Zobrazeno 1 - 10
of 85
pro vyhledávání: '"Philip Gray"'
Autor:
Philip Gray
Publikováno v:
2022 IEEE/ACM 44th International Conference on Software Engineering: Companion Proceedings (ICSE-Companion).
Autor:
Angel Zhong, Philip Gray
Publikováno v:
Accounting & Finance. 62:181-211
Autor:
Philip Gray, Thanh D. Huynh
Publikováno v:
Critical Finance Review. 10:429-444
Treasury Rates No Longer Predict Returns: A Reappraisal of Breen, Glosten and Jagannathan (1989)
Publikováno v:
Advances in Modeling the Management of Stormwater Impacts ISBN: 9781003208945
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a5ed1cd74cba69e4d9c35eaae6f52c65
https://doi.org/10.1201/9781003208945-18
https://doi.org/10.1201/9781003208945-18
Publikováno v:
International Review of Financial Analysis. 61:97-109
This paper documents the existence of five investment-related anomalies in the Australian market. Cross-sectional stock returns are negatively related to each of asset growth, net operating assets, inventory growth and investment-to-assets, and posit
Autor:
Philip Gray, Kam Fong Chan
Publikováno v:
Journal of Futures Markets. 38:881-897
While prior literature documents a link between macroeconomic news and price jumps, this paper demonstrates two channels through which economic announcements also manifest in volatility jumps. First, there is a strong coincidence of volatility jumps
In this virtual special issue (VSI) we acknowledge the contribution of Ball and Brown (1968) [BB68] and select some key papers from the Australian Journal of Management (AJM), published since its inception in 1976, that demonstrate how Ball and Brown
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2a0335ae3eb141f560f8d219e342bd56
https://hdl.handle.net/10453/139088
https://hdl.handle.net/10453/139088
Autor:
Matthew Philip, Gray, Marc H, Gorelick
Publikováno v:
Pediatric Emergency Care. 32:395-400
Acute disseminated encephalomyelitis is a primarily pediatric, immune-mediated disease characterized by demyelination and polyfocal neurologic symptoms that typically occur after a preceding viral infection or recent immunization. This article presen
Publikováno v:
Journal of Banking & Finance. 113:105749
The first 100 days of a newly-elected President's administration are often a period of substantial and concentrated policy change. This paper shows that measures of uncertainty and risk aversion rise sharply during Presidential honeymoons. Consistent
Publikováno v:
Journal of Futures Markets. 36:107-126
Goyal and Saretto (2009) conjecture that deviations of option implied volatility from long‐run historical levels—the volatility spread—provide a signal of option mispricing. This paper re‐examines the profitability of trading the volatility s