| 373 | Joachim Grammig, Eric Theissen | Is BEST Really Better? Internalization of Orders in an Open Limit Order Book | Trading and Pricing in Financial Markets | 2011 | |
| 378 | Joachim Grammig, Erik Theissen, Oliver Wünsche | Time and the Price of a Trade: A Structural Approach | Trading and Pricing in Financial Markets | 2011 | |
| 379 | Hélena Beltran-Lopez, Joachim Grammig, Albert J. Menkveld | Limit Order Books and Trade Informativeness | Trading and Pricing in Financial Markets | 2011 | |
| 306 | Joachim Grammig, Franziska J. Peter | International Price Discovery in the Presence of Microstructure Noise | Economics of Exchanges | 2008 | |
| 479 | Joachim Grammig, Eva-Maria Schaub | Give Me Strong Moments and Time: Combining GMM and SMM to Estimate Long-Run Risk Asset Pricing Models | Trading and Pricing in Financial Markets | 2014 | asset pricing, long-run risk, simulated method of moments |
| 480 | Joachim Grammig, Jantje Sönksen | Consumption-Based Asset Pricing with Rare Disaster Risk | Trading and Pricing in Financial Markets | 2014 | equity premium, rare disaster risk, asset pricing, simulated method of moments |
| 572 | Joachim Grammig, Eva-Maria Küchlin | A two-step indirect inference approach to estimate the long-run risk asset pricing model | Corporate Finance & Financial Markets | 2017 | |