Dr Philip Gray
Teaching Specialist in Finance
Department of Finance
40 Scholarly works
0 Projects
HIGHLIGHTS
2024
Journal article
An examination of the characteristics versus covariance debate for contemporary asset-pricing models: Australian evidence
DOI: 10.1111/acfi.132792022
Journal article
Assessing the usefulness of daily and monthly asset-pricing factors for Australian equities
DOI: 10.1111/acfi.127862021
Journal article
Treasury rates no longer predict returns: A reappraisal of breen, glosten and jagannathan (1989)
DOI: 10.1561/104.000000962021
Journal article
The profitability of trading on large Lévy jumps
DOI: 10.1111/irfi.122792020
Journal article
Political uncertainty, market anomalies and Presidential honeymoons
DOI: 10.1016/j.jbankfin.2020.1057492019
Journal article
The enduring and evolving influence of Ball and Brown (1968)
DOI: 10.1177/03128962188132882019
Journal article
Investment-related anomalies in Australia: Evidence and explanations
DOI: 10.1016/j.irfa.2018.10.007
RECENT SCHOLARLY WORKS
2018
Journal article
Volatility jumps and macroeconomic news announcements
DOI: 10.1002/fut.219222018
Journal article
The profitability of trading NOA and accruals: One effect or two?
DOI: 10.1016/j.irfa.2017.10.0042017
Journal article
Do Scheduled Macroeconomic Announcements Influence Energy Price Jumps?
DOI: 10.1002/fut.21796