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Economics and Finance

D-Index
36
Citations
7662
World Ranking
2767
National Ranking
1540

Overview

G. Geoffrey Booth is affiliated with Michigan State University in the United States. Their research contributions span multiple fields including accounting, management science and operations research, applied mathematics, geology, and finance.

The scientist has authored several papers published mainly in the SSRN Electronic Journal and the Journal of Economic Interaction and Coordination. Notable recent publications include:

  • The complex nature of financial market microstructure: the case of a stock market crash, 2022, Journal of Economic Interaction and Coordination
  • The Influence of Management Design on Mutual Fund Performance, 2023, SSRN Electronic Journal
  • Cognitive Biases and Their Impact on the Supply Chain Inventory Decisions: Theory and Example, 2024, SSRN Electronic Journal
  • Impact of Cognitive Biases on Forecasting, 2022, SSRN Electronic Journal
  • Complex Behavior in the Vintage Violin Market, 2023, SSRN Electronic Journal

Booth's research topics cover a range of areas, particularly focusing on forecasting techniques and applications, point processes and geometric inequalities, and 3D surveying and cultural heritage. Their work also addresses themes in financial markets and investment strategies, corporate finance and governance, auditing, earnings management, governance, as well as decision-making and behavioral economics.

  • Forecasting Techniques and Applications
  • Point processes and geometric inequalities
  • 3D Surveying and Cultural Heritage
  • Financial Markets and Investment Strategies
  • Corporate Finance and Governance
  • Auditing, Earnings Management, Governance
  • Decision-Making and Behavioral Economics

The scientist has collaborated frequently with several co-authors, reflecting a diverse set of research interactions. These co-authors include Panayiotis Theodossiou, Polina Ellina, Feng Shi, Iordanis Karagiannidis, and John Paul Broussard.

  • Panayiotis Theodossiou
  • Polina Ellina
  • Feng Shi
  • Iordanis Karagiannidis
  • John Paul Broussard

Booth's contributions in the SSRN Electronic Journal are predominant, totaling seven publications, alongside at least one publication in the Journal of Economic Interaction and Coordination.

Best Publications

  • Asymmetric volatility transmission in international stock markets

    Gregory Koutmos;G.Geoffrey Booth

  • Trade Size and Components of the Bid-Ask Spread

    Ji-Chai Lin;Gary C. Sanger;G. Geoffrey Booth

  • Price discovery and common factor models

    Richard T. Baillie;G. Geoffrey Booth;Yiuman Tse;Tatyana Zabotina

  • Price and volatility spillovers in Scandinavian stock markets

    G.Geoffrey Booth;Teppo Martikainen;Yiuman Tse

  • Price discovery in the German equity index derivatives markets

    G. Geoffrey Booth;Raymond W. So;Yiuman Tse

  • The Siable-Law Model of Stock Returns

    Vedat Akgiray;G. Geoffrey Booth

  • Trading and Pricing in Upstairs and Downstairs Stock Markets

    G. Geoffrey Booth;Ji Chai Lin;Teppo Martikainen;Yiuman Tse

  • R/S analysis of foreign exchange rates under two international monetary regimes

    G.Geoffrey Booth;Fred R. Kaen;Peter E. Koveos

  • Mixed Diffusion-Jump Process Modeling of Exchange Rate Movements

    Vedat Akgiray;G. Geoffrey Booth

  • POST-ANNOUNCEMENT DRIFT AND INCOME SMOOTHING: FINNISH EVIDENCE

    G. Geoffrey Booth;Juha Pekka Kallunki;Teppo Martikainen

  • Trade Size and Components of the Bid-Ask Spread

    Ji-Chai Lin;G. Geoffrey Booth;G. Geoffrey Booth;Gary C. Sanger

  • Are There Long Cycles in Common Stock Returns

    Kursat Aydogan;G. Geoffrey Booth

  • The relationship between US and Canadian wheat futures

    G. Geoffrey Booth;Paul Brockman;Yiuman Tse

  • The relationship between nominal interest rates and inflation: international evidence

    G.Geoffrey Booth;Cetin Ciner

  • Prudent margin levels in the Finnish stock index futures market

    G. Geoffrey Booth;John Paul Broussard;Teppo Martikainen;Vesa Puttonen

  • International linkages in Nikkei Stock Index futures markets

    G.Geoffrey Booth;Tae-Hwy Lee;Yiuman Tse

  • COMPOUND DISTRIBUTION MODELS OF STOCK RETURNS: AN EMPIRICAL COMPARISON

    Vedat Akgiray;G. Geoffrey Booth

  • Intraday Volatility in International Stock Index Futures Markets: Meteor Showers or Heat Waves?

    G. Geoffrey Booth;Mustafa Chowdhury;Teppo Martikainen;Yiuman Tse

  • Calendar anomalies in the Turkish foreign exchange markets

    Kürsat Aydoğan;G. Geoffrey Booth

  • Long-run dynamics of black and official exchange rates

    G.Geoffrey Booth;Chowdhury Mustafa

Frequent Co-Authors

Yiuman Tse
Yiuman Tse University of Missouri–St. Louis
Allan H. Young
Allan H. Young King's College London
Hung-Gay Fung
Hung-Gay Fung University of Missouri–St. Louis
Kenneth A. Frank
Kenneth A. Frank Michigan State University
Richard T. Baillie
Richard T. Baillie King's College London
Paul Brockman
Paul Brockman Lehigh University

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