Asymmetric volatility transmission in international stock markets
Gregory Koutmos;G.Geoffrey Booth.
Journal of International Money and Finance (1995)
Trade Size and Components of the Bid-Ask Spread
Ji-Chai Lin;Gary C. Sanger;G. Geoffrey Booth.
Review of Financial Studies (1995)
Price discovery and common factor models
Richard T. Baillie;G. Geoffrey Booth;Yiuman Tse;Tatyana Zabotina.
Journal of Financial Markets (2002)
Price and volatility spillovers in Scandinavian stock markets
G.Geoffrey Booth;Teppo Martikainen;Yiuman Tse.
Journal of Banking and Finance (1997)
Price discovery in the German equity index derivatives markets
G. Geoffrey Booth;Raymond W. So;Yiuman Tse.
Journal of Futures Markets (1999)
The Siable-Law Model of Stock Returns
Vedat Akgiray;G. Geoffrey Booth.
Journal of Business & Economic Statistics (1988)
Trading and Pricing in Upstairs and Downstairs Stock Markets
G. Geoffrey Booth;Ji Chai Lin;Teppo Martikainen;Yiuman Tse.
Review of Financial Studies (2002)
R/S analysis of foreign exchange rates under two international monetary regimes
G.Geoffrey Booth;Fred R. Kaen;Peter E. Koveos.
Journal of Monetary Economics (1982)
Mixed Diffusion-Jump Process Modeling of Exchange Rate Movements
Vedat Akgiray;G. Geoffrey Booth.
The Review of Economics and Statistics (1988)
POST-ANNOUNCEMENT DRIFT AND INCOME SMOOTHING: FINNISH EVIDENCE
G. Geoffrey Booth;Juha Pekka Kallunki;Teppo Martikainen.
Journal of Business Finance & Accounting (1996)
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University of Missouri–St. Louis
King's College London
University of Missouri–St. Louis
King's College London
Michigan State University
University of Windsor
Walt Disney (United States)
University of Aveiro
University of Amsterdam
National Research Council (CNR)
Tianjin University
Virginia Tech
University of Missouri–Kansas City
Ludwig-Maximilians-Universität München
Institute of Geosciences and Earth Resources
Johns Hopkins University
Inserm
University of Exeter
European University of Madrid
Brigham and Women's Hospital
National Institute for Public Health and the Environment