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Universität zu Köln
Centre for Financial Research (CFR), Universität Köln
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Year of Publication
Title
Author(s)
2005
Liquidity supply and adverse selection in a pure limit order book market
Frey, Stefan
;
Grammig, Joachim
2017
A two-step indirect inference approach to estimate the long-run risk asset pricing model
Grammig, Joachim
;
Küchlin, Eva-Maria
2005
Understanding the limit order book: Conditioning on trade informativeness
Beltran, Héléna
;
Grammig, Joachim
;
Menkveld, Albert J.
2014
Give me strong moments and time: Combining GMM and SMM to estimate long-run risk asset pricing
Grammig, Joachim
;
Schaub, Eva-Maria
2007
Time and price impact of a trade: A structural approach
Grammig, Joachim
;
Theissen, Erik
;
Wuensche, Oliver
2009
Asset ppricing with a reference level of consumption: New evidence from the cross-section of stock returns
Grammig, Joachim
;
Schrimpf, Andreas
2020
Empirical Asset Pricing with Multi-Period Disaster Risk: A Simulation-Based Approach
Sönksen, Jantje
;
Grammig, Joachim
Author
1
Beltran, Héléna
1
Frey, Stefan
1
Küchlin, Eva-Maria
1
Menkveld, Albert J.
1
Schaub, Eva-Maria
1
Schrimpf, Andreas
1
Sönksen, Jantje
1
Theissen, Erik
1
Wuensche, Oliver
year of Publication
1
2020 - 2020
2
2010 - 2019
4
2005 - 2009