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Consumer expectations and short-horizon return predictability
Kalotay, Egon; Gray, Philip K.; Sin, Samantha - In: Journal of banking & finance 31 (2007) 10, pp. 3102-3124
Persistent link: https://www.econbiz.de/10003574444
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Stock weighting and nontrading bias in estimated portfolio returns
Gray, Philip K. - In: Accounting and finance : journal of the Accounting … 54 (2014) 2, pp. 467-503
Persistent link: https://www.econbiz.de/10010373402
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Future long-horizon performance measurement conditional on past survival
Gray, Philip K.; Whittaker, Mark - In: International review of finance 4 (2003) 1/2, pp. 29-48
Persistent link: https://www.econbiz.de/10003014251
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Forecasting stock returns using model-selection criteria
Alcock, Jamie; Gray, Philip K. - In: The economic record : er 81 (2005) 253, pp. 135-151
Persistent link: https://www.econbiz.de/10002949871
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The relationship between asset growth and the cross-section of stock returns
Gray, Philip K.; Johnson, Jessica - In: Journal of banking & finance 35 (2011) 3, pp. 670-680
Persistent link: https://www.econbiz.de/10009159716
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The MAX effect : an exploration of risk and mispricing explanations
Zhong, Angel; Gray, Philip K. - In: Journal of banking & finance 65 (2016), pp. 76-90
Persistent link: https://www.econbiz.de/10011634328
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Political uncertainty, market anomalies and Presidential honeymoons
Chan, Kam Fong; Gray, Philip K.; Gray, Stephen; Zhong, Angel - In: Journal of banking & finance 113 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012226090
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Investment-related anomalies in Australia : evidence and explanations
Cao, Viet Nga; Gray, Philip K.; Zhong, Angel - In: International review of financial analysis 61 (2019), pp. 97-109
Persistent link: https://www.econbiz.de/10012206943
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An examination of the characteristics versus covariance debate for contemporary asset-pricing models : Australian evidence
Gray, Philip K.; Manapon Limkriangkrai; Xu, Wenyuan - In: Accounting and finance 64 (2024) 4, pp. 3781-3802
Persistent link: https://www.econbiz.de/10015165193
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Anomalies, risk adjustment and seasonality : Australian evidence
Zhong, Angel; Manapon Limkriangkrai; Gray, Philip K. - In: International review of financial analysis 35 (2014), pp. 207-218
Persistent link: https://www.econbiz.de/10010530242