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 1 2 5 809
A comparison of financial duration models via density forecasts 0 0 1 81 0 0 2 1,141
A family of autoregressive conditional duration models 0 0 0 119 1 1 2 377
A family of autoregressive conditional duration models 0 0 0 233 0 0 2 555
A family of autoregressive conditional duration models 0 0 0 50 0 0 2 441
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 2 2 7 130
Commonalities in the order book 0 0 0 86 0 0 3 323
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 0 153
Estimating the Probability of Informed Trading - Does Trade Misclassification Matter? 0 0 0 344 2 3 4 1,274
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 1 1 1 125
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 1 1 172 0 1 2 488
Price Discovery in International Equity Trading 0 0 0 158 0 0 1 732
Price discovery in international equity trading 0 0 1 26 0 0 1 293
Tell-tale tails: A data driven approach to estimate unique market information shares 0 1 1 55 1 3 3 157
The econometrics of airline network management 0 0 1 136 1 1 4 429
Trading activity and liquidity supply in a pure limit order book market 0 0 1 38 0 0 2 218
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 0 2 7 2,764 9 14 45 10,583

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 2 111 1 3 5 349
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 1 2 58 2 3 6 236
Asset pricing with a reference level of consumption: New evidence from the cross-section of stock returns 0 0 0 28 0 0 4 165
Commonalities in the order book 0 0 0 25 0 0 3 135
Discrete choice modelling in airline network management 0 0 0 336 0 0 0 1,065
Estimating the probability of informed trading--does trade misclassification matter? 0 0 0 111 0 1 1 318
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 1 250 0 0 2 619
Knowing me, knowing you:: Trader anonymity and informed trading in parallel markets 0 0 0 187 0 0 2 532
Liquidity supply and adverse selection in a pure limit order book market 0 0 1 78 0 0 3 264
Long-horizon consumption risk and the cross-section of returns: new tests and international evidence 0 0 0 24 0 1 1 84
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 1 4 963
Nonparametric specification tests for conditional duration models 0 0 1 108 0 1 6 320
Time Varying Trade Intensities and the Deutsche Telekom IPO / Zeitvariable Handelsintensitaten und die Deutsche Telekom IPO 0 0 0 7 0 0 4 85
Total Journal Articles 0 1 7 1,774 3 10 43 6,221

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-08-05