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Long memory in interest rate futures markets : a fractional cointegration analysis

Booth, G. Geoffrey - In: The journal of futures markets 15 (1995) 5, pp. 573-584

Persistent link: https://www.econbiz.de/10001186660

International linkages in Nikkei stock index futures markets

Booth, G. Geoffrey - In: Pacific-Basin finance journal 4 (1996) 1, pp. 59-76

Persistent link: https://www.econbiz.de/10001204433

Price discovery and common factor models

Baillie, Richard; Booth, G. Geoffrey; Tse, Yiuman; … - In: Journal of financial markets 5 (2002) 3, pp. 309-321

Persistent link: https://www.econbiz.de/10001706050

Earnings smoothing, momentum and statistical arbitrage : global evidence

Booth, G. Geoffrey; Gurun, Ayfer - In: Business and Economic Research : BER 5 (2015) 2, pp. 48-65

Persistent link: https://www.econbiz.de/10011347513

Earnings smoothing, momentum and statistical arbitrage : global evidence

Booth, G. Geoffrey; Gurun, Ayfer - In: Inventi impact: international trade (2015) 4, pp. 249-266

Persistent link: https://www.econbiz.de/10011456077

Price Adjustment Delays and Arbitrage Costs : Evidence from the Behavior of Convertible Preferred Prices

Lin, Ji-chai; Rozeff, Michael S. - 2006

Price adjustment delays occur between in-the-money convertible preferred stock prices and common stock prices. Convertible preferred prices systematically deviate from the prices predicted from their conversion relations with common stocks. The price predictability stems from price changes in...

Persistent link: https://www.econbiz.de/10014058191