Browsing All of EconStor by Author Grammig, Joachim G.

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Showing results 1 to 12 of 12
Year of PublicationTitleAuthor(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 ReturnsGrammig, Joachim G.; Schrimpf, Andreas
2007 Asset Pricing with a Reference Level of Consumption: New Evidence from the Cross-Section of Stock ReturnsSchrimpf, Andreas; Grammig, Joachim G.
2008 International price discovery in the presence of microstructure noiseGrammig, Joachim G.; Peter, Franziska J.
2008 International price discovery in the presence of market microstructure effectsGrammig, Joachim G.; Peter, Franziska J.
2009 Commonalities in the order bookBeltran-Lopez, Héléna; Giot, Pierre; Grammig, Joachim G.
2009 Long-horizon consumption risk and the cross-section of returns: New tests and international evidenceGrammig, Joachim G.; Schrimpf, Andreas; Schuppli, Michael
2010 Creative destruction and asset pricesGrammig, Joachim G.; Jank, Stephan
2010 Tell-tale tails: A data driven approach to estimate unique market information sharesGrammig, Joachim G.; Peter, Franziska J.
2011 Limit order books and trade informativenessBeltran-Lopez, Hélena; Grammig, Joachim G.; Menkveld, Albert J.
2011 Is BEST really better? Internalization of orders in an open limit order bookGrammig, Joachim G.; Theissen, Erik
2011 Time and the price impact of a trade: A structural approachGrammig, Joachim G.; Theissen, Erik; Wünsche, Oliver