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G. Geoffrey Booth
G. Geoffrey Booth
Professor Emirtus, Michigan State Universityl
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Title
Cited by
Cited by
Year
Asymmetric volatility transmission in international stock markets
G Koutmos, GG Booth
Journal of international Money and Finance 14 (6), 747-762, 1995
11741995
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
8921995
Price discovery and common factor models
RT Baillie, GG Booth, Y Tse, T Zabotina
Journal of financial markets 5 (3), 309-321, 2002
7062002
Price and volatility spillovers in Scandinavian stock markets
GG Booth, T Martikainen, Y Tse
Journal of Banking & Finance 21 (6), 811-823, 1997
4721997
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
4671999
The stable-law model of stock returns
V Akgiray, GG Booth
Journal of Business & Economic Statistics 6 (1), 51-57, 1988
3441988
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
2722002
Mixed diffusion-jump process modeling of exchange rate movements
V Akgiray, GG Booth
The Review of Economics and Statistics, 631-637, 1988
2441988
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
2211982
Post‐announcement drift and income smoothing: Finnish evidence
GG Booth, JP Kallunki, T Martikainen
Journal of Business Finance & Accounting 23 (8), 1197-1211, 1996
1611996
Are there long cycles in common stock returns?
K Aydogan, GG Booth
Southern economic journal, 141-149, 1988
1561988
The relationship between nominal interest rates and inflation: international evidence
GG Booth, C Ciner
Journal of Multinational Financial Management 11 (3), 269-280, 2001
1192001
The relationship between US and Canadian wheat futures
G Geoffrey Booth, P Brockman, Y Tse
Applied Financial Economics 8 (1), 73-80, 1998
1121998
Conditional dependence in precious metal prices
V Akgiray, GG Booth, JJ Hatem, C Mustafa
Financial Review 26 (3), 367-386, 1991
1061991
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
1001997
International linkages in Nikkei stock index futures markets
GG Booth, TH Lee, Y Tse
Pacific-Basin Finance Journal 4 (1), 59-76, 1996
1001996
Compound distribution models of stock returns: An empirical comparison
V Akgiray, GG Booth
Journal of Financial Research 10 (3), 269-280, 1987
961987
Calendar anomalies in the Turkish foreign exchange markets
K Aydoğan, G Geoffrey Booth
Applied Financial Economics 13 (5), 353-360, 2003
882003
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
881997
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
832006
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