"Gossip" is of course a pejorative term for "idle talk". It implies negativity.
That said, "gossip" isn't necessarily saying negative things about people. For example, lets say the gossip was good news: "Alice is having a baby! Isn't that wonderful?" Except Alice didn't want everybody to know she was pregnant just yet. She was looking forward to telling everybody in her own time, and now everybody knows.
Some people are "gossips" their whole lives. Other people learn over time that it can be hurtful. The former tend to get labelled eventually and most people do give them a wide berth.
To be honest, although you are not getting the instant results you want, I think you already have the right approach. Show no interest in gossip, and don't be a part of it. There is nothing you can do to shut it down, especially when it is about yourself. The more you protest, the more gossips will talk about it.
If somebody says something negative to you about another person, you can shut that down by disagreeing, in a polite way. Simply say something nice about them. For example:
Gossip: "I find John a bit annoying. Don't you?"
You: "Actually I've always found him to be pleasant and very helpful."
That tells the gossip that you are an ally of that person and they won't dare say anything negative to you in future in case it gets back to them.
If someone comes to you about something they have heard about you, then you have an opportunity to either correct it if it is untrue, or confirm it. When dealing with something untrue, try not to get upset. Just dismiss it as untrue. You could ask who told them, but then you're getting into the realm of causing divisions. Telling someone that they've been lied to will put them off listening to gossip in the future. If something is true about you and is fascinating other people, a smile and a quiet confirmation shows you aren't embarrassed of it, and again this diffuses gossip. It isn't exciting if it doesn't cause you embarrassment. Of course, when dealing with malicious or unacceptable extremes of gossip by all means take whatever action is available to you in the workplace to root it out and have it dealt with formally.
Lastly, don't start to imagine the gossip that might be said about you. We can't ever know what people say about us behind our backs; not even what our friends say about us. Therein madness lies. True friendship involves knowing people's bad points and still being friends.
You are new to the office, and so things will settle down over time. Decent people will be drawn to you and will grow to trust you over time if you just keep out of the gossip.