P. Gray
Finance · with Chan · 2006–2009
A researcher in the Science corpus: 2 papers; trusts 23 researchers and is trusted by 4 researchers here, as inferred from the citation graph.
Subfields
- Finance — 18 citations into it; #6,899 of 10,518 by trust here, #7,920 by citations
- Accounting — 12 citations into it; #7,148 of 8,970 by trust here, #6,779 by citations
- Economics and Econometrics — 12 citations into it; #12,029 of 23,481 by trust here, #12,781 by citations
- Strategy and Management — 8 citations into it; #8,409 of 10,874 by trust here, #7,899 by citations
Whom P. Gray trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- H. Byström
- Ralitsa Petkova
- Patricia M. Dechow
- Paul Hribar
- Turan G. Bali
- John E. Core
- Michael J. Brennan
- Mitchell A. Petersen
- Ramazan Gencay
- M. Ogneva
Who trusts P. Gray overall
Papers from P. Gray's perspective
Ordered by how strongly the researchers P. Gray trusts endorse each paper. Same corpus, a different order for every researcher.
- Common risk factors in the returns on stocks and bonds
- Information and the Cost of Capital
- The market pricing of accruals quality
- Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
- The Quality of Accruals and Earnings: The Role of Accrual Estimation Errors
- Do the Fama–French Factors Proxy for Innovations in Predictive Variables?
- Estimation and Test of a Simple Model of Intertemporal Capital Asset Pricing
- Errors in Estimating Accruals: Implications for Empirical Research
- Earnings Quality, Insider Trading, and Cost of Capital
- High volatility, thick tails and extreme value theory in value-at-risk estimation
Their papers
- Using extreme value theory to measure value-at-risk for daily electricity spot prices (2006) — 175 citations
- Accruals Quality, Information Risk and Cost of Capital: Evidence from Australia (2009) — 202 citations