Stephen Gray
Impact in
- Finance top 0.5%
- Financial Risk and Volatility Modeling
- Financial Markets and Investment Strategies
- Stochastic processes and financial applications
- Accounting top 1%
- Corporate Finance and Governance
- Financial Distress and Bankruptcy Prediction
Papers in
- Finance 32
- Financial Markets and Investment Strategies 15
- Stochastic processes and financial applications 12
- Financial Risk and Volatility Modeling 4
- Global Financial Crisis and Policies 2
- Accounting 16
- Corporate Finance and Governance 15
- Corporate Taxation and Avoidance 6
- Co-authors
- Robert E. Whaley (4 shared papers)Yanhui Wu (2 shared papers)Sirimon Treepongkaruna (8 shared papers)Philip K. Gray (6 shared papers)John Nowland (7 shared papers)Kam Fong Chan (2 shared papers)Robert Brooks (2 shared papers)Clive Gaunt (1 shared paper)
- Journals
- Accounting and Finance (13 papers)Australian Journal of Management (8 papers)International Review of Finance (2 papers)Pacific-Basin Finance Journal (2 papers)Journal of Banking & Finance (2 papers)
- Partner nations
- AustraliaUnited StatesHong Kong
In The Last Decade
Stephen Gray
50 papers receiving 2.3k citations
Stephen Gray's Hit Papers
Peers
Comparison fields: 5 of 63
- Finance 1.4k
- Accounting 536
- General Economics, Econometrics and Finance 197
- Economics and Econometrics 507
- Management Science and Operations Research 126
Countries citing papers authored by Stephen Gray
This map shows the geographic impact of Stephen Gray's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Stephen Gray with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Stephen Gray more than expected).
Fields of papers citing papers by Stephen Gray
This network shows the impact of papers produced by Stephen Gray. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Stephen Gray. The network helps show where Stephen Gray may publish in the future.
Co-authors
The 25 scholars most cited alongside Stephen Gray, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 53 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | Modeling the conditional distribution of interest rates as a regime-switching process Hit paper breakdown → | 1996 | 923 |
| 2 | 2010 | 239 | |
| 3 | 2010 | 157 | |
| 4 | 1997 | 141 | |
| 5 | 2014 | 132 | |
| 6 | 2000 | 128 | |
| 7 | 2006 | 73 | |
| 8 | 2004 | 62 | |
| 9 | 1998 | 58 | |
| 10 | 2000 | 57 | |
| 11 | Volatility in energy prices | 1999 | 46 |
| 12 | 2014 | 42 | |
| 13 | 2015 | 39 | |
| 14 | 2006 | 38 | |
| 15 | 2012 | 37 | |
| 16 | 1999 | 34 | |
| 17 | 1997 | 32 | |
| 18 | 2003 | 28 | |
| 19 | 2012 | 28 | |
| 20 | 2018 | 25 |
About Stephen Gray
Stephen Gray is a scholar working on Finance, Accounting, Strategy and Management, Economics and Econometrics and General Economics, Econometrics and Finance, having authored 53 papers that have together received 2.5k indexed citations. Recurring topics across this work include Corporate Finance and Governance (15 papers), Financial Markets and Investment Strategies (15 papers), Stochastic processes and financial applications (12 papers), Corporate Taxation and Avoidance (6 papers), Financial Reporting and Valuation Research (5 papers), Sports Analytics and Performance (4 papers), Financial Risk and Volatility Modeling (4 papers) and Global Financial Crisis and Policies (2 papers). The work is most often cited by research in Finance (1.4k citations), Accounting (536 citations), General Economics, Econometrics and Finance (197 citations), Economics and Econometrics (507 citations) and Management Science and Operations Research (126 citations). Stephen Gray has collaborated with scholars based in Australia, United States and Hong Kong. Frequent co-authors include Robert E. Whaley, Yanhui Wu, Sirimon Treepongkaruna, Philip K. Gray, John Nowland, Kam Fong Chan, Robert Brooks, Clive Gaunt, Nicolas P. B. Bollen and Vanitha Ragunathan. Their work appears in journals such as Accounting and Finance, Australian Journal of Management, International Review of Finance, Pacific-Basin Finance Journal and Journal of Banking & Finance.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.