. Journal of Derivatives, 5 (1), 99-106. doi: 10.3905/jod.1997.407987 |
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1996 Journal Article Modeling the conditional distribution of interest rates as a regime-switching processGray, Stephen F. (1996). Modeling the conditional distribution of interest rates as a regime-switching process. Journal of Financial Economics, 42 (1), 27-62. doi: 10.1016/0304-405x(96)00875-6 |
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1995 Journal Article The efficiency of Australian football betting marketsBrailsford, 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. |
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1989 Journal Article Put Call Parity: An Extension of Boundary ConditionsGray S.F. (1989). Put Call Parity: An Extension of Boundary Conditions. Australian Journal of Management, 14 (2), 151-169. doi: 10.1177/031289628901400203 |
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1986 Other Outputs Put- call parity and the efficiency of the Australian exchange- traded options marketGray, Stephen (1986). Put- call parity and the efficiency of the Australian exchange- traded options market. Honours Thesis, Department of Commerce, The University of Queensland. doi: 10.14264/219813 |
