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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
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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
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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
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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
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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