| 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 |
|