Concepedia
Statistics
Publications
38
Citations
4.1K
H-Index
24
Active since
1989
Affiliations
The University of Queensland(Current)
Duke University
City University of Hong Kong
Monash University
Queensland University of Technology
Stephen Gray is an author at The University of Queensland specializing in economics, finance, and business.
Publications per year
1989–2020
Modeling the conditional distribution of interest rates as a regime-switching process
Stephen Gray · Journal of Financial Economics · 1996 · 1.5K citations
Business, Economics, Finance +17
Asset market linkages: Evidence from financial, commodity and real estate assets
Kam Fong Chan, Sirimon Treepongkaruna, Robert Brooks et al. · Journal of Banking & Finance · 2010 · 292 citations
Business, Economics, Real Estate +17
Regime switching in foreign exchange rates:
Nicolas P. B. Bollen, Stephen Gray, Robert E. Whaley · Journal of Econometrics · 2000 · 231 citations
Business, Economics, International Economics +11
A comparison of alternative bankruptcy prediction models
Yanhui Wu, Clive Gaunt, Stephen Gray · Journal of Contemporary Accounting & Economics · 2010 · 223 citations
Business, Finance, Financial Management +12
Testing Market Efficiency: Evidence From The NFL Sports Betting Market
Philip Gray, Stephen Gray · The Journal of Finance · 1997 · 210 citations · Full text
Social Sciences, Business Economics, Economics +10
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