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The effect of foreign ownership restrictions on stock price dynamics
Booth, G. Geoffrey - In: Weltwirtschaftliches Archiv : Zeitschrift des Instituts … 130 (1994) 4, pp. 730-746
Persistent link: https://www.econbiz.de/10001173425
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Canadian foreign exchange policies : intervention, control, cointegration
Booth, G. Geoffrey - In: Weltwirtschaftliches Archiv : Zeitschrift des Instituts … 128 (1992) 1, pp. 21-33
Persistent link: https://www.econbiz.de/10001122451
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Common volatility in major stock index futures markets
Booth, G. Geoffrey; Chowdhury, Mustafa; Tse, Yiuman - 1995
Persistent link: https://www.econbiz.de/10000921825
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Intraday Volatility in International Stock Index Futures Markets: Meteor Showers or Heat Waves?
Booth, G. Geoffrey; Chowdhury, Mustafa; Martikainen, Teppo - In: Management Science 43 (1997) 11, pp. 1564-1576
The international transmission of intraday price volatility among the United States, United Kingdom, and Japanese stock index futures markets in the period 1988--1994 is investigated in this paper. The empirical results based on extreme-value estimators and vector autoregression indicate the...
Persistent link: https://www.econbiz.de/10009214026
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Intraday Volatility in International Stock Index Futures Markets : Meteor Showers or Heat Waves?
Booth, G. Geoffrey; Chowdhury, Mustafa; Martikainen, Teppo - 2022
The international transmission of intraday price volatility among the United States, United Kingdom, and Japanese stock index futures markets in the period 1988-1994 is investigated in this paper. The empirical results based on extreme-value estimators and vector autoregression indicate the...
Persistent link: https://www.econbiz.de/10013309647
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Common volatility in major stock index futures markets
Geoffrey Booth, G.; Chowdhury, Mustafa; Martikainen, Teppo - In: European Journal of Operational Research 95 (1996) 3, pp. 623-630
Persistent link: https://www.econbiz.de/10005271580
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Fads and the crash of '87
Chowdhury, Mustafa - In: The financial review : the official publication of the … 28 (1993) 3, pp. 385-401
Persistent link: https://www.econbiz.de/10001153374
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Deterministic versus stochastic volatility : implications for option pricing models
Brockman, Paul - In: Applied financial economics 7 (1997) 5, pp. 498-505
Persistent link: https://www.econbiz.de/10001229837
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Intraday Volatility in International Stock Index Futures Markets: Meteor Showers or Heat Waves?
Booth, G.Geoffrey; Chowdhury, Mustafa; Martikainen, Teppo; … - In: Management science : journal of the Institute for … 43 (1997) 11, pp. 1564-1576
Persistent link: https://www.econbiz.de/10006100233
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The Relation between Aggregate Insider Transactions and Stock Market Returns
Chowdhury, Mustafa; Howe, John S.; Lin, Ji-Chai - In: Journal of financial and quantitative analysis : JFQA 28 (1993) 3, pp. 431
Persistent link: https://www.econbiz.de/10006711797