G. Geoffrey Booth

Michigan State University

Federick S. Addy Distinguished Chair in Finance, Emeritus

315 Eppley Center

East Lansing, MI 48824-1122

United States

The Citadel, The Military College of South Carolina

Distinguished Research Professor

171 Moultrie St.

Charleston, SC 29409

United States

SCHOLARLY PAPERS

7

DOWNLOADS

887

SSRN CITATIONS

2

CROSSREF CITATIONS

10

Scholarly Papers (7)

Volatility Clustering and the Bid-Ask Spread: Exchange Rate Behavior in Early Renaissance Florence

Number of pages: 25 Posted: 19 Jan 2012
Umit G. Gurun and G. Geoffrey Booth
University of Texas at Dallas and Michigan State University
Downloads 246 (151,200)

Abstract:

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Market microstructure, Asymmetric information, Volatility clustering, Early markets

Volatility Clustering and the Bid-Ask Spread: Exchange Rate Behavior in Early Renaissance Florence

Journal of Empirical Finance, Vol. 15, No. 1, 2008
Number of pages: 25 Posted: 13 Mar 2008
G. Geoffrey Booth and Umit G. Gurun
Michigan State University and University of Texas at Dallas
Downloads 165 (218,770)

Abstract:

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Volatility clustering, bid ask spread, Exchange rate, Renaissance

2.

Financial Networks and Trading in Bond Markets

Number of pages: 40 Posted: 17 Mar 2008 Last Revised: 16 Sep 2009
Umit G. Gurun, G. Geoffrey Booth and Harold H. Zhang
University of Texas at Dallas, Michigan State University and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 238 (156,634)
Citation 2

Abstract:

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Global Financial Networks, Information, Bond

3.

Investor Loyalty in the Stock Brokering Business

Number of pages: 32 Posted: 01 Jun 2005
Michigan State University, State University of New York, University of Oulu - Department of Economics, Accounting and Finance and University of Oulu
Downloads 141 (248,889)

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Stock, Broker, Brokerage House, Investor Loyalty

4.

Modeling Flash Crash Behavior in a Stock Market Using Multivariate Hawkes Processes

Number of pages: 36 Posted: 25 Jul 2019 Last Revised: 29 Jun 2020
Feng Shi, John Paul Broussard and G. Geoffrey Booth
Amazon, University of Oklahoma and Michigan State University
Downloads 97 (325,234)

Abstract:

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Flash Crash, Hawkes Processes

5.

Trade Size and Components of the Bid-Ask Spread

REVIEW OF FINANCIAL STUDIES, Vol. 8 No. 4
Posted: 09 Jul 1998
Ji-Chai Lin, G. Geoffrey Booth and Gary C. Sanger
Hong Kong PolyU, Michigan State University and Louisiana State University, Baton Rouge - E.J. Ourso College of Business Administration

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6.

A Re-Examination of Corporate Selloffs of Real Estate Assets

J. OF REAL ESTATE FINANCE AND ECONOMICS, Vol. 12 No. 2
Posted: 03 May 1998
John L. Glascock, G. Geoffrey Booth and Salil Sarkar
University of Connecticut - School of Business - Center for Real Estate and Urban Economic Studies, Michigan State University and Henderson State University

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7.

Delayed Price Response to the Announcements of Earnings and its Components in Finland

European Accounting Review, Vol 6, No 3, 1997
Posted: 20 Apr 1998
G. Geoffrey Booth, Juha-Pekka Kallunki and Teppo Martikainen
Michigan State University, University of Oulu - Department of Economics, Accounting and Finance and University of Vaasa

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