Access Statistics for Joachim Grammig

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of Financial Duration Models via Density Forecasts 0 0 0 362 1 5 9 816
A comparison of financial duration models via density forecasts 0 0 0 81 1 10 13 1,154
A family of autoregressive conditional duration models 0 0 0 119 0 2 4 380
A family of autoregressive conditional duration models 0 0 0 50 0 5 6 447
A family of autoregressive conditional duration models 0 0 0 233 0 7 10 565
Asset Pricing with a Reference Level of Consumption: New Evidence from the Cross-Section of Stock Returns 0 0 0 34 1 9 10 161
Commonalities in the order book 0 0 0 25 0 1 3 137
Commonalities in the order book 0 0 0 86 2 6 9 330
Commonalities in the order book 0 0 0 10 0 1 4 132
Consumption-Based Asset Pricing with a Reference Level: New Evidence from the Cross-Section of Stock Returns 0 0 0 74 0 6 8 285
Creative destruction and asset prices 0 0 0 69 1 9 12 165
Estimating the Probability of Informed Trading - Does Trade Misclassification Matter? 0 0 0 344 1 5 11 1,282
How large is liquidity risk in an automated auction market ? 0 0 0 26 0 3 6 153
How large is liquidity risk in an automated auction market? 0 0 0 197 3 11 14 493
Informationsbasierter Aktienhandel über IBIS 0 0 0 0 1 7 7 69
International price discovery in the presence of market microstructure effects 0 0 0 24 6 12 14 138
Internationally Cross-Listed Stock Prices During Overlapping Trading Hours: Price Discovery and Exchange Rate Effects 0 0 0 209 0 11 14 606
Knowing Me, Knowing You: Trader Anonymity and Informed Trading in Parallel Markets 0 0 0 0 0 5 5 102
Long-horizon consumption risk and the cross-section of returns: New tests and international evidence 0 0 0 19 2 4 4 94
NON-PARAMETRIC SPECIFICATION TESTS FOR CONDITIONAL DURATION MODELS 0 0 0 186 1 7 10 468
Non-Parametric Specification Tests for Conditional Duration Models 0 0 0 0 2 5 7 322
Nonparametric specification tests for conditional duration models 0 0 1 172 1 7 12 499
Price Discovery in International Equity Trading 0 0 0 158 2 8 12 744
Price discovery in international equity trading 0 0 1 27 0 3 5 298
Tell-tale tails: A data driven approach to estimate unique market information shares 0 0 1 55 5 9 13 167
The econometrics of airline network management 0 0 0 136 2 4 11 439
Trading activity and liquidity supply in a pure limit order book market 0 0 1 38 3 4 7 224
Trading activity and liquidity supply in a pure limit order book market: An empirical analysis using a multivariate count data model 0 0 0 31 3 14 14 150
Total Working Papers 0 0 4 2,765 38 180 254 10,820

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A comparison of financial duration models via density forecasts 0 0 0 111 0 5 10 356
A family of autoregressive conditional duration models 0 0 0 256 0 2 3 574
A new marked point process model for the federal funds rate target: Methodology and forecast evaluation 1 1 2 59 1 3 6 239
Asset pricing with a reference level of consumption: New evidence from the cross-section of stock returns 0 0 0 28 1 4 9 174
Commonalities in the order book 0 0 0 25 2 4 7 141
Discrete choice modelling in airline network management 0 0 0 336 4 9 13 1,078
Estimating the probability of informed trading--does trade misclassification matter? 0 0 0 111 7 12 18 335
How large is liquidity risk in an automated auction market? 0 0 0 69 3 7 7 197
Internationally cross-listed stock prices during overlapping trading hours: price discovery and exchange rate effects 0 0 0 250 2 7 12 631
Knowing me, knowing you:: Trader anonymity and informed trading in parallel markets 0 0 0 187 1 5 8 539
Liquidity supply and adverse selection in a pure limit order book market 0 0 0 78 1 6 7 271
Long-horizon consumption risk and the cross-section of returns: new tests and international evidence 0 0 0 24 2 5 8 91
Modeling the interdependence of volatility and inter-transaction duration processes 0 0 0 124 0 3 5 329
Non-monotonic hazard functions and the autoregressive conditional duration model 0 0 0 2 2 6 9 971
Nonparametric specification tests for conditional duration models 0 0 0 108 0 8 16 334
Time Varying Trade Intensities and the Deutsche Telekom IPO / Zeitvariable Handelsintensitaten und die Deutsche Telekom IPO 0 0 0 7 3 6 9 92
Total Journal Articles 1 1 2 1,775 29 92 147 6,352

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-03-04