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 1 3 8 793
A comparison of financial duration models via density forecasts 0 1 1 80 1 4 7 1,132
A family of autoregressive conditional duration models 0 0 2 232 1 1 5 548
A family of autoregressive conditional duration models 0 0 0 50 0 0 3 430
A family of autoregressive conditional duration models 0 0 0 115 0 0 2 369
Asset Pricing with a Reference Level of Consumption: New Evidence from the Cross-Section of Stock Returns 0 0 1 31 0 3 7 143
Commonalities in the order book 0 0 0 10 0 2 9 95
Commonalities in the order book 0 0 0 86 0 2 11 319
Commonalities in the order book 0 0 1 25 0 0 9 127
Consumption-Based Asset Pricing with a Reference Level: New Evidence from the Cross-Section of Stock Returns 0 0 0 73 0 0 5 270
Creative destruction and asset prices 0 0 3 68 0 2 11 138
Estimating the Probability of Informed Trading - Does Trade Misclassification Matter? 0 2 2 342 0 2 4 1,260
How large is liquidity risk in an automated auction market ? 0 0 0 26 0 0 5 140
How large is liquidity risk in an automated auction market? 0 1 1 197 0 3 9 473
Informationsbasierter Aktienhandel über IBIS 0 0 0 0 0 2 5 58
International price discovery in the presence of market microstructure effects 0 0 0 22 0 1 5 117
Internationally Cross-Listed Stock Prices During Overlapping Trading Hours: Price Discovery and Exchange Rate Effects 0 0 1 206 0 4 15 570
Knowing Me, Knowing You: Trader Anonymity and Informed Trading in Parallel Markets 0 0 0 0 0 2 11 89
Long-horizon consumption risk and the cross-section of returns: New tests and international evidence 0 0 0 19 0 2 5 86
NON-PARAMETRIC SPECIFICATION TESTS FOR CONDITIONAL DURATION MODELS 0 0 0 186 0 3 8 454
Non-Parametric Specification Tests for Conditional Duration Models 0 0 0 0 0 1 8 313
Nonparametric specification tests for conditional duration models 0 0 1 170 0 4 16 477
Price Discovery in International Equity Trading 0 0 0 157 0 5 9 716
Price discovery in international equity trading 0 0 0 24 0 4 9 266
Tell-tale tails: A data driven approach to estimate unique market information shares 0 0 2 53 0 0 9 150
The econometrics of airline network management 0 0 3 131 0 1 10 409
Trading activity and liquidity supply in a pure limit order book market 0 1 2 36 0 1 8 209
Trading activity and liquidity supply in a pure limit order book market: An empirical analysis using a multivariate count data model 0 0 1 31 0 3 11 132
Total Working Papers 0 5 21 2,731 3 55 224 10,283


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 99 0 1 6 319
A family of autoregressive conditional duration models 0 0 0 252 2 2 7 547
A new marked point process model for the federal funds rate target: Methodology and forecast evaluation 0 0 3 54 0 1 5 226
Asset pricing with a reference level of consumption: New evidence from the cross-section of stock returns 0 0 2 28 2 3 11 153
Commonalities in the order book 0 0 0 24 0 0 9 125
Discrete choice modelling in airline network management 0 0 1 335 0 0 3 1,055
Estimating the probability of informed trading--does trade misclassification matter? 0 0 1 107 0 0 4 303
How large is liquidity risk in an automated auction market? 0 1 2 69 0 1 6 185
Internationally cross-listed stock prices during overlapping trading hours: price discovery and exchange rate effects 0 0 3 239 0 0 6 590
Knowing me, knowing you:: Trader anonymity and informed trading in parallel markets 0 0 1 185 0 1 9 520
Liquidity supply and adverse selection in a pure limit order book market 0 0 1 75 0 0 3 252
Long-horizon consumption risk and the cross-section of returns: new tests and international evidence 0 0 0 23 0 0 4 77
Modeling the interdependence of volatility and inter-transaction duration processes 0 0 1 120 0 3 14 312
Non-monotonic hazard functions and the autoregressive conditional duration model 0 0 0 2 0 1 4 937
Nonparametric specification tests for conditional duration models 0 0 2 104 0 2 12 300
Time Varying Trade Intensities and the Deutsche Telekom IPO / Zeitvariable Handelsintensitaten und die Deutsche Telekom IPO 0 0 0 7 1 1 5 69
Total Journal Articles 0 1 17 1,723 5 16 108 5,970


Statistics updated 2020-11-03