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69
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Journal of banking & finance
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8
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Interacting with computers : the interdisciplinary journal of human-computer interaction
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International Review of Finance
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ECONIS (ZBW)
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1
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:
2
Economic significance of predictability in Australian equities
Gray, Philip K.
- In:
Accounting and finance : journal of the Accounting …
48
(
2008
)
5
,
pp. 783-805
Persistent link: https://www.econbiz.de/10003782246
Saved in:
3
Dynamic, nonparametric hedging of European style contigent claims using canonical valuation
Alcock, Jamie
;
Gray, Philip K.
- In:
Finance research letters
2
(
2005
)
1
,
pp. 41-50
Persistent link: https://www.econbiz.de/10002685784
Saved in:
4
Using extreme value theory to measure value-at-risk for daily electricity spot prices
Kam Fong Chan
;
Gray, Philip K.
- In:
International journal of forecasting
22
(
2006
)
2
,
pp. 283-300
Persistent link: https://www.econbiz.de/10003315660
Saved in:
5
A new approach to characterizing and forecasting electricity price volatility
Kam Fong Chan
;
Gray, Philip K.
;
Campen, Bart van
- In:
International journal of forecasting
24
(
2008
)
4
,
pp. 728-743
Persistent link: https://www.econbiz.de/10003808380
Saved in:
6
Accruals quality, information risk and cost of capital : evidence from Australia
Gray, Philip K.
;
Koh, Ping-sheng
;
Tong, Yen H.
- In:
Journal of business finance & accounting : JBFA
36
(
2009
)
1/2
,
pp. 51-72
Persistent link: https://www.econbiz.de/10003822149
Saved in:
7
Portfolio construction and performace measurement when returns are non-normal
Benson, Karen
;
Gray, Philip K.
;
Kalotay, Egon
;
Qiu, Judy
- In:
Australian journal of management
32
(
2007/08
)
3
,
pp. 445-461
Persistent link: https://www.econbiz.de/10003687021
Saved in:
8
On the estimation and comparison of short-rate models using the generalised method of moments
Faff, Robert W.
;
Gray, Philip K.
- In:
Journal of banking & finance
30
(
2006
)
11
,
pp. 3131-3146
Persistent link: https://www.econbiz.de/10003386438
Saved in:
9
Canonical valuation and hedging of index options
Gray, Philip K.
;
Edwards, Shane
;
Kalotay, Egon
- In:
The journal of futures markets
27
(
2007
)
8
,
pp. 771-790
Persistent link: https://www.econbiz.de/10003518515
Saved in:
10
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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