If you are playing in fullscreen, lower the resolution.
If you aren't playing in fullscreen but simply maximizing the window, play in fullscreen.

To optimize the speed, you can also:
Lower the sound quality (22000hz works better)
Change the priority of the emulator to something higher (Above normal works best)
Switch off the filtering (I don't recommend that, looks ugly)
Enable frameskipping (value of 1 is fine)
Change the rendering method to something else (DirectDraw should be the fastest)

I also might be caused by the emulator itself, as it is much slower than a gba in alot of games due to not total compatibility with certain functions.