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Stock splits : implications for models of the bid/ask spread
Gray, Stephen; Smith, Tom; Whaley, Robert E. - 1996
Persistent link: https://www.econbiz.de/10000949879
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Modeling the conditional distribution of interest rates as a regime-switching process
Gray, Stephen - In: Journal of financial economics 42 (1996) 1, pp. 27-62
Persistent link: https://www.econbiz.de/10001205760
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Testing market efficiency : evidence from the NFL sports betting market
Gray, Philip K. - In: The journal of finance : the journal of the American … 52 (1997) 4, pp. 1725-1737
Persistent link: https://www.econbiz.de/10001227623
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Stock splits : implications for investor trading costs
Gray, Stephen; Smith, Tom; Whaley, Robert E. - In: Journal of empirical finance 10 (2003) 3, pp. 271-303
Persistent link: https://www.econbiz.de/10001752105
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Bias, stability, and predictive ability in the measurement of systematic risk
Gray, Stephen; Hall, Jason; Klease, Drew; McCrystal, Alan - In: Accounting research journal 22 (2009) 3, pp. 220-236
Persistent link: https://www.econbiz.de/10003923549
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Asset market linkages : evidence from financial, commodity and real estate assets
Kam Fong Chan; Sirimon Treepongkaruna; Brooks, Robert; … - In: Journal of banking & finance 35 (2011) 6, pp. 1415-1426
Persistent link: https://www.econbiz.de/10009244977
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Financial inflexibility and the value premium
Poulsen, Michael; Faff, Robert W.; Gray, Stephen - In: International review of finance 13 (2013) 3, pp. 327-344
Persistent link: https://www.econbiz.de/10010191930