Asymmetric volatility transmission in international stock markets G Koutmos, GG Booth Journal of international Money and Finance 14 (6), 747-762, 1995 | 1174 | 1995 |
Trade size and components of the bid-ask spread JC Lin, GC Sanger, GG Booth The Review of Financial Studies 8 (4), 1153-1183, 1995 | 892 | 1995 |
Price discovery and common factor models RT Baillie, GG Booth, Y Tse, T Zabotina Journal of financial markets 5 (3), 309-321, 2002 | 706 | 2002 |
Price and volatility spillovers in Scandinavian stock markets GG Booth, T Martikainen, Y Tse Journal of Banking & Finance 21 (6), 811-823, 1997 | 472 | 1997 |
Price discovery in the German equity index derivatives markets GG Booth, RW So, Y Tse Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 1999 | 467 | 1999 |
The stable-law model of stock returns V Akgiray, GG Booth Journal of Business & Economic Statistics 6 (1), 51-57, 1988 | 344 | 1988 |
Trading and pricing in upstairs and downstairs stock markets GG Booth, JC Lin, T Martikainen, Y Tse The Review of Financial Studies 15 (4), 1111-1135, 2002 | 272 | 2002 |
Mixed diffusion-jump process modeling of exchange rate movements V Akgiray, GG Booth The Review of Economics and Statistics, 631-637, 1988 | 244 | 1988 |
R/S analysis of foreign exchange rates under two international monetary regimes GG Booth, FR Kaen, PE Koveos Journal of monetary economics 10 (3), 407-415, 1982 | 221 | 1982 |
Post‐announcement drift and income smoothing: Finnish evidence GG Booth, JP Kallunki, T Martikainen Journal of Business Finance & Accounting 23 (8), 1197-1211, 1996 | 161 | 1996 |
Are there long cycles in common stock returns? K Aydogan, GG Booth Southern economic journal, 141-149, 1988 | 156 | 1988 |
The relationship between nominal interest rates and inflation: international evidence GG Booth, C Ciner Journal of Multinational Financial Management 11 (3), 269-280, 2001 | 119 | 2001 |
The relationship between US and Canadian wheat futures G Geoffrey Booth, P Brockman, Y Tse Applied Financial Economics 8 (1), 73-80, 1998 | 112 | 1998 |
Conditional dependence in precious metal prices V Akgiray, GG Booth, JJ Hatem, C Mustafa Financial Review 26 (3), 367-386, 1991 | 106 | 1991 |
Prudent margin levels in the Finnish stock index futures market GG Booth, JP Broussard, T Martikainen, V Puttonen Management Science 43 (8), 1177-1188, 1997 | 100 | 1997 |
International linkages in Nikkei stock index futures markets GG Booth, TH Lee, Y Tse Pacific-Basin Finance Journal 4 (1), 59-76, 1996 | 100 | 1996 |
Compound distribution models of stock returns: An empirical comparison V Akgiray, GG Booth Journal of Financial Research 10 (3), 269-280, 1987 | 96 | 1987 |
Calendar anomalies in the Turkish foreign exchange markets K Aydoğan, G Geoffrey Booth Applied Financial Economics 13 (5), 353-360, 2003 | 88 | 2003 |
Intraday volatility in international stock index futures markets: meteor showers or heat waves? GG Booth, M Chowdhury, T Martikainen, Y Tse Management Science 43 (11), 1564-1576, 1997 | 88 | 1997 |
How does the financial environment affect the stock market valuation of R&D spending? GG Booth, J Junttila, JP Kallunki, M Rahiala, P Sahlström Journal of Financial Intermediation 15 (2), 197-214, 2006 | 83 | 2006 |