G8 Research Output Database
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Stephen Gray - Researcher Profile
Stephen Gray
UQ Finance
Professor
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Publications Title Journal Name Year ABDC Ranking
Sampling error and the joint estimation of imputation credit value and cash dividend value Accounting and Finance 2023 A
The public-private partnership valuation paradox Accounting Research Journal 2021 B
Political uncertainty, market anomalies and presidential honeymoons Journal of Banking & Finance 2020 A*
Analyst vs. model-based earnings forecasts: implied cost of capital applications Accounting and Finance 2019 A
Market timing as an explanation for the short-lived premium on cross-listing Accounting and Finance 2018 A
Director workloads, attendance and firm performance Accounting Research Journal 2018 B
'Name and shame' - director attendance disclosure and practice Journal of Corporate Law Studies 2018 A
Dividend drop-off estimates of the value of dividend imputation tax credits Pacific-Basin Finance Journal 2017 A
A contemporary view of corporate finance theory, empirical evidence and practice Australian Journal of Management 2016 A
Dividend imputation and the corporate cost of capital JASSA: The Finsia Journal of Applied Finance 2016 B
Phoenixing at the fulcrum: less faff, faster forward formulation Insolvency Law Journal 2016 A
Corporate governance and bankruptcy risk Journal of Accounting Auditing and Finance 2016 A
The diversity of expertise on corporate boards in Australia Accounting and Finance 2015 A
Yes, one-day international cricket 'in-play' trading strategies can be profitable! Journal of Banking & Finance 2015 A*
Political and government connections on corporate boards in Australia: good for business? Australian Journal of Management 2014 A
Explaining the bid-ask spread in the foreign exchange market: a test of alternate models Australian Journal of Management 2013 A
Is prior director experience valuable? Accounting and Finance 2013 A
Unconstrained estimates of the equity risk premium Review of Accounting Studies 2013 A*
Family representatives in family firms Corporate Governance 2013 C
Financial inflexibility and the value peremium International Review of Finance 2013 A
Multiple founders and firm value Pacific-Basin Finance Journal 2012 A
Do trading hours affect volatility links in the foreign exchange market? Australian Journal of Management 2012 A
Asset market linkages: Evidence from financial, commodity and real estate assets Journal of Banking & Finance 2011 A*
The value of imputation tax credits on Australian hybrid securities International Review of Finance 2010 A
Economic analysis of the government's recent mining tax proposals Asian Economic Papers 2010 B
A comparison of alternative bankruptcy prediction models Journal of Contemporary Accounting and Economics 2010 A
Information and volatility links in the foreign exchange market Accounting and Finance 2009 A
Bias, stability, and predictive ability in the measurement of systematic risk Accounting Research Journal 2009 B
Relationship between franking credits and the market risk premium: A reply Accounting and Finance 2008 A
Effect of credit rating changes on Australian stock returns Accounting and Finance 2006 A
Are there non-linearities in short-term interest rates? Accounting and Finance 2006 A
Relationship between franking credits and the market risk premium Accounting and Finance 2006 A
The Determinants of Credit Ratings: Australian Evidence Australian Journal of Management 2006 A
The determinants of credit ratings: Australian evidence Australian Journal of Management 2006 A
Efficiency of football betting markets: The economic significance of trading strategies Accounting and Finance 2005 A
The value of dividend imputation tax credits in Australia Journal of Financial Economics 2004 A*
Stock splits: Implications for investor trading costs Journal of Empirical Finance 2003 A
Short-term interest rate models: Valuing interest rate derivatives using a Monte-Carlo approach Accounting and Finance 2003 A
On the robustness of short-term interest rate models Accounting and Finance 2003 A
How to value interest rate derivatives in a no-arbitrage setting Accounting Research Journal 2002 B
A framework for valuing derivative securities Financial Markets, Institutions and Instruments 2001 B
Option pricing: A synthesis of alternate valuation approaches Accounting Research Journal 2001 B
Regime-switching and interest rates in the European monetary system Journal of International Economics 2000 A*
Regime switching in foreign exchange rates: Evidence from currency option prices Journal of Econometrics 2000 A*
Reset put options: Valuation, risk characteristics, and an application Australian Journal of Management 1999 A
Target zones and exchange rates:: An empirical investigation Journal of International Economics 1998 A*
Valuing S&P 500 bear market warrants with a periodic reset The Journal of Derivatives 1997 A
Modeling the conditional distribution of interest rates as a regime-switching process Journal of Financial Economics 1996 A*
The efficiency of Australian football betting markets Australian Journal of Management 1995 A
Put Call Parity: An Extension of Boundary Conditions Australian Journal of Management 1989 A