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Capital income
Volatility
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Gray, Philip K.
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Cao, Viet Nga
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Journal of banking & finance
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ECONIS (ZBW)
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1
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
Saved in:
2
A new government bond volatility index predictor for the U.S. equity premium
Pan, Zheyao
;
Kam Fong Chan
- In:
Pacific-Basin finance journal
50
(
2018
),
pp. 200-215
Persistent link: https://www.econbiz.de/10012033788
Saved in:
3
Climate policy uncertainty and the cross-section of stock returns
Sirimon Treepongkaruna
;
Chan, Kam Fong
;
Malik, Ihtisham
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473012
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
Anomalies, risk adjustment and seasonality : Australian evidence
Zhong, Angel
;
Limkriangkrai, Manapon
;
Gray, Philip K.
- In:
International review of financial analysis
35
(
2014
),
pp. 207-218
Persistent link: https://www.econbiz.de/10010530242
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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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