As far as I know the cock crowing is simply heralding the day when all ghosts must return to the grave, so the cock has no real supernatursal significanced in itself, although the cock is spoken to as though it can understand humans as in some Child ballads with other birds. The cock crowing in King Herod of course is defintely supernatural as it's already been killed, plucked and cooked and I believe if my memory serves me correctly the idea is an apocryphal religious story.

Fred,
The item given in Clare's book is nothing like The Grey Cock in any traditional version. Deacon quite rightly states 'This is surely a song written by Clare'. If anything it could be a parody of 'William's Ghost' It is titled 'Shipwreckt Ghost'.