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G. Geoffrey Booth · Study
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Author
G. Geoffrey Booth
36 works
· latest 2015
· 4 institutions
cluster: provisional
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33
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36
Citations
4,449
Works here
36
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Most cited in this library
Asymmetric volatility transmission in international stock markets
1995 · 728 citations
Trade Size and Components of the Bid-Ask Spread
1995 · 553 citations
Price discovery and common factor models
2002 · 546 citations
Price and volatility spillovers in Scandinavian stock markets
1997 · 304 citations
Price discovery in the German equity index derivatives markets
1999 · 298 citations
Works
36 shown
A risk-return explanation of the momentum-reversal “anomaly”
Journal of Empirical Finance
·
2015
·
3 authors
·
Open access
33
citations
How does the financial environment affect the stock market valuation of R&D spending?
Journal of Financial Intermediation
·
2005
·
5 authors
39
citations
Calendar anomalies in the Turkish foreign exchange markets
Applied Financial Economics
·
2003
·
2 authors
·
other
·
Open access
48
citations
Price discovery and common factor models
Journal of Financial Markets
·
2002
·
4 authors
546
citations
Trading and Pricing in Upstairs and Downstairs Stock Markets
Review of Financial Studies
·
2002
·
4 authors
205
citations
The relationship between nominal interest rates and inflation: international evidence
Journal of Multinational Financial Management
·
2001
·
2 authors
72
citations
Liquidity and the turn-of-the-month effect: evidence from Finland
Journal of International Financial Markets Institutions and Money
·
2001
·
3 authors
43
citations
Price discovery in the German equity index derivatives markets
Journal of Futures Markets
·
1999
·
3 authors
298
citations
The behavior of extreme values in Germany's stock index futures: An application to intradaily margin setting
European Journal of Operational Research
·
1998
·
2 authors
41
citations
Intraday Volatility in International Stock Index Futures Markets: Meteor Showers or Heat Waves?
Management Science
·
1997
·
4 authors
56
citations
International transmission on information in corn futures markets
Journal of Multinational Financial Management
·
1997
·
2 authors
37
citations
Delayed price response to the announcements of earnings and its components in Finland
European Accounting Review
·
1997
·
3 authors
35
citations
Prudent Margin Levels in the Finnish Stock Index Futures Market
Management Science
·
1997
·
4 authors
55
citations
Price and volatility spillovers in Scandinavian stock markets
Journal of Banking & Finance
·
1997
·
3 authors
304
citations
POST‐ANNOUNCEMENT DRIFT AND INCOME SMOOTHING: FINNISH EVIDENCE
Journal of Business Finance & Accounting
·
1996
·
3 authors
92
citations
Common volatility and volatility spillovers between U.S. and Eurodollar interest rates: Evidence from the futures market
Journal of Economics and Business
·
1996
·
2 authors
42
citations
The international transmission of information in Eurodollar futures markets: a continuously trading market hypothesis
Journal of International Money and Finance
·
1996
·
3 authors
39
citations
International linkages in Nikkei Stock Index futures markets
Pacific-Basin Finance Journal
·
1996
·
3 authors
41
citations
A reexamination of corporate sell-offs of real estate assets
The Journal of Real Estate Finance and Economics
·
1996
·
3 authors
32
citations
Asymmetric volatility transmission in international stock markets
Journal of International Money and Finance
·
1995
·
2 authors
728
citations
Trade Size and Components of the Bid-Ask Spread
Review of Financial Studies
·
1995
·
3 authors
553
citations
Long memory in interest rate futures markets: A fractional cointegration analysis
Journal of Futures Markets
·
1995
·
2 authors
58
citations
Stochastic modeling of security returns: Evidence from the Helsinki Stock Exchange
European Journal of Operational Research
·
1992
·
4 authors
38
citations
Long-run dynamics of black and official exchange rates
Journal of International Money and Finance
·
1991
·
2 authors
64
citations
Conditional Dependence in Precious Metal Prices
Financial Review
·
1991
·
4 authors
56
citations
A causal analysis of black and official exchange rates: The turkish case
Review of World Economics
·
1989
·
4 authors
27
citations
Mixed Diffusion-Jump Process Modeling of Exchange Rate Movements
The Review of Economics and Statistics
·
1988
·
2 authors
129
citations
Are There Long Cycles in Common Stock Returns?
Southern Economic Journal
·
1988
·
2 authors
113
citations
Distribution properties of Latin American black market exchange rates
Journal of International Money and Finance
·
1988
·
3 authors
45
citations
The Stable-Law Model of Stock Returns
Journal of Business and Economic Statistics
·
1988
·
2 authors
240
citations
COMPOUND DISTRIBUTION MODELS OF STOCK RETURNS: AN EMPIRICAL COMPARISON
The Journal of Financial Research
·
1987
·
2 authors
63
citations
STOCK PRICE PROCESSES WITH DISCONTINUOUS TIME PATHS: AN EMPIRICAL EXAMINATION
Financial Review
·
1986
·
2 authors
34
citations
R/S analysis of foreign exchange rates under two international monetary regimes
Journal of Monetary Economics
·
1982
·
3 authors
146
citations
Gold and Silver Spot Prices and Market Information Efficiency
Financial Review
·
1979
·
2 authors
34
citations
FOREIGN EXCHANGE MARKET EFFICIENCY UNDER FLEXIBLE EXCHANGE RATES
The Journal of Finance
·
1977
·
3 authors
37
citations
The Identification and Estimation of a University's Economic Impacts
The Journal of Higher Education
·
1976
·
2 authors
26
citations