Prof. Joachim Grammig

Head of Department
University of Tübingen, Germany

Web Link | SSRN Author Page

CFS Working Papers

373 Joachim Grammig, Eric Theissen Is BEST Really Better? Internalization of Orders in an Open Limit Order Book Trading and Pricing in Financial Markets2011
378 Joachim Grammig, Erik Theissen, Oliver Wünsche Time and the Price of a Trade: A Structural Approach Trading and Pricing in Financial Markets2011
379 Hélena Beltran-Lopez, Joachim Grammig, Albert J. Menkveld Limit Order Books and Trade Informativeness Trading and Pricing in Financial Markets2011
306 Joachim Grammig, Franziska J. Peter International Price Discovery in the Presence of Microstructure Noise Economics of Exchanges2008
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 Markets2014asset 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 Markets2014equity 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 Markets2017