G. Geoffrey Booth

5.5k total citations · 1 hit paper
109 papers, 4.0k citations indexed

About

G. Geoffrey Booth is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, G. Geoffrey Booth has authored 109 papers receiving a total of 4.0k indexed citations (citations by other indexed papers that have themselves been cited), including 80 papers in Finance, 72 papers in Economics and Econometrics and 33 papers in General Economics, Econometrics and Finance. Recurrent topics in G. Geoffrey Booth's work include Financial Markets and Investment Strategies (40 papers), Complex Systems and Time Series Analysis (34 papers) and Market Dynamics and Volatility (34 papers). G. Geoffrey Booth is often cited by papers focused on Financial Markets and Investment Strategies (40 papers), Complex Systems and Time Series Analysis (34 papers) and Market Dynamics and Volatility (34 papers). G. Geoffrey Booth collaborates with scholars based in United States, Finland and Hong Kong. G. Geoffrey Booth's co-authors include Yiuman Tse, Gregory Koutmos, Ji‐Chai Lin, Teppo Martikainen, Vedat Akgiray, Gary C. Sanger, Richard T. Baillie, Raymond W. So, Fred R. Kaen and Kürşat Aydoğan and has published in prestigious journals such as The Journal of Finance, Management Science and Review of Financial Studies.

In The Last Decade

G. Geoffrey Booth

103 papers receiving 3.6k citations

Hit Papers

Asymmetric volatility transmission in international stock... 1995 2026 2005 2015 1995 100 200 300 400 500
What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

  1. Asymmetric volatility transmission in international stock markets
    1995 559 citations Gregory Koutmos, G. Geoffrey Booth profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
G. Geoffrey Booth United States 30 3.2k 2.9k 1.4k 826 295 109 4.0k
Stephen Figlewski United States 32 3.9k 1.2× 2.6k 0.9× 998 0.7× 888 1.1× 357 1.2× 83 4.6k
Takatoshi Ito Japan 31 3.0k 0.9× 3.1k 1.1× 2.0k 1.5× 455 0.6× 178 0.6× 193 4.3k
Yiuman Tse United States 32 2.9k 0.9× 3.0k 1.0× 1.3k 1.0× 612 0.7× 375 1.3× 144 3.8k
William D. Lastrapes United States 25 3.3k 1.0× 3.5k 1.2× 2.0k 1.5× 285 0.3× 225 0.8× 59 4.4k
Clara Vega United States 23 3.2k 1.0× 2.8k 1.0× 1.8k 1.3× 844 1.0× 395 1.3× 65 4.2k
Rossen Valkanov United States 26 3.7k 1.1× 3.5k 1.2× 1.7k 1.3× 745 0.9× 718 2.4× 59 5.0k
Michael W. Brandt United States 32 5.1k 1.6× 3.2k 1.1× 1.7k 1.2× 1.0k 1.2× 623 2.1× 75 5.9k
Claude B. Erb United States 16 2.1k 0.6× 1.9k 0.7× 1.0k 0.7× 588 0.7× 156 0.5× 35 2.8k
Michael R. Gibbons United States 12 4.1k 1.3× 2.8k 1.0× 1.5k 1.1× 1.2k 1.4× 480 1.6× 15 4.7k
Robert Whitelaw United States 28 4.0k 1.2× 2.7k 0.9× 752 0.6× 1.4k 1.7× 574 1.9× 63 4.6k

Countries citing papers authored by G. Geoffrey Booth

Since Specialization
Citations

This map shows the geographic impact of G. Geoffrey Booth's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by G. Geoffrey Booth with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites G. Geoffrey Booth more than expected).

Fields of papers citing papers by G. Geoffrey Booth

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by G. Geoffrey Booth. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by G. Geoffrey Booth. The network helps show where G. Geoffrey Booth may publish in the future.

Co-authorship network of co-authors of G. Geoffrey Booth

This figure shows the co-authorship network connecting the top 25 collaborators of G. Geoffrey Booth. A scholar is included among the top collaborators of G. Geoffrey Booth based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with G. Geoffrey Booth. G. Geoffrey Booth is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Frank, Kenneth A., Yun‐Jia Lo, G. Geoffrey Booth, & Juha‐Pekka Kallunki. (2018). The market dynamics of socially embedded trading. Rationality and Society. 31(2). 152–181. 1 indexed citations
2.
Booth, G. Geoffrey, et al.. (2014). Communication Technology and Exchanging Financial Assets: A Historical Perspective. Business and Economic Research. 4(2). 308–308. 1 indexed citations
3.
Booth, G. Geoffrey. (2013). Managing the Muses: Musical Performance and Modernity in the Public Schools of Late-Nineteenth Century Toronto. Historical Studies in Education / Revue d histoire de l éducation. 1 indexed citations
4.
Bessler, Wolfgang & G. Geoffrey Booth. (2011). Interest Rate Sensitivity of Bank Stock Returns in a Universal Banking System. Journal of International Financial Markets Institutions and Money. 2 indexed citations
5.
Booth, G. Geoffrey & Raymond W. So. (2003). Intraday volatility spillovers in the German equity index derivatives markets. Applied Financial Economics. 13(7). 487–494. 10 indexed citations
6.
Booth, G. Geoffrey & Gregory Koutmos. (1998). Interaction of volatility and autocorrelation: evidence from major stock exchanges. Managerial Finance. 24(4). 56–67.
7.
Booth, G. Geoffrey, Mohammad Ashraful Ferdous Chowdhury, T. Martikainen, & Yiuman Tse. (1997). Intraday volatility in international stock index futures markets. Management Science. 43(10). 1 indexed citations
8.
Booth, G. Geoffrey, Teppo Martikainen, & Yiuman Tse. (1997). Price and volatility spillovers in Scandinavian stock markets. Journal of Banking & Finance. 21(6). 811–823. 227 indexed citations
9.
Booth, G. Geoffrey, Juha‐Pekka Kallunki, & Teppo Martikainen. (1997). Delayed price response to the announcements of earnings and its components in Finland. European Accounting Review. 6(3). 377–392. 27 indexed citations
10.
Booth, G. Geoffrey, et al.. (1997). Earnings and stock returns: evidence from Germany. European Accounting Review. 6(4). 589–603. 18 indexed citations
11.
Booth, G. Geoffrey, et al.. (1996). Common volatility in major stock index futures markets. European Journal of Operational Research. 95(3). 623–630. 11 indexed citations
12.
Booth, G. Geoffrey, et al.. (1995). The Nature of the Predictability of German Stock Returns. 2 indexed citations
13.
Booth, G. Geoffrey & Yiuman Tse. (1995). Long memory in interest rate futures markets: A fractional cointegration analysis. Journal of Futures Markets. 15(5). 573–584. 44 indexed citations
14.
Booth, G. Geoffrey, et al.. (1994). The financing of residential real estate in Finland. Journal of Housing Research. 5(2). 6 indexed citations
15.
Booth, G. Geoffrey, et al.. (1994). The effect of foreign ownership restrictions on stock price dynamics. Review of World Economics. 130(4). 730–746. 6 indexed citations
16.
Booth, G. Geoffrey, T. Martikainen, & Vesa Puttonen. (1993). The International Lead-Lag Effect between Market Returns. Journal of International Financial Markets Institutions and Money. 3(2). 3 indexed citations
17.
Akgiray, Vedat & G. Geoffrey Booth. (1987). COMPOUND DISTRIBUTION MODELS OF STOCK RETURNS: AN EMPIRICAL COMPARISON. The Journal of Financial Research. 10(3). 269–280. 46 indexed citations
18.
Akgiray, Vedat & G. Geoffrey Booth. (1986). STOCK PRICE PROCESSES WITH DISCONTINUOUS TIME PATHS: AN EMPIRICAL EXAMINATION. Financial Review. 21(2). 163–184. 23 indexed citations
19.
Booth, G. Geoffrey, Fred R. Kaen, & Peter Koveos. (1982). PERSISTENT DEPENDENCE IN GOLD PRICES. The Journal of Financial Research. 5(1). 85–93. 36 indexed citations
20.
Booth, G. Geoffrey & Fred R. Kaen. (1979). Gold and Silver Spot Prices and Market Information Efficiency. Financial Review. 14(1). 21–26. 27 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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