Philip Gray
Impact in
- Finance top 1%
- Financial Markets and Investment Strategies
- Financial Risk and Volatility Modeling
- Accounting top 2%
- Corporate Finance and Governance
- Auditing, Earnings Management, Governance
Papers in
- Finance 42
- Financial Markets and Investment Strategies 32
- Stochastic processes and financial applications 11
-
- Monetary Policy and Economic Impact 13
- Co-authors
- Stephen GrayKam Fong ChanAngel ZhongPing‐Sheng KohYen H. TongClive GauntJessica JohnsonJamie Alcock
- Journals
- Journal of Banking & Finance (6 papers)Australian Journal of Management (6 papers)Accounting and Finance (6 papers)Journal of Futures Markets (5 papers)International Review of Financial Analysis (3 papers)
- Partner nations
- AustraliaUnited StatesNew Zealand
In The Last Decade
Philip Gray
48 papers receiving 984 citations
Peers
Comparison fields: 5 of 67
- Finance 655
- Accounting 381
- Economics and Econometrics 596
- General Economics, Econometrics and Finance 133
- General Decision Sciences 22
Countries citing papers authored by Philip Gray
This map shows the geographic impact of Philip Gray's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Philip Gray with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Philip Gray more than expected).
Fields of papers citing papers by Philip Gray
This network shows the impact of papers produced by Philip Gray. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Philip Gray. The network helps show where Philip Gray may publish in the future.
Co-authorship network
The 25 scholars most cited alongside Philip Gray, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
| # | Work | ||
|---|---|---|---|
| 1 | 2021 | 3 | |
| 2 | 2018 | 16 | |
| 3 | 2016 | 16 | |
| 4 | 2016 | 70 | |
| 5 | Seasonality in Momentum Profitability | 2014 | 0 |
| 6 | 2013 | 17 | |
| 7 | A New Approach to Characterizing and Forecasting Electricity Price Volatility | 2009 | 1 |
| 8 | Using Extreme Value Theory to Measure Value-at-Risk for Daily Electricity Spot Prices | 2009 | 2 |
| 9 | 2009 | 156 | |
| 10 | Australian stock market anomalies | 2007 | 1 |
| 11 | Australian Stock Market Anomalies: A Review and Re-examination of the January and Small Firm Effects | 2007 | 3 |
| 12 | Forecasting Stock Returns Using Model-Selection Criteria | 2005 | 1 |
| 13 | 2005 | 9 | |
| 14 | 2005 | 12 | |
| 15 | 2004 | 16 | |
| 16 | 2004 | 24 | |
| 17 | Short-term autocorrelation in Australian equities | 2001 | 2 |
| 18 | The Impact of Share Price on Seasonality and Size Anomalies in Australian Equity Returns | 2000 | 3 |
| 19 | Assessing the robustness of market overreaction to alternate measurement methodologies | 2000 | 2 |
| 20 | 1997 | 27 |
About Philip Gray
Philip Gray is a scholar working on Finance, General Economics, Econometrics and Finance, Accounting, Economics and Econometrics and Strategy and Management, having authored 52 papers that have together received 1.0k indexed citations. Recurring topics across this work include Financial Markets and Investment Strategies (32 papers), Monetary Policy and Economic Impact (13 papers), Stochastic processes and financial applications (11 papers), Financial Reporting and Valuation Research (10 papers), Market Dynamics and Volatility (10 papers), Corporate Finance and Governance (9 papers), Auditing, Earnings Management, Governance (7 papers) and Housing Market and Economics (6 papers). The work is most often cited by research in Finance (655 citations), Accounting (381 citations), Economics and Econometrics (596 citations), General Economics, Econometrics and Finance (133 citations) and General Decision Sciences (22 citations). Philip Gray has collaborated with scholars based in Australia, United States and New Zealand. Frequent co-authors include Stephen Gray, Kam Fong Chan, Angel Zhong, Ping‐Sheng Koh, Yen H. Tong, Clive Gaunt, Jessica Johnson, Jamie Alcock, Manapon Limkriangkrai and Robert W. Faff. Their work appears in journals such as Journal of Banking & Finance, Australian Journal of Management, Accounting and Finance, Journal of Futures Markets and International Review of Financial Analysis.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.