Stephen Gray

4.2k total citations · 1 hit paper
74 papers, 2.9k citations indexed

About

Stephen Gray is a scholar working on Finance, Accounting and Strategy and Management. According to data from OpenAlex, Stephen Gray has authored 74 papers receiving a total of 2.9k indexed citations (citations by other indexed papers that have themselves been cited), including 38 papers in Finance, 38 papers in Accounting and 29 papers in Strategy and Management. Recurrent topics in Stephen Gray's work include Corporate Finance and Governance (31 papers), Financial Reporting and Valuation Research (23 papers) and Financial Markets and Investment Strategies (17 papers). Stephen Gray is often cited by papers focused on Corporate Finance and Governance (31 papers), Financial Reporting and Valuation Research (23 papers) and Financial Markets and Investment Strategies (17 papers). Stephen Gray collaborates with scholars based in Australia, United States and Hong Kong. Stephen Gray's co-authors include John Nowland, Robert E. Whaley, Philip Gray, Yanhui Wu, Sirimon Treepongkaruna, Kam Fong Chan, Robert Brooks, Clive Gaunt, Nicolas P. B. Bollen and Renée B. Adams and has published in prestigious journals such as The Journal of Finance, Journal of Financial Economics and Journal of Econometrics.

In The Last Decade

Stephen Gray

67 papers receiving 2.7k citations

Hit Papers

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What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

Modeling the conditional distribution of interest rates as a regime-switching process

1996 1.0k citations Stephen Gray profile →

Author Peers

Peers are selected by citation overlap in the author's most active subfields. citations · hero ref

Author						Papers	Cites
Stephen Gray	1.8k	1.6k	882	823	301	74	2.9k
Tomasz Piotr Wisniewski	753 0.4×	1.2k 0.7×	661 0.7×	331 0.4×	256 0.9×	53	2.0k
Stanley E. Zin	3.1k 1.7×	3.6k 2.3×	950 1.1×	1.7k 2.1×	138 0.5×	37	4.9k
Tarun Ramadorai	2.6k 1.4×	2.3k 1.5×	1.6k 1.9×	695 0.8×	180 0.6×	96	3.7k
Robert Whitelaw	4.0k 2.2×	2.7k 1.7×	1.4k 1.6×	752 0.9×	269 0.9×	63	4.6k
Stephen F. LeRoy	1.9k 1.1×	2.7k 1.7×	525 0.6×	1.4k 1.7×	200 0.7×	68	3.6k
Laurent E. Calvet	1.8k 1.0×	2.2k 1.4×	1.5k 1.7×	360 0.4×	53 0.2×	59	2.9k
Charles J. Corrado	1.7k 0.9×	986 0.6×	1.1k 1.3×	259 0.3×	408 1.4×	53	2.6k
Akhtar R. Siddique	2.9k 1.6×	2.0k 1.3×	1.2k 1.4×	513 0.6×	451 1.5×	25	3.6k
Robert A. Connolly	1.4k 0.8×	1.6k 1.1×	597 0.7×	531 0.6×	294 1.0×	61	2.3k
Roy Kouwenberg	1.1k 0.6×	1.1k 0.7×	722 0.8×	169 0.2×	134 0.4×	69	2.1k

Countries citing papers authored by Stephen Gray

Since Specialization

Citations

This map shows the geographic impact of Stephen 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 Stephen Gray with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Stephen Gray more than expected).

Fields of papers citing papers by Stephen Gray

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Stephen 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 Stephen Gray. The network helps show where Stephen Gray may publish in the future.

Co-authorship network of co-authors of Stephen Gray

This figure shows the co-authorship network connecting the top 25 collaborators of Stephen Gray. A scholar is included among the top collaborators of Stephen Gray based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Stephen Gray. Stephen Gray is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Gray, Stephen, et al.. (2022). Sampling error and the joint estimation of imputation credit value and cash dividend value. Accounting and Finance. 63(S1). 1029–1068.

Gray, Stephen, et al.. (2019). Analyst versus model‐based earnings forecasts: implied cost of capital applications. Accounting and Finance. 60(4). 4061–4092. 2 indexed citations

Gray, Stephen, et al.. (2019). A Transparent, Numerical Solution to the Joint Estimation of Imputation Credit Value and Cash Dividend Value. SSRN Electronic Journal.

Gray, Stephen & John Nowland. (2018). Director workloads, attendance and firm performance. Accounting Research Journal. 31(2). 214–231. 25 indexed citations

Chapple, Larelle, et al.. (2018). ‘Name and shame’ – director attendance disclosure and practice. Journal of Corporate Law Studies. 18(2). 311–337. 5 indexed citations

Gray, Stephen & John Nowland. (2017). The diversity of expertise on corporate boards in Australia. QUT ePrints (Queensland University of Technology). 4 indexed citations

Gray, Stephen, Iman Harymawan, & John Nowland. (2016). Political and government connections on corporate boards in Australia: Good for business?. QUT ePrints (Queensland University of Technology). 3 indexed citations

Gray, Stephen. (2016). Dividend imputation and the corporate cost of capital. Queensland's institutional digital repository (The University of Queensland). 1 indexed citations

Poulsen, Michael, Robert W. Faff, & Stephen Gray. (2013). Financial Inflexibility and the Value Premium. International Review of Finance. 13(3). 327–344. 8 indexed citations

10.

Gray, Stephen, Iman Harymawan, & John Nowland. (2013). Former Politicians as Corporate Directors: Good for Business?. SSRN Electronic Journal. 1 indexed citations

11.

Parmenter, Brian R., et al.. (2010). Economic Analysis of the Government’s Recent Mining Tax Proposals*. Economic Papers A journal of applied economics and policy. 29(3). 279–291. 2 indexed citations

12.

Adams, Renée B., Stephen Gray, & John Nowland. (2010). Is there a Business Case for Female Directors? Evidence from the Market Reaction to All New Director Appointments. SSRN Electronic Journal. 36 indexed citations

13.

Gray, Stephen, et al.. (2010). The Value of Imputation Tax Credits on Australian Hybrid Securities. International Review of Finance. 10(3). 365–401. 12 indexed citations

14.

Gray, Stephen, et al.. (2009). Bias, stability, and predictive ability in the measurement of systematic risk. RePEc: Research Papers in Economics. 1 indexed citations

15.

Gray, Stephen, et al.. (2008). Relationship between franking credits and the market risk premium: a reply. Accounting and Finance. 48(1). 133–142. 10 indexed citations

16.

Gray, Stephen, et al.. (2005). Using stock price changes to estimate the value of dividend franking credits. European Journal of Health Law. 26(1). 108–108. 10 indexed citations

17.

Treepongkaruna, Sirimon & Stephen Gray. (2002). How to value interest rate derivatives in a no-arbitrage setting. Queensland's institutional digital repository (The University of Queensland). 15(1). 39–57. 1 indexed citations

18.

Gray, Stephen. (1998). Modeling the Conditional Distribution of Interest Rates as a Regime-Switching Process. SSRN Electronic Journal. 35 indexed citations

19.

Gray, Stephen & Robert E. Whaley. (1997). Innovations: Valuing S&P 500 Bear Market Warrants with a Periodic Reset. SSRN Electronic Journal. 3 indexed citations

20.

Gray, Stephen. (1989). Put Call Parity: An Extension of Boundary Conditions. Australian Journal of Management. 14(2). 151–169. 10 indexed citations

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.

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