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 2 2 6 811
A comparison of financial duration models via density forecasts 0 0 0 81 2 3 4 1,144
A family of autoregressive conditional duration models 0 0 0 233 1 3 4 558
A family of autoregressive conditional duration models 0 0 0 50 1 1 3 442
A family of autoregressive conditional duration models 0 0 0 119 0 1 3 378
Asset Pricing with a Reference Level of Consumption: New Evidence from the Cross-Section of Stock Returns 0 0 0 34 1 1 1 152
Commonalities in the order book 0 0 0 25 0 2 2 136
Commonalities in the order book 0 0 0 10 1 1 4 131
Commonalities in the order book 0 0 0 86 1 1 3 324
Consumption-Based Asset Pricing with a Reference Level: New Evidence from the Cross-Section of Stock Returns 0 0 0 74 1 2 2 279
Creative destruction and asset prices 0 0 0 69 0 2 3 156
Estimating the Probability of Informed Trading - Does Trade Misclassification Matter? 0 0 0 344 1 3 6 1,277
How large is liquidity risk in an automated auction market ? 0 0 0 26 1 3 3 150
How large is liquidity risk in an automated auction market? 0 0 0 197 3 3 3 482
Informationsbasierter Aktienhandel über IBIS 0 0 0 0 0 0 0 62
International price discovery in the presence of market microstructure effects 0 0 0 24 0 1 2 126
Internationally Cross-Listed Stock Prices During Overlapping Trading Hours: Price Discovery and Exchange Rate Effects 0 0 0 209 3 3 3 595
Knowing Me, Knowing You: Trader Anonymity and Informed Trading in Parallel Markets 0 0 0 0 0 0 0 97
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 2 2 3 461
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 2 4 6 492
Price Discovery in International Equity Trading 0 0 0 158 2 3 5 736
Price discovery in international equity trading 1 1 2 27 1 2 3 295
Tell-tale tails: A data driven approach to estimate unique market information shares 0 0 1 55 1 1 4 158
The econometrics of airline network management 0 0 1 136 4 6 10 435
Trading activity and liquidity supply in a pure limit order book market 0 0 1 38 1 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 0 0 1 136
Total Working Papers 1 1 6 2,765 31 52 90 10,640

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 2 6 351
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 2 5 9 170
Commonalities in the order book 0 0 0 25 1 2 3 137
Discrete choice modelling in airline network management 0 0 0 336 3 3 4 1,069
Estimating the probability of informed trading--does trade misclassification matter? 0 0 0 111 1 5 6 323
How large is liquidity risk in an automated auction market? 0 0 0 69 0 0 0 190
Internationally cross-listed stock prices during overlapping trading hours: price discovery and exchange rate effects 0 0 0 250 3 5 6 624
Knowing me, knowing you:: Trader anonymity and informed trading in parallel markets 0 0 0 187 1 1 4 534
Liquidity supply and adverse selection in a pure limit order book market 0 0 0 78 1 1 3 265
Long-horizon consumption risk and the cross-section of returns: new tests and international evidence 0 0 0 24 2 2 3 86
Modeling the interdependence of volatility and inter-transaction duration processes 0 0 0 124 2 2 2 326
Non-monotonic hazard functions and the autoregressive conditional duration model 0 0 0 2 2 2 5 965
Nonparametric specification tests for conditional duration models 0 0 0 108 3 4 10 326
Time Varying Trade Intensities and the Deutsche Telekom IPO / Zeitvariable Handelsintensitaten und die Deutsche Telekom IPO 0 0 0 7 0 1 4 86
Total Journal Articles 0 0 3 1,774 23 35 71 6,260

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Statistics updated 2025-12-06