Statistics
Publications
15
Citations
457
H-Index
12
Active since
1972
Affiliations
G.J. Santoni is an author at Federal Reserve Bank of St. Louis specializing in economics, social sciences, and financial economics.
Publications per year
1972–1996
15
15
Stock price volatility: Some evidence from an ARCH model
Brad Baldauf, G.J. Santoni · Journal of Futures Markets · 1991 · 87 citations
Stock market volatility and regime shifts in returns
Chia-Shang James Chu, G.J. Santoni, Tung Liu · Information Sciences · 1996 · 55 citations
Circuit breakers and stock market volatility
G.J. Santoni, Tung Liu · Journal of Futures Markets · 1993 · 48 citations
Has Programmed Trading Made Stock Prices More Volatile?
G.J. Santoni · 1987 · 41 citations · Full text
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