Grep error "No such file or directory" not solved

Dear all,
I run a simple command:

grep -f GTEx_snps.txt chr1_r2.txt>chr1_r2_GTEx.txt

and got error: "chr1_r2_GTEx.txt: No such file or directory" while "chr1_r2_GTEx.txt is an non-existent file. I google searched some solutions and tried to add -s and --no-messages option

grep -s --no-messages -f GTEx_snps.txt chr1_r2.txt>chr1_r2_GTEx.txt

and it still doesn't work. Anyone know how to solve it? thank you.
Lin

This is a very strange scenario. I could imagine there's invisible/control characters in the file name. How did you produce the line (e.g. what editor)?
Could you try with simpler, straight forward file names?

Dear RudiC,
You are right. When I delete everything and re-type it . It works. Thank you very much!
Lin