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 0 361 2 2 4 801
A comparison of financial duration models via density forecasts 0 0 0 80 0 0 1 1,139
A family of autoregressive conditional duration models 0 0 0 50 0 0 0 439
A family of autoregressive conditional duration models 0 0 2 118 0 0 2 374
A family of autoregressive conditional duration models 0 0 0 233 0 0 0 552
Asset Pricing with a Reference Level of Consumption: New Evidence from the Cross-Section of Stock Returns 0 0 0 34 0 0 0 150
Commonalities in the order book 0 0 0 86 0 0 0 320
Commonalities in the order book 0 0 0 25 0 0 1 133
Commonalities in the order book 0 0 0 10 0 1 4 111
Consumption-Based Asset Pricing with a Reference Level: New Evidence from the Cross-Section of Stock Returns 0 0 0 74 0 1 1 276
Creative destruction and asset prices 0 0 0 69 0 0 2 150
Estimating the Probability of Informed Trading - Does Trade Misclassification Matter? 1 1 1 343 1 2 3 1,269
How large is liquidity risk in an automated auction market ? 0 0 0 26 0 0 0 147
How large is liquidity risk in an automated auction market? 0 0 0 197 0 0 0 477
Informationsbasierter Aktienhandel über IBIS 0 0 0 0 0 0 0 62
International price discovery in the presence of market microstructure effects 0 0 1 24 0 0 2 122
Internationally Cross-Listed Stock Prices During Overlapping Trading Hours: Price Discovery and Exchange Rate Effects 0 1 2 208 0 2 5 589
Knowing Me, Knowing You: Trader Anonymity and Informed Trading in Parallel Markets 0 0 0 0 0 0 2 95
Long-horizon consumption risk and the cross-section of returns: New tests and international evidence 0 0 0 19 1 1 1 88
NON-PARAMETRIC SPECIFICATION TESTS FOR CONDITIONAL DURATION MODELS 0 0 0 186 0 0 0 457
Non-Parametric Specification Tests for Conditional Duration Models 0 0 0 0 0 0 0 315
Nonparametric specification tests for conditional duration models 0 0 1 171 1 1 2 485
Price Discovery in International Equity Trading 0 0 1 158 0 0 6 728
Price discovery in international equity trading 0 0 0 25 0 0 0 290
Tell-tale tails: A data driven approach to estimate unique market information shares 0 0 0 53 0 0 0 153
The econometrics of airline network management 0 0 1 134 0 0 3 417
Trading activity and liquidity supply in a pure limit order book market 0 0 0 36 0 3 3 215
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 0 0 135
Total Working Papers 1 2 9 2,751 5 13 42 10,489

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 1 3 105 0 1 5 339
A family of autoregressive conditional duration models 0 0 0 256 1 1 6 568
A new marked point process model for the federal funds rate target: Methodology and forecast evaluation 0 0 1 55 0 0 1 228
Asset pricing with a reference level of consumption: New evidence from the cross-section of stock returns 0 0 0 28 0 0 1 158
Commonalities in the order book 0 0 0 25 0 0 4 132
Discrete choice modelling in airline network management 0 0 0 336 0 1 2 1,063
Estimating the probability of informed trading--does trade misclassification matter? 0 0 0 111 0 1 3 316
How large is liquidity risk in an automated auction market? 0 0 0 69 0 0 1 190
Internationally cross-listed stock prices during overlapping trading hours: price discovery and exchange rate effects 0 2 5 247 0 2 7 608
Knowing me, knowing you:: Trader anonymity and informed trading in parallel markets 0 0 0 185 1 1 3 527
Liquidity supply and adverse selection in a pure limit order book market 0 0 1 77 2 3 5 261
Long-horizon consumption risk and the cross-section of returns: new tests and international evidence 0 0 0 24 0 0 0 80
Modeling the interdependence of volatility and inter-transaction duration processes 0 0 0 123 0 0 1 322
Non-monotonic hazard functions and the autoregressive conditional duration model 0 0 0 2 0 0 2 954
Nonparametric specification tests for conditional duration models 0 0 2 107 0 0 3 313
Time Varying Trade Intensities and the Deutsche Telekom IPO / Zeitvariable Handelsintensitaten und die Deutsche Telekom IPO 0 0 0 7 1 1 2 81
Total Journal Articles 0 3 12 1,757 5 11 46 6,140

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Statistics updated 2023-06-05