G. Geoffrey Booth - Concepedia

Author

G. Geoffrey Booth

Also Known As

G Booth, G Geoffrey Booth, G. G. Booth, G. GEOFFREY BOOTH, G. Geoffrey Booth, G. Geoffrey Geoffrey Booth, G.G. Booth, G.Geoffrey Booth, G. Geoffrey Booth, GEOFFREY BOOTH

150

Publications

5.5K

Citations

H-Index

Concepts

All Affiliations

Louisiana State University Michigan State University University of Vaasa Clarkson University University of Rhode Island

About

G. Geoffrey Booth is an author at Louisiana State University specializing in business, finance, and economics.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	34	63	5.1K
2	Management	10	10	595
3	Engineering	5	5	301
4	Education	2	2	33
5	Law	1	1	34

G. Geoffrey Booth

Publications

5.3K

Citations

H-Index

Page 1

	Year	Citations
Asymmetric volatility transmission in international stock markets Gregory Koutmos, G. Geoffrey Booth Journal of International Money and Finance Volatility ModelingFinancial EconomicsInternational FinanceAsset PricingBusiness	1995	736
Trade Size and Components of the Bid-Ask Spread Ji‐Chai Lin, Gary C. Sanger, G. Geoffrey Booth Review of Financial Studies Market MicrostructureEmpirical FinanceEconomicsElectronic AuctionFinancial Economics	1995	562
Price discovery and common factor models Richard T. Baillie, G. Geoffrey Booth, Yiuman Tse, Journal of Financial Markets EconomicsDynamic PricingAsset PricingPrice FormationCommon Factor Models	2002	553
Price and volatility spillovers in Scandinavian stock markets G. Geoffrey Booth, Teppo Martikainen, Yiuman Tse Journal of Banking & Finance Volatility ModelingEconomicsFinancial EconomicsAsset PricingMarket Trend	1997	310
Price discovery in the German equity index derivatives markets G. Geoffrey Booth, Raymond W. So, Yiuman Tse Journal of Futures Markets Market MicrostructureFinancial EconomicsAsset PricingStock PricesIndex Futures	1999	284
The Stable-Law Model of Stock Returns Vedat Akgiray, G. Geoffrey Booth Journal of Business and Economic Statistics Empirical FinanceEmpirical DistributionsEconomicsVolatility ModelingFinancial Economics	1988	218
Trading and Pricing in Upstairs and Downstairs Stock Markets G. Geoffrey Booth, Ji‐Chai Lin, Teppo Martikainen, Review of Financial Studies Market MicrostructureEconomicsFinancial EconomicsAsset PricingHigh-frequency Trading	2002	217
R/S analysis of foreign exchange rates under two international monetary regimes G. Geoffrey Booth, Fred R. Kaen, Peter Koveos Journal of Monetary Economics Exchange Rate RegimesMonetary PolicyEconomicsInternational FinanceMacroeconomics	1982	143
Mixed Diffusion-Jump Process Modeling of Exchange Rate Movements Vedat Akgiray, G. Geoffrey Booth The Review of Economics and Statistics EconomicsMonetary PolicyExchange Rate MovementsInternational FinanceEngineering	1988	132
Are There Long Cycles in Common Stock Returns? Kürşat Aydoğan, G. Geoffrey Booth Southern Economic Journal Empirical FinanceStock Price MovementsMarket MicrostructureExperimental FinanceAsset Pricing	1988	113

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