Stephen Gray
Impact in
- Finance top 0.5%
- Financial Risk and Volatility Modeling
- Financial Markets and Investment Strategies
- Stochastic processes and financial applications
- Credit Risk and Financial Regulations
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- Monetary Policy and Economic Impact
Papers in
- Finance 38
- Financial Markets and Investment Strategies 17
- Stochastic processes and financial applications 12
- Financial Risk and Volatility Modeling 8
- Accounting 38
- Corporate Finance and Governance 31
- Auditing, Earnings Management, Governance 10
- Co-authors
- John Nowland (15 shared papers)Philip Gray (7 shared papers)Robert E. Whaley (5 shared papers)Yanhui Wu (3 shared papers)Sirimon Treepongkaruna (9 shared papers)Kam Fong Chan (3 shared papers)Robert Brooks (3 shared papers)Clive Gaunt (1 shared paper)
- Journals
- Accounting and Finance (14 papers)Australian Journal of Management (8 papers)Journal of International Economics (2 papers)Pacific-Basin Finance Journal (2 papers)International Review of Finance (2 papers)
- Partner nations
- AustraliaUnited StatesHong Kong
In The Last Decade
Stephen Gray
67 papers receiving 2.7k citations
Stephen Gray's Hit Papers
Peers
Comparison fields: 5 of 92
- Finance 1.8k
- General Economics, Econometrics and Finance 823
- Accounting 894
- Economics and Econometrics 1.6k
- Strategy and Management 308
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 74 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 | 1036 |
| 2 | 2010 | 244 | |
| 3 | 2010 | 150 | |
| 4 | 2000 | 150 | |
| 5 | 1997 | 144 | |
| 6 | 2014 | 127 | |
| 7 | 2011 | 92 | |
| 8 | 2004 | 81 | |
| 9 | 2006 | 74 | |
| 10 | 1998 | 66 | |
| 11 | 2000 | 65 | |
| 12 | Volatility in energy prices | 1999 | 55 |
| 13 | 2014 | 42 | |
| 14 | 2006 | 41 | |
| 15 | 2015 | 40 | |
| 16 | 2012 | 37 | |
| 17 | 2010 | 36 | |
| 18 | Modeling the Conditional Distribution of Interest Rates as a Regime-Switching Process | 1998 | 35 |
| 19 | 1999 | 35 | |
| 20 | 2003 | 32 |
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 74 papers that have together received 2.9k indexed citations. Recurring topics across this work include Corporate Finance and Governance (31 papers), Financial Reporting and Valuation Research (23 papers), Financial Markets and Investment Strategies (17 papers), Stochastic processes and financial applications (12 papers), Monetary Policy and Economic Impact (12 papers), Auditing, Earnings Management, Governance (10 papers), Financial Risk and Volatility Modeling (8 papers) and Market Dynamics and Volatility (8 papers). The work is most often cited by research in Finance (1.8k citations), General Economics, Econometrics and Finance (823 citations), Accounting (894 citations), Economics and Econometrics (1.6k citations) and Strategy and Management (308 citations). Stephen Gray has collaborated with scholars based in Australia, United States and Hong Kong. Frequent co-authors include John Nowland, Philip Gray, Robert E. Whaley, Yanhui Wu, Sirimon Treepongkaruna, Kam Fong Chan, Robert Brooks, Clive Gaunt, Nicolas P. B. Bollen and Renée B. Adams. Their work appears in journals such as Accounting and Finance, Australian Journal of Management, Journal of International Economics, Pacific-Basin Finance Journal and International Review of 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.