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 2 361 1 3 10 784
A comparison of financial duration models via density forecasts 0 0 1 79 2 3 11 1,121
A family of autoregressive conditional duration models 0 0 0 115 0 1 4 366
A family of autoregressive conditional duration models 0 0 1 50 0 0 3 425
A family of autoregressive conditional duration models 0 0 3 230 0 1 7 542
Asset Pricing with a Reference Level of Consumption: New Evidence from the Cross-Section of Stock Returns 0 0 0 30 0 0 1 136
Commonalities in the order book 0 0 1 10 0 1 5 83
Commonalities in the order book 0 0 0 24 3 4 7 116
Commonalities in the order book 0 0 0 86 0 1 4 305
Consumption-Based Asset Pricing with a Reference Level: New Evidence from the Cross-Section of Stock Returns 0 0 1 73 1 1 4 265
Creative destruction and asset prices 0 0 0 65 0 0 8 127
Estimating the Probability of Informed Trading - Does Trade Misclassification Matter? 0 1 1 340 0 1 5 1,251
How large is liquidity risk in an automated auction market ? 0 0 1 26 1 1 4 132
How large is liquidity risk in an automated auction market? 0 1 2 196 0 1 5 461
Informationsbasierter Aktienhandel über IBIS 0 0 0 0 0 0 2 53
International price discovery in the presence of market microstructure effects 1 1 1 22 2 2 5 111
Internationally Cross-Listed Stock Prices During Overlapping Trading Hours: Price Discovery and Exchange Rate Effects 0 1 3 205 0 1 8 552
Knowing Me, Knowing You: Trader Anonymity and Informed Trading in Parallel Markets 0 0 0 0 1 4 8 75
Long-horizon consumption risk and the cross-section of returns: New tests and international evidence 0 1 1 19 0 2 3 81
NON-PARAMETRIC SPECIFICATION TESTS FOR CONDITIONAL DURATION MODELS 0 0 0 186 0 0 5 444
Non-Parametric Specification Tests for Conditional Duration Models 0 0 0 0 0 0 1 303
Nonparametric specification tests for conditional duration models 0 0 0 169 1 2 6 458
Price Discovery in International Equity Trading 0 0 1 157 0 1 5 706
Price discovery in international equity trading 0 0 0 24 1 3 8 256
Tell-tale tails: A data driven approach to estimate unique market information shares 0 0 1 51 0 0 4 141
The econometrics of airline network management 0 0 2 127 1 1 7 398
Trading activity and liquidity supply in a pure limit order book market 0 0 2 34 0 0 5 200
Trading activity and liquidity supply in a pure limit order book market: An empirical analysis using a multivariate count data model 0 0 0 30 0 0 1 120
Total Working Papers 1 5 24 2,709 14 34 146 10,012


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 1 1 3 99 2 3 10 312
A family of autoregressive conditional duration models 0 0 2 252 0 0 5 539
A new marked point process model for the federal funds rate target: Methodology and forecast evaluation 0 0 0 51 2 2 3 219
Asset pricing with a reference level of consumption: New evidence from the cross-section of stock returns 0 0 1 26 0 1 4 141
Commonalities in the order book 0 0 0 24 0 0 1 114
Discrete choice modelling in airline network management 0 0 1 333 0 0 2 1,051
Estimating the probability of informed trading--does trade misclassification matter? 0 0 3 106 0 1 6 299
How large is liquidity risk in an automated auction market? 0 0 0 67 0 0 3 175
Internationally cross-listed stock prices during overlapping trading hours: price discovery and exchange rate effects 1 1 4 235 1 3 8 580
Knowing me, knowing you:: Trader anonymity and informed trading in parallel markets 0 2 5 184 0 2 13 508
Liquidity supply and adverse selection in a pure limit order book market 0 0 2 74 0 0 5 248
Long-horizon consumption risk and the cross-section of returns: new tests and international evidence 0 0 0 23 0 0 1 72
Modeling the interdependence of volatility and inter-transaction duration processes 0 0 2 119 2 3 9 296
Non-monotonic hazard functions and the autoregressive conditional duration model 0 0 0 2 2 3 10 930
Nonparametric specification tests for conditional duration models 0 0 0 102 0 1 2 286
Time Varying Trade Intensities and the Deutsche Telekom IPO / Zeitvariable Handelsintensitaten und die Deutsche Telekom IPO 0 0 0 7 0 1 3 64
Total Journal Articles 2 4 23 1,704 9 20 85 5,834


Statistics updated 2019-09-09