Gajewski Jean-François, Dinh Thanh Huong
Email: gajewski@univ-paris12.fr
An experimental study of trading volume and divergence of expectations around earnings announcement

Galagedera Don
Email: Tissa.Galagedera@buseco.monash.edu.au
Relationship between downside beta and CAPM beta

Garcia Garcia Fernando, Moya Clemente Ismael
Email: fergarga@esp.upv.es
Integration of the monetary market. A gravitational model via target

Gardner Peter, Swan Peter, Gallagher David
Email: peterg@sirca.org.au
Leading the herd to greener pastures: When trade imitation is the most ‘profitable’ form of flattery

Garleanu Nicolae
Email: garleanu@wharton.upenn.edu
Portfolio choice and pricing in illiquid markets

Garrett Ian, Hyde Stuart, Varas Jose
Email: ian.garrett@mbs.ac.uk
The interaction between latin american stock markets and the US

Garvey John
Email: john.garvey@ul.ie
Using options data to optimally rebalance an equity portfolio.

Gatti Stefano, Corielli Francesco, Steffanoni Alessandro
Email: stefano.gatti@uni-bocconi.it
Can nonfinancial contracts influence the pricing of financial contracts and leverage? Evidence from the international project finance loans market

Gershun Natalia, Harrison Sharon
Email: ng65@columbia.edu
Asset pricing in dynamic stochastic general equilibrium models with indeterminacy

Ghicas Dimitrios, Siougle Georgia, Doukakis Leonidas
Email: gikas@aueb.gr
Determinants of Stock Returns Subsequent to Initial Public Offerings

Giambona Erasmo, Golec Joseph
Email: egiambona@rwu.edu
Strategic trading in the wrong direction by a large institutional investor

Giamouridis Daniel, Vrontos Ioannis D., Vrontos S.
Email: dgiamour@aueb.gr
Evaluating hedge fund investments: A Bayesian investigation of skill and persistence

Gil-Bazo Javier, Moreno David, Tapia Mikel
Email: javier.gil.bazo@uc3m.es
Price dynamics, informational efficiency and wealth distribution in continuous double auction markets

Ginglinger Edith, Hamon Jacques
Email: edith.ginglinger@dauphine.fr
Share repurchase regulations: do firms play by the rules?

Goergen Marc, Renneboog Luc, Khurshed Arif
Email: M.Goergen@shef.ac.uk
Initial public offerings on the European new markets: why was underpricing so high and so different between markets?

Gounopoulos Dimitrios
Email: DimiGoun@yahoo.com
Flipping activity in fixed offer price mechanism allocated IPOs

Gregory Alan, Matatko John
Email: a.gregory@ex.ac.uk
Long run abnormal returns to acquiring firms: the form of payment hypothesis, bidder hostility and timing behavior

Groh Alexander, Gottschalg Oliver
Email: groh@bwl.tu-darmstadt.de
The risk-adjusted performance of US buyouts

Grote Michael, Umber Marc
Email:
Home biased? A spatial analysis of the domestic merging behavior of US firms

Guedhami Omrane, Sy Oumar
Email: guedhami@mun.ca
A three-moment intertemporal capital asset pricing model: theory and evidence

Guest Paul
Email: pmg20@cus.cam.ac.uk
Do cross-border acquisitions cause convergence in executive compensation? Evidence from UK acquisitions of u.s. targets

Guidolin Massimo, Ono Sadayuki
Email: Massimo.Guidolin@stls.frb.org
Are the dynamic linkages between the macroeconomy and asset prices time-varying?

Guidolin Massimo, Fugazza Carolina, Nicodano Giovanna
Email: Massimo.Guidolin@stls.frb.org
Investing for the long-run in European real estate

Guidolin Massimo, Hyde Stuart
Email: Massimo.Guidolin@stls.frb.org
Who tames the celtic tiger? Portfolio implications from a multivariate markov switching model

Guidolin Massimo, Nicodano Giovanna
Email: Massimo.Guidolin@stls.frb.org
Small caps in international equity portfolios: the effects of variance risk