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Philip K. Gray · Study
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Author
Philip K. Gray
11 works
· latest 2020
· 3 institutions
cluster: provisional
ORCID 0000-0002-5388-8248
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Citations
1,090
Works here
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Most cited in this library
Testing Market Efficiency: Evidence From The NFL Sports Betting Market
1997 · 219 citations
Accruals Quality, Information Risk and Cost of Capital: Evidence from Australia
2009 · 215 citations
Using extreme value theory to measure value-at-risk for daily electricity spot prices
2006 · 166 citations
The relationship between asset growth and the cross-section of stock returns
2010 · 90 citations
The MAX effect: An exploration of risk and mispricing explanations
2016 · 85 citations
Works
11 shown
Political uncertainty, market anomalies and Presidential honeymoons
Journal of Banking & Finance
·
2020
·
4 authors
32
citations
The MAX effect: An exploration of risk and mispricing explanations
Journal of Banking & Finance
·
2016
·
2 authors
85
citations
Anomalies, risk adjustment and seasonality: Australian evidence
International Review of Financial Analysis
·
2014
·
3 authors
38
citations
Does Board Structure in Banks Really Affect Their Performance?
SSRN Electronic Journal
·
2011
·
3 authors
·
preprint
·
Open access
53
citations
The relationship between asset growth and the cross-section of stock returns
Journal of Banking & Finance
·
2010
·
2 authors
·
Open access
90
citations
Accruals Quality, Information Risk and Cost of Capital: Evidence from Australia
Journal of Business Finance & Accounting
·
2009
·
3 authors
·
Open access
215
citations
A new approach to characterizing and forecasting electricity price volatility
International Journal of Forecasting
·
2008
·
3 authors
·
Open access
84
citations
Using extreme value theory to measure value-at-risk for daily electricity spot prices
International Journal of Forecasting
·
2006
·
2 authors
·
Open access
166
citations
Short-Term Autocorrelation in Australian Equities
Australian Journal of Management
·
2003
·
2 authors
46
citations
The impact of share price on seasonality and size anomalies in Australian equity returns
Accounting and Finance
·
2000
·
3 authors
·
Open access
62
citations
Testing Market Efficiency: Evidence From The NFL Sports Betting Market
The Journal of Finance
·
1997
·
2 authors
·
Open access
219
citations