Concepedia

Joachim Grammig

JG

32

Publications

1.8K

Citations

22

H-Index

2000

Active since

Affiliations

University of Tübingen(Current)

Goethe University Frankfurt

University of Namur

University of Mannheim

Joachim Grammig is an author at University of Tübingen specializing in business, finance, and economics.

Top concepts

BusinessFinanceEconomicsFinancial EconomicsAsset PricingStatisticsMarket MicrostructureLiquidityManagementTrade

Publications per year

2000–2024

32

Publications

32

Internationally cross-listed stock prices during overlapping trading hours: price discovery and exchange rate effects

Joachim Grammig, Michael Melvin, Christian Schlag · Journal of Empirical Finance · 2004 · 240 citations

Market Microstructure, Economics, Financial Economics +13

Non‐monotonic hazard functions and the autoregressive conditional duration model

Joachim Grammig, K.-O. Maurer · Econometrics Journal · 2000 · 232 citations

Empirical Finance, Engineering, Time Series Econometrics +20

A family of autoregressive conditional duration models

Marcelo Fernandes, Joachim Grammig · Journal of Econometrics · 2004 · 181 citations

Dynamic Economic Model, Statistics, Econometrics

Knowing me, knowing you:

Joachim Grammig, Dirk Schiereck, Erik Theissen · Journal of Financial Markets · 2001 · 138 citations

Knowledge Reasoning, Knowledge Discovery, Business +5

Estimating the probability of informed trading—does trade misclassification matter?

Ekkehart Boehmer, Joachim Grammig, Erik Theissen · Journal of Financial Markets · 2006 · 112 citations

Economics, Trade, Bias +6

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