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 3 6 812
A comparison of financial duration models via density forecasts 0 0 0 81 3 5 7 1,147
A family of autoregressive conditional duration models 0 0 0 233 2 4 6 560
A family of autoregressive conditional duration models 0 0 0 119 2 3 4 380
A family of autoregressive conditional duration models 0 0 0 50 1 2 4 443
Asset Pricing with a Reference Level of Consumption: New Evidence from the Cross-Section of Stock Returns 0 0 0 34 2 3 3 154
Commonalities in the order book 0 0 0 86 0 1 3 324
Commonalities in the order book 0 0 0 25 1 3 3 137
Commonalities in the order book 0 0 0 10 0 1 3 131
Consumption-Based Asset Pricing with a Reference Level: New Evidence from the Cross-Section of Stock Returns 0 0 0 74 1 3 3 280
Creative destruction and asset prices 0 0 0 69 4 6 7 160
Estimating the Probability of Informed Trading - Does Trade Misclassification Matter? 0 0 0 344 1 4 7 1,278
How large is liquidity risk in an automated auction market ? 0 0 0 26 0 3 3 150
How large is liquidity risk in an automated auction market? 0 0 0 197 1 4 4 483
Informationsbasierter Aktienhandel über IBIS 0 0 0 0 1 1 1 63
International price discovery in the presence of market microstructure effects 0 0 0 24 1 2 3 127
Internationally Cross-Listed Stock Prices During Overlapping Trading Hours: Price Discovery and Exchange Rate Effects 0 0 0 209 3 6 6 598
Knowing Me, Knowing You: Trader Anonymity and Informed Trading in Parallel Markets 0 0 0 0 1 1 1 98
Long-horizon consumption risk and the cross-section of returns: New tests and international evidence 0 0 0 19 0 0 0 90
NON-PARAMETRIC SPECIFICATION TESTS FOR CONDITIONAL DURATION MODELS 0 0 0 186 1 3 4 462
Non-Parametric Specification Tests for Conditional Duration Models 0 0 0 0 0 1 2 317
Nonparametric specification tests for conditional duration models 0 0 1 172 0 4 6 492
Price Discovery in International Equity Trading 0 0 0 158 1 3 6 737
Price discovery in international equity trading 0 1 2 27 1 3 4 296
Tell-tale tails: A data driven approach to estimate unique market information shares 0 0 1 55 4 5 8 162
The econometrics of airline network management 0 0 1 136 2 8 12 437
Trading activity and liquidity supply in a pure limit order book market 0 0 1 38 0 1 4 220
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 3 4 139
Total Working Papers 0 1 6 2,765 37 86 124 10,677

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 1 111 2 4 8 353
A family of autoregressive conditional duration models 0 0 0 256 0 0 1 572
A new marked point process model for the federal funds rate target: Methodology and forecast evaluation 0 0 2 58 0 0 5 236
Asset pricing with a reference level of consumption: New evidence from the cross-section of stock returns 0 0 0 28 1 6 9 171
Commonalities in the order book 0 0 0 25 1 3 4 138
Discrete choice modelling in airline network management 0 0 0 336 2 5 6 1,071
Estimating the probability of informed trading--does trade misclassification matter? 0 0 0 111 1 6 7 324
How large is liquidity risk in an automated auction market? 0 0 0 69 2 2 2 192
Internationally cross-listed stock prices during overlapping trading hours: price discovery and exchange rate effects 0 0 0 250 0 4 6 624
Knowing me, knowing you:: Trader anonymity and informed trading in parallel markets 0 0 0 187 1 2 5 535
Liquidity supply and adverse selection in a pure limit order book market 0 0 0 78 1 2 4 266
Long-horizon consumption risk and the cross-section of returns: new tests and international evidence 0 0 0 24 1 3 4 87
Modeling the interdependence of volatility and inter-transaction duration processes 0 0 0 124 1 3 3 327
Non-monotonic hazard functions and the autoregressive conditional duration model 0 0 0 2 1 3 6 966
Nonparametric specification tests for conditional duration models 0 0 0 108 0 4 10 326
Time Varying Trade Intensities and the Deutsche Telekom IPO / Zeitvariable Handelsintensitaten und die Deutsche Telekom IPO 0 0 0 7 2 3 6 88
Total Journal Articles 0 0 3 1,774 16 50 86 6,276

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Statistics updated 2026-01-09