Galagedera Don and Yoshihiro Kitamura
Email: tissa.galagedera@monash.edu
Effect of exchange rate return on volatility spill over across trading regions

Gao Ning and Abdulkadir Mohamed
Email: ning.gao@mbs.ac.uk
Cash Reserve Effects for Bidders in the U.K.

Gerakos Joseph and Gavin Cassar
Email: cassar@wharton.upenn.edu
How do hedge funds manage portfolio risk?

Gerard Xavier
Email: xmygerard@hotmail.com
Information Uncertainty and the Post-Earnings Announcement Drift in Europe

Gharghori Philip, Daniel Chai and Robert Faff
Email: philip.gharghori@monash.edu
Liquidity in asset pricing: New evidence using low frequency data

Goh Lisa, Vasiliki Athanasakou and Daniel Ferreira
Email: V.Athanasakou@lse.ac.uk
Excessive Risk-taking and the Structure of Executive Compensation

Gonenc Halit, Ettore Crocia and Neslihan Ozkanc
Email: ettore.croci@unimib.it
CEO Compensation, Family Control, And Institutional Investors In Continental Europe

Gonenc Halit and Bruce Seifert
Email: ettore.croci@unimib.it
Creditor Rights and Cash Levels

Gong Stephen X. and Ferdinand A. Gul
Email: afxhg@inet.polyu.edu.hk
Media Coverage, Divergence of Opinion and Chinese Stock Market Outcomes

Gonzalez Laura
Email: linbh@nchu.edu.tw
Bank Loans and Bubbles: How Informative are the Announcements?

Gottschalk Katrin and Paddy Walker
Email: katrin.gottschalk@aut.ac.nz
The timeliness of CDS spread changes in predicting corporate default, 2004-2008

Gregoire Philippe, R. Glenn Hubbard, Michael F. Koehn, Jimmy Royer and Marc Van Audenrode
Email: philippe.gregoire@fsa.ulaval.ca
Is backdating executive stock options always harmful to shareholders?

Gunduz Yalin and Marliese Uhrig-Homburg
Email: yalingunduz@yahoo.com
Does Modeling Framework Matter? A Comparative Study of Structural and Reduced-Form Models

Gupta Aparna, Chanaka Edirisinghe and Wendy Roth
Email: chanaka@utk.edu
Analysis of the Impact of Contagion Flow on High Yield Bond Portfolio