Joachim Grammig is a Professor of Econometrics, Statistics, and Empirical Economics at the University of Tübingen. He obtained a doctoral degree and completed his habilitation at Goethe University in Frankfurt and worked as a Professor of Financial Economics at the University of St. Gallen before joining the University of Tübingen. He is working at the intersection of empirical asset pricing and advances of econometric methodology. His research in finance has focuses on issues of both financial market microstructure (price discovery and liquidity) and macro-asset pricing. He has published in finance journals like Journal of Financial and Quantitative Analysis and in methodological journals like Journal of Econometrics.