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 1 11 820
A comparison of financial duration models via density forecasts 0 1 1 82 0 2 18 1,160
A family of autoregressive conditional duration models 0 0 0 119 0 1 9 386
A family of autoregressive conditional duration models 0 0 0 50 1 1 9 450
A family of autoregressive conditional duration models 0 0 0 233 0 1 13 569
Asset Pricing with a Reference Level of Consumption: New Evidence from the Cross-Section of Stock Returns 0 0 0 34 0 0 16 167
Commonalities in the order book 0 0 0 10 0 1 5 135
Commonalities in the order book 0 0 0 25 0 3 9 143
Commonalities in the order book 0 0 0 86 0 1 15 338
Consumption-Based Asset Pricing with a Reference Level: New Evidence from the Cross-Section of Stock Returns 0 0 0 74 0 0 13 290
Creative destruction and asset prices 0 0 0 69 0 0 16 170
Estimating the Probability of Informed Trading - Does Trade Misclassification Matter? 0 0 0 344 0 0 18 1,292
How large is liquidity risk in an automated auction market ? 0 0 0 26 0 1 8 155
How large is liquidity risk in an automated auction market? 0 0 0 197 1 1 21 500
Informationsbasierter Aktienhandel über IBIS 0 0 0 0 0 0 11 73
International price discovery in the presence of market microstructure effects 0 0 0 24 0 0 18 143
Internationally Cross-Listed Stock Prices During Overlapping Trading Hours: Price Discovery and Exchange Rate Effects 0 0 0 209 0 2 22 614
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 0 9 99
NON-PARAMETRIC SPECIFICATION TESTS FOR CONDITIONAL DURATION MODELS 0 0 0 186 0 0 12 471
Non-Parametric Specification Tests for Conditional Duration Models 0 0 0 0 1 2 9 325
Nonparametric specification tests for conditional duration models 0 0 0 172 0 1 17 505
Price Discovery in International Equity Trading 0 0 0 158 0 1 15 749
Price discovery in international equity trading 0 0 1 27 1 1 15 308
Tell-tale tails: A data driven approach to estimate unique market information shares 0 0 1 56 0 0 16 173
The econometrics of airline network management 0 0 0 136 0 0 15 444
Trading activity and liquidity supply in a pure limit order book market 0 0 0 38 0 0 7 226
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 1 19 155
Total Working Papers 0 1 3 2,767 5 21 371 10,962

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 1 3 14 363
A family of autoregressive conditional duration models 0 0 0 256 0 0 12 584
A new marked point process model for the federal funds rate target: Methodology and forecast evaluation 0 0 1 59 0 3 9 245
Asset pricing with a reference level of consumption: New evidence from the cross-section of stock returns 0 0 0 28 0 0 11 176
Commonalities in the order book 0 0 0 25 0 0 6 141
Discrete choice modelling in airline network management 0 0 2 338 0 1 20 1,086
Estimating the probability of informed trading--does trade misclassification matter? 0 0 0 111 2 4 30 348
How large is liquidity risk in an automated auction market? 0 0 0 69 1 1 11 201
Internationally cross-listed stock prices during overlapping trading hours: price discovery and exchange rate effects 0 1 2 252 2 9 26 646
Knowing me, knowing you:: Trader anonymity and informed trading in parallel markets 0 0 0 187 1 1 8 541
Liquidity supply and adverse selection in a pure limit order book market 0 0 0 78 1 1 10 274
Long-horizon consumption risk and the cross-section of returns: new tests and international evidence 0 0 0 24 0 1 12 96
Modeling the interdependence of volatility and inter-transaction duration processes 0 0 0 124 1 1 7 331
Non-monotonic hazard functions and the autoregressive conditional duration model 0 0 0 2 0 2 27 990
Nonparametric specification tests for conditional duration models 0 1 1 109 0 1 22 344
Time Varying Trade Intensities and the Deutsche Telekom IPO / Zeitvariable Handelsintensitaten und die Deutsche Telekom IPO 0 0 0 7 0 0 9 94
Total Journal Articles 0 2 6 1,780 9 28 234 6,460

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 2026-10-11