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Gordon Gemmill · Study

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Gordon Gemmill

13 works· latest 2019· 4 institutionscluster: provisional

h-index13

i1013

Citations1,019

Works here13

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Most cited in this library

Noise Trading, Costly Arbitrage, and Asset Prices: Evidence from Closed‐end Funds2002 · 236 citations
Transparency and Liquidity: A Study of Block Trades on the London Stock Exchange under Different Publication Rules1996 · 167 citations
Political risk and market efficiency: Tests based in British stock and options markets in the 1987 election1992 · 134 citations
What drives credit risk in emerging markets? The roles of country fundamentals and market co-movements2006 · 103 citations
How Useful are Implied Distributions?2000 · 94 citations

Works

13 shown

Testing Merton’s Model for Credit Spreads on Zero-Coupon Bonds

WORLD SCIENTIFIC eBooks·2019·1 author·chapter·Open access

40citations

Downside risk and the size of credit spreads

Journal of Banking & Finance·2011·2 authors

31citations

The Impact of Corporate Governance on Closed‐end Funds

European Financial Management·2006·2 authors

31citations

Performance measurement with loss aversion

Journal of Asset Management·2006·3 authors·Open access

23citations

What drives credit risk in emerging markets? The roles of country fundamentals and market co-movements

Journal of International Money and Finance·2006·2 authors

103citations

What Drives Credit Risk in Emerging Markets? The Role of Country Fundamentals and Market Co-Movements

SSRN Electronic Journal·2004·2 authors·preprint

·Open access

29citations

Noise Trading, Costly Arbitrage, and Asset Prices: Evidence from Closed‐end Funds

The Journal of Finance·2002·2 authors·Open access

236citations

How Useful are Implied Distributions?

The Journal of Derivatives·2000·2 authors

94citations

Transparency and Liquidity: A Study of Block Trades on the London Stock Exchange under Different Publication Rules

The Journal of Finance·1996·1 author

167citations

Did option traders anticipate the crash? Evidence from volatility smiles in the U.K. with U.S. comparisons

Journal of Futures Markets·1996·1 author

53citations

Margins and the safety of clearing houses

Journal of Banking & Finance·1994·1 author

32citations

Political risk and market efficiency: Tests based in British stock and options markets in the 1987 election

Journal of Banking & Finance·1992·1 author

134citations

The Forecasting Performance of Stock Options On the London Traded Options Market

Journal of Business Finance &amp Accounting·1986·1 author

46citations