Concepedia

Philip Gray

PG

27

Publications

1.4K

Citations

20

H-Index

1995

Active since

Affiliations

The University of Queensland(Current)

Monash University

Macquarie University

University of Auckland

RMIT University

Philip Gray is an author at The University of Queensland specializing in business, finance, and economics.

Top concepts

FinanceBusinessEconomicsAsset PricingEconomic AnalysisFinancial EconomicsManagementStatisticsAccountingEngineering

Publications per year

1995–2020

27

Publications

27

Accruals Quality, Information Risk and Cost of Capital: Evidence from Australia

Philip Gray, Ping‐Sheng Koh, Yen H. Tong · Journal of Business Finance &amp Accounting · 2009 · 213 citations · Full text

Financial Risk Management, Information Risk, Cost Of Capital +16

Testing Market Efficiency: Evidence From The NFL Sports Betting Market

Philip Gray, Stephen Gray · The Journal of Finance · 1997 · 210 citations

Economics, Financial Economics, Asset Pricing +14

Using extreme value theory to measure value-at-risk for daily electricity spot prices

Kam Fong Chan, Philip Gray · International Journal of Forecasting · 2006 · 163 citations

Power Market, Economics, Engineering +11

The relationship between asset growth and the cross-section of stock returns

Philip Gray, Jessica Johnson · Journal of Banking & Finance · 2010 · 92 citations

Empirical Finance, Economics, Financial Economics +9

The MAX effect: An exploration of risk and mispricing explanations

Angel Zhong, Philip Gray · Journal of Banking & Finance · 2016 · 87 citations

Financial Perspective, Financial Economics, Market Manipulation +10

Rows per page

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