G. Gemmill

Finance · 2000–2006

A researcher in the Science corpus: 3 papers; trusts 2 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

• Finance — 11 citations into it; #9,707 of 10,518 by trust here, #5,938 by citations

Whom G. Gemmill trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. D. Lando
2. Robert Fildes
3. Sreedhar T. Bharath
4. Tyler Shumway

Who trusts G. Gemmill overall

1. M. Cherkes
2. Jonathan B. Berk
3. Richard Stanton

Papers from G. Gemmill's perspective

Ordered by how strongly the researchers G. Gemmill trusts endorse each paper. Same corpus, a different order for every researcher.

1. Liquidity and Credit Risk
2. Forecasting structural time series models and the kalman filter: Andrew Harvey, 1989, (Cambridge University Press), 554 pp., ISBN 0-521-32196-4
3. Forecasting Default with the Kmv-Merton Model
4. Common risk factors in the returns on stocks and bonds
5. Do Credit Spreads Reflect Stationary Leverage Ratios
6. Modeling Sovereign Yield Spreads: A Case Study of Russian Debt
7. Fund Advisor Compensation in Closed‐End Funds
8. Credit Risk Modeling: Theory and Applications
9. Explaining the Rate Spread on Corporate Bonds
10. Multi-Period Corporate Default Prediction With Stochastic Covariates

Their papers

• Noise Trading, Costly Arbitrage, and Asset Prices: Evidence from Closed‐end Funds (2002) — 261 citations
• What drives Credit Risk in Emerging Markets? The Roles of Country Fundamentals and Market Co-movements (2006) — 122 citations
• How Useful are Implied Distributions? (2000) — 61 citations