| Accruals quality, information risk and cost of capital: Evidence from Australia P Gray, PS Koh, YH Tong Journal of Business Finance & Accounting 36 (1‐2), 51-72, 2009 | 313 | 2009 |
| Testing market efficiency: Evidence from the NFL sports betting market PK Gray, SF Gray The Journal of Finance 52 (4), 1725-1737, 1997 | 295 | 1997 |
| Using extreme value theory to measure value-at-risk for daily electricity spot prices KF Chan, P Gray International Journal of forecasting 22 (2), 283-300, 2006 | 260 | 2006 |
| The relationship between asset growth and the cross-section of stock returns P Gray, J Johnson Journal of banking & Finance 35 (3), 670-680, 2011 | 136 | 2011 |
| A new approach to characterizing and forecasting electricity price volatility KF Chan, P Gray, B van Campen International Journal of Forecasting 24 (4), 728-743, 2008 | 105 | 2008 |
| The MAX effect: An exploration of risk and mispricing explanations A Zhong, P Gray Journal of Banking & Finance 65, 76-90, 2016 | 96 | 2016 |
| The impact of share price on seasonality and size anomalies in Australian equity returns C Gaunt, P Gray, J McIvor Accounting & Finance 40 (1), 33-50, 2000 | 85 | 2000 |
| Short-term autocorrelation in Australian equities C Gaunt, P Gray Australian Journal of Management 28 (1), 97-117, 2003 | 62 | 2003 |
| Anomalies, risk adjustment and seasonality: Australian evidence A Zhong, M Limkriangkrai, P Gray International Review of Financial Analysis 35, 207-218, 2014 | 38 | 2014 |
| Canonical valuation of options in the presence of stochastic volatility P Gray, S Newman Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2005 | 35 | 2005 |
| On the estimation and comparison of short-rate models using the generalised method of moments R Faff, P Gray Journal of Banking & Finance 30 (11), 3131-3146, 2006 | 31 | 2006 |
| Volatility jumps and macroeconomic news announcements KF Chan, P Gray Journal of Futures Markets 38 (8), 881-897, 2018 | 29 | 2018 |
| The efficiency of Australian football betting markets TJ Brailsford, PK Gray, SA Easton, SF Gray Australian Journal of Management 20 (2), 167-195, 1995 | 29 | 1995 |
| Political uncertainty, market anomalies and presidential honeymoons KF Chan, P Gray, S Gray, A Zhong Journal of Banking & Finance 113, 105749, 2020 | 27 | 2020 |
| Stock weighting and nontrading bias in estimated portfolio returns P Gray Accounting & Finance 54 (2), 467-503, 2014 | 24 | 2014 |
| Canonical valuation and hedging of index options P Gray, S Edwards, E Kalotay Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2007 | 24 | 2007 |
| Do scheduled macroeconomic announcements influence energy price jumps? KF Chan, P Gray Journal of Futures Markets 37 (1), 71-89, 2017 | 22 | 2017 |
| Assessing the information content of short-selling metrics using daily disclosures C Comerton-Forde, BH Do, P Gray, T Manton Journal of Banking & Finance 64, 188-204, 2016 | 21 | 2016 |
| Consumer expectations and short-horizon return predictability E Kalotay, P Gray, S Sin Journal of Banking & Finance 31 (10), 3102-3124, 2007 | 21 | 2007 |
| Bayesian estimation of short-rate models P Gray Australian Journal of Management 30 (1), 1-22, 2005 | 20 | 2005 |
