Gunnar Grass

This publication selection covers the last five years.

Journal articles (2)

AHABCHANE, Chahid, CENESIZOGLU, Tolga, GRASS, Gunnar, JENA, Sanjay Dominik ; « Reducing transaction costs using intraday forecasts of limit order book slopes »,  Journal of Forecasting,vol. 43, no 8,  2024, p. 2982-3008 .

AUGUSTIN, Patrick, BRENNER, Menachem, GRASS, Gunnar, ORLOWSKI, Piotr, SUBRAHMANYAM, Marti G. ; « Informed options strategies before corporate events »,  Journal of Financial Markets,vol. 63,  2023, p. 1-34 .

This selection of supervision activities covers the last five years.

Supervised project direction – Master of Science in Management (1)

The use of real options in aircraft purchase projects at Air Canada - A proof of concept using the 737 Max business case, by Virgilio B. Pasin

September 2020