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 3 6 9 815
A comparison of financial duration models via density forecasts 0 0 0 81 6 11 12 1,153
A family of autoregressive conditional duration models 0 0 0 50 4 6 7 447
A family of autoregressive conditional duration models 0 0 0 233 5 8 11 565
A family of autoregressive conditional duration models 0 0 0 119 0 2 4 380
Asset Pricing with a Reference Level of Consumption: New Evidence from the Cross-Section of Stock Returns 0 0 0 34 6 9 9 160
Commonalities in the order book 0 0 0 25 0 1 3 137
Commonalities in the order book 0 0 0 10 1 2 4 132
Commonalities in the order book 0 0 0 86 4 5 7 328
Consumption-Based Asset Pricing with a Reference Level: New Evidence from the Cross-Section of Stock Returns 0 0 0 74 5 7 8 285
Creative destruction and asset prices 0 0 0 69 4 8 11 164
Estimating the Probability of Informed Trading - Does Trade Misclassification Matter? 0 0 0 344 3 5 10 1,281
How large is liquidity risk in an automated auction market ? 0 0 0 26 3 4 6 153
How large is liquidity risk in an automated auction market? 0 0 0 197 7 11 11 490
Informationsbasierter Aktienhandel über IBIS 0 0 0 0 5 6 6 68
International price discovery in the presence of market microstructure effects 0 0 0 24 5 6 8 132
Internationally Cross-Listed Stock Prices During Overlapping Trading Hours: Price Discovery and Exchange Rate Effects 0 0 0 209 8 14 14 606
Knowing Me, Knowing You: Trader Anonymity and Informed Trading in Parallel Markets 0 0 0 0 4 5 5 102
Long-horizon consumption risk and the cross-section of returns: New tests and international evidence 0 0 0 19 2 2 2 92
NON-PARAMETRIC SPECIFICATION TESTS FOR CONDITIONAL DURATION MODELS 0 0 0 186 5 8 9 467
Non-Parametric Specification Tests for Conditional Duration Models 0 0 0 0 3 3 5 320
Nonparametric specification tests for conditional duration models 0 0 1 172 6 8 12 498
Price Discovery in International Equity Trading 0 0 0 158 5 8 10 742
Price discovery in international equity trading 0 1 2 27 2 4 6 298
Tell-tale tails: A data driven approach to estimate unique market information shares 0 0 1 55 0 5 8 162
The econometrics of airline network management 0 0 0 136 0 6 11 437
Trading activity and liquidity supply in a pure limit order book market 0 0 1 38 1 2 5 221
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 8 11 12 147
Total Working Papers 0 1 5 2,765 105 173 225 10,782

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 0 111 3 7 10 356
A family of autoregressive conditional duration models 0 0 0 256 2 2 3 574
A new marked point process model for the federal funds rate target: Methodology and forecast evaluation 0 0 2 58 2 2 6 238
Asset pricing with a reference level of consumption: New evidence from the cross-section of stock returns 0 0 0 28 2 5 9 173
Commonalities in the order book 0 0 0 25 1 3 5 139
Discrete choice modelling in airline network management 0 0 0 336 3 8 9 1,074
Estimating the probability of informed trading--does trade misclassification matter? 0 0 0 111 4 6 11 328
How large is liquidity risk in an automated auction market? 0 0 0 69 2 4 4 194
Internationally cross-listed stock prices during overlapping trading hours: price discovery and exchange rate effects 0 0 0 250 5 8 10 629
Knowing me, knowing you:: Trader anonymity and informed trading in parallel markets 0 0 0 187 3 5 7 538
Liquidity supply and adverse selection in a pure limit order book market 0 0 0 78 4 6 7 270
Long-horizon consumption risk and the cross-section of returns: new tests and international evidence 0 0 0 24 2 5 6 89
Modeling the interdependence of volatility and inter-transaction duration processes 0 0 0 124 2 5 5 329
Non-monotonic hazard functions and the autoregressive conditional duration model 0 0 0 2 3 6 8 969
Nonparametric specification tests for conditional duration models 0 0 0 108 8 11 16 334
Time Varying Trade Intensities and the Deutsche Telekom IPO / Zeitvariable Handelsintensitaten und die Deutsche Telekom IPO 0 0 0 7 1 3 6 89
Total Journal Articles 0 0 2 1,774 47 86 122 6,323

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Statistics updated 2026-02-12