Concepedia

Gordon Gemmill

GG

25

Publications

1.2K

Citations

17

H-Index

1980

Active since

Affiliations

University of Warwick(Current)

City, University of London

Barbican Centre

Queen Mary University of London

City University

Gordon Gemmill is an author at University of Warwick specializing in business, economics, and finance.

Top concepts

BusinessFinanceEconomicsManagementFinancial EconomicsAsset PricingEconomic AnalysisGlobal FinanceEmpirical FinanceMarket Microstructure

Publications per year

1980–2011

25

Publications

25

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

Gordon Gemmill, Dylan C. Thomas · The Journal of Finance · 2002 · 245 citations

Empirical Finance, Market Microstructure, Economics +14

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

Gordon Gemmill · The Journal of Finance · 1996 · 180 citations

Block Trades, Liquidity, Market Microstructure +17

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

Gordon Gemmill · Journal of Banking & Finance · 1992 · 137 citations

Empirical Finance, Economics, Financial Economics +10

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

Diana Diaz Weigel, Gordon Gemmill · Journal of International Money and Finance · 2006 · 115 citations

Emerging Market, Economics, Market Co-movements +11

How Useful are Implied Distributions?

Gordon Gemmill, Apostolos Saflekos · The Journal of Derivatives · 2000 · 95 citations

Rows per page

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