Zobrazeno 1 - 10
of 132
pro vyhledávání: '"G. Geoffrey Booth"'
Publikováno v:
SSRN Electronic Journal.
Autor:
Stephen Caffey, G. Geoffrey Booth, Kevin T. Glowacki, Gabriela Campagnol, Nancy L. Klein, Mark J. Clayton, Julian H. Kang
Publikováno v:
Digital Cities
The technology of immersive visualization has progressed to where it can be employed to deliver experiences of environments that are otherwise difficult or impossible to encounter today. The chapter describes the work of an interdisciplinary team tha
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::19210afd9d0f432b928f5e3405f63e58
https://doi.org/10.1093/oso/9780190498900.003.0014
https://doi.org/10.1093/oso/9780190498900.003.0014
Publikováno v:
Rationality and Society. 31:152-181
Social embeddedness has provided a compelling challenge to neoclassical descriptions of markets. Nevertheless, without a corresponding description of the micro-social forces that counter embeddedne...
Autor:
Sanders S. Chang, G. Geoffrey Booth
Publikováno v:
Revue d'économie financière. :241-246
Publikováno v:
SSRN Electronic Journal.
This paper uses multivariate Hawkes processes to model the transactions behavior of the U.S. stock market as proxied by the 30 Dow Jones Industrial Average stocks before, during and after the May 6, 2010 flash crash, which lasted 36 minutes. The basi
Autor:
Sanders S. Chang, G. Geoffrey Booth
Publikováno v:
Cliometrica. 11:405-445
We explore the price-setting protocol used by the money-changers guild, the Arte del Cambio, to set the exchange rate between domestic gold and silver coins in Renaissance Florence, a precursor in purpose and set-up to the contemporary system of post
Autor:
Ayfer Gurun, G. Geoffrey Booth
Publikováno v:
Theoretical Economics Letters. :75-86
In the aftermath of World War II there has been a worldwide trend for countries to pursue policies to enhance free trade in order to improve their economic wellbeing. Nevertheless the benefits are associated with free trade and many generate unwanted
Publikováno v:
Journal of Empirical Finance. 35:68-77
This study investigates the nature of the momentum-reversal phenomenon exhibited by U.S. stock returns from 1962 to 2013. We use cumulative future returns of long–short portfolios, which are formed using prior returns as benchmarks, after portfolio
Supplemental material, RSS805168_online_appendix for The market dynamics of socially embedded trading by Kenneth A Frank, Yun-Jia Lo, G Geoffrey Booth and Juha-Pekka Kallunki in Rationality and Society
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8ae40d6de50619838549f41987723252
Autor:
G. Geoffrey Booth, John Paul Broussard
Publikováno v:
Extreme Events in Finance
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3350b6d7b00a12aaa322c78bf4a4d1bc
https://doi.org/10.1002/9781118650318.ch17
https://doi.org/10.1002/9781118650318.ch17