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 1 362 0 1 4 807
A comparison of financial duration models via density forecasts 0 0 1 81 0 1 2 1,141
A family of autoregressive conditional duration models 0 0 0 119 0 0 1 376
A family of autoregressive conditional duration models 0 0 0 50 0 2 2 441
A family of autoregressive conditional duration models 0 0 0 233 0 1 2 555
Asset Pricing with a Reference Level of Consumption: New Evidence from the Cross-Section of Stock Returns 0 0 0 34 0 0 0 151
Commonalities in the order book 0 0 0 25 0 0 0 134
Commonalities in the order book 0 0 0 10 0 0 5 128
Commonalities in the order book 0 0 0 86 1 1 2 322
Consumption-Based Asset Pricing with a Reference Level: New Evidence from the Cross-Section of Stock Returns 0 0 0 74 0 0 0 277
Creative destruction and asset prices 0 0 0 69 0 0 1 153
Estimating the Probability of Informed Trading - Does Trade Misclassification Matter? 0 0 0 344 0 0 1 1,271
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 2 479
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 0 2 124
Internationally Cross-Listed Stock Prices During Overlapping Trading Hours: Price Discovery and Exchange Rate Effects 0 0 1 209 0 0 1 592
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 0 0 0 458
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 0 171 0 1 2 487
Price Discovery in International Equity Trading 0 0 0 158 0 1 1 732
Price discovery in international equity trading 0 1 1 26 0 1 2 293
Tell-tale tails: A data driven approach to estimate unique market information shares 0 0 0 54 0 0 0 154
The econometrics of airline network management 0 1 1 136 0 3 6 428
Trading activity and liquidity supply in a pure limit order book market 0 0 0 37 0 1 1 217
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 1 1 136
Total Working Papers 0 2 5 2,761 1 14 38 10,567

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 3 111 0 1 3 346
A family of autoregressive conditional duration models 0 0 0 256 1 1 4 572
A new marked point process model for the federal funds rate target: Methodology and forecast evaluation 0 1 1 57 0 2 4 233
Asset pricing with a reference level of consumption: New evidence from the cross-section of stock returns 0 0 0 28 0 3 4 165
Commonalities in the order book 0 0 0 25 1 1 3 135
Discrete choice modelling in airline network management 0 0 0 336 0 0 1 1,065
Estimating the probability of informed trading--does trade misclassification matter? 0 0 0 111 0 0 0 317
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 2 250 0 1 4 619
Knowing me, knowing you:: Trader anonymity and informed trading in parallel markets 0 0 0 187 0 1 2 531
Liquidity supply and adverse selection in a pure limit order book market 0 0 1 78 0 2 3 264
Long-horizon consumption risk and the cross-section of returns: new tests and international evidence 0 0 0 24 0 0 0 83
Modeling the interdependence of volatility and inter-transaction duration processes 0 0 0 124 0 0 1 324
Non-monotonic hazard functions and the autoregressive conditional duration model 0 0 0 2 0 2 5 962
Nonparametric specification tests for conditional duration models 0 0 1 108 1 3 5 319
Time Varying Trade Intensities and the Deutsche Telekom IPO / Zeitvariable Handelsintensitaten und die Deutsche Telekom IPO 0 0 0 7 2 3 4 85
Total Journal Articles 0 2 8 1,773 5 20 43 6,210

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Statistics updated 2025-04-04