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Philip Gray

Professor Philip GRAY

Contact

Telephone +61 7 3346 8033
Facsimile +61 7 3346 8166
Email P.Gray@business.uq.edu.au
Location 39-319

Positions Held

Professor in Finance
Leader of Finance Cluster

Academic Qualifications

Degree Institution Field Year
PhD AGSM, University of New South Wales Finance 2000
MBus(Acc) Queensland University of Technology Accounting and Finance 1993
BCom The University of Queensland Commerce 1986

Memberships

  • Accounting and Finance Association of Australia and New Zealand (AFAANZ)
  • Asia-Pacific Finance Association
  • Australian Society of Certified Practising Accountants

Field of Current Research

Title of Research Area Brief Description
Return predictability Assessing the evidence of return predictability and its impact on investment practice and asset allocation. This can be approached in various ways, including traditional statistical analysis, economic significance of trading strategies, or analysis of the impact of predictability on optimal asset allocation decisions.
Market efficiency The econometrics of tests for market efficiency; assessing the extent to which a chosen research methodology drives common findings of market anomalies.
Derivative pricing Non-parametric methods of pricing and hedging options.

Research Interests

  • Corporate and Investment Valuation
  • Investments and Funds Management

Academic Cluster

Finance

UQ Business School earns re-accreditation from the European Foundation for Management Development. Read more
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