She "brought ectasy to more and balder business men than ever before."
Gray toured the country and popularized "a dance called the 'shimmy' which became fashionable in 1920s films and theater productions."
She didn't invent it.
Although the shimmy was already a well-known dance move, se appropriated it as her own: when she was asked about her dancing style, she replied in a heavy Polish accent; "I'm shaking my chemise," which sounded to the English-speaking audience like shimmy.
She lost everything in the crash, floated from husband to husband, and died of food poisoning.