Browsing All of EconStor by Author Grammig, Joachim G.
Showing results 1 to 12 of 12
Year of Publication | Title | Author(s) |
2002 | Estimating the Probability of Informed Trading: Does Trade Misclassification Matter? | Grammig, Joachim G.; Theissen, Erik |
2006 | Consumption-Based Asset Pricing with a Reference Level: New Evidence from the Cross-Section of Stock Returns | Grammig, Joachim G.; Schrimpf, Andreas |
2007 | Asset Pricing with a Reference Level of Consumption: New Evidence from the Cross-Section of Stock Returns | Schrimpf, Andreas; Grammig, Joachim G. |
2008 | International price discovery in the presence of market microstructure effects | Grammig, Joachim G.; Peter, Franziska J. |
2008 | International price discovery in the presence of microstructure noise | Grammig, Joachim G.; Peter, Franziska J. |
2009 | Long-horizon consumption risk and the cross-section of returns: New tests and international evidence | Grammig, Joachim G.; Schrimpf, Andreas; Schuppli, Michael |
2009 | Commonalities in the order book | Beltran-Lopez, Héléna; Giot, Pierre; Grammig, Joachim G. |
2010 | Tell-tale tails: A data driven approach to estimate unique market information shares | Grammig, Joachim G.; Peter, Franziska J. |
2010 | Creative destruction and asset prices | Grammig, Joachim G.; Jank, Stephan |
2011 | Time and the price impact of a trade: A structural approach | Grammig, Joachim G.; Theissen, Erik; Wünsche, Oliver |
2011 | Is BEST really better? Internalization of orders in an open limit order book | Grammig, Joachim G.; Theissen, Erik |
2011 | Limit order books and trade informativeness | Beltran-Lopez, Hélena; Grammig, Joachim G.; Menkveld, Albert J. |