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 0 1 11 819
A comparison of financial duration models via density forecasts 0 0 0 81 0 3 17 1,158
A family of autoregressive conditional duration models 0 0 0 233 2 3 13 568
A family of autoregressive conditional duration models 0 0 0 50 0 2 8 449
A family of autoregressive conditional duration models 0 0 0 119 1 5 9 385
Asset Pricing with a Reference Level of Consumption: New Evidence from the Cross-Section of Stock Returns 0 0 0 34 0 6 16 167
Commonalities in the order book 0 0 0 86 0 5 14 337
Commonalities in the order book 0 0 0 10 0 1 6 134
Commonalities in the order book 0 0 0 25 0 2 6 140
Consumption-Based Asset Pricing with a Reference Level: New Evidence from the Cross-Section of Stock Returns 0 0 0 74 1 4 13 290
Creative destruction and asset prices 0 0 0 69 0 5 17 170
Estimating the Probability of Informed Trading - Does Trade Misclassification Matter? 0 0 0 344 8 9 20 1,292
How large is liquidity risk in an automated auction market ? 0 0 0 26 0 0 7 154
How large is liquidity risk in an automated auction market? 0 0 0 197 0 4 20 499
Informationsbasierter Aktienhandel über IBIS 0 0 0 0 0 4 11 73
International price discovery in the presence of market microstructure effects 0 0 0 24 0 3 19 143
Internationally Cross-Listed Stock Prices During Overlapping Trading Hours: Price Discovery and Exchange Rate Effects 0 0 0 209 1 6 20 612
Knowing Me, Knowing You: Trader Anonymity and Informed Trading in Parallel Markets 0 0 0 0 0 0 5 102
Long-horizon consumption risk and the cross-section of returns: New tests and international evidence 0 0 0 19 0 4 9 99
NON-PARAMETRIC SPECIFICATION TESTS FOR CONDITIONAL DURATION MODELS 0 0 0 186 0 3 13 471
Non-Parametric Specification Tests for Conditional Duration Models 0 0 0 0 0 1 8 323
Nonparametric specification tests for conditional duration models 0 0 0 172 0 3 16 504
Price Discovery in International Equity Trading 0 0 0 158 1 2 16 748
Price discovery in international equity trading 0 0 1 27 0 6 14 307
Tell-tale tails: A data driven approach to estimate unique market information shares 1 1 1 56 1 2 17 173
The econometrics of airline network management 0 0 0 136 0 5 16 444
Trading activity and liquidity supply in a pure limit order book market 0 0 0 38 0 0 8 226
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 0 4 18 154
Total Working Papers 1 1 2 2,766 15 93 367 10,941

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 1 12 360
A family of autoregressive conditional duration models 0 0 0 256 2 9 12 584
A new marked point process model for the federal funds rate target: Methodology and forecast evaluation 0 0 1 59 0 2 8 242
Asset pricing with a reference level of consumption: New evidence from the cross-section of stock returns 0 0 0 28 1 2 11 176
Commonalities in the order book 0 0 0 25 0 0 6 141
Discrete choice modelling in airline network management 0 1 2 338 1 3 20 1,085
Estimating the probability of informed trading--does trade misclassification matter? 0 0 0 111 1 4 26 344
How large is liquidity risk in an automated auction market? 0 0 0 69 0 3 10 200
Internationally cross-listed stock prices during overlapping trading hours: price discovery and exchange rate effects 0 0 1 251 2 5 18 637
Knowing me, knowing you:: Trader anonymity and informed trading in parallel markets 0 0 0 187 0 1 8 540
Liquidity supply and adverse selection in a pure limit order book market 0 0 0 78 0 1 9 273
Long-horizon consumption risk and the cross-section of returns: new tests and international evidence 0 0 0 24 0 4 11 95
Modeling the interdependence of volatility and inter-transaction duration processes 0 0 0 124 0 0 6 330
Non-monotonic hazard functions and the autoregressive conditional duration model 0 0 0 2 0 12 25 988
Nonparametric specification tests for conditional duration models 0 0 0 108 0 6 23 343
Time Varying Trade Intensities and the Deutsche Telekom IPO / Zeitvariable Handelsintensitaten und die Deutsche Telekom IPO 0 0 0 7 0 1 9 94
Total Journal Articles 0 1 4 1,778 7 54 214 6,432

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Statistics updated 2026-07-10