Details about Dominik Roesch

Access statistics for papers by Dominik Roesch.

Last updated 2026-01-13. Update your information in the RePEc Author Service.

Short-id: pro1265

Working Papers

2024

1. Nonstandard Errors
   Post-Print, HAL View citations (2)
   Also in Working Papers, Faculty of Economics and Statistics, Universität Innsbruck (2021) View citations (6)
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2024) View citations (2)
   Working Papers, Lund University, Department of Economics (2021)
   Post-Print, HAL (2024)
   Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2024)
   See also Journal Article Nonstandard Errors, Journal of Finance, American Finance Association (2024) View citations (2) (2024)

Journal Articles

2025

1. Does Floor Trading Matter?
   Journal of Finance, 2025, 80, (1), 375-414

2024

2. Nonstandard Errors
   Journal of Finance, 2024, 79, (3), 2339-2390 View citations (2)
   See also Working Paper Nonstandard Errors, Post-Print (2024) View citations (2) (2024)

2022

3. How Do Shocks Arise and Spread Across Stock Markets? A Microstructure Perspective
   Management Science, 2022, 68, (4), 3071-3089

2021

4. The impact of arbitrage on market liquidity
   Journal of Financial Economics, 2021, 142, (1), 195-213

2020

5. Asset pricing: A tale of night and day
   Journal of Financial Economics, 2020, 138, (3), 635-662 View citations (37)
6. Tick size, liquidity for small and large orders, and price informativeness: Evidence from the Tick Size Pilot Program
   Journal of Financial Economics, 2020, 136, (3), 879-899 View citations (31)

2017

7. The Dynamics of Market Efficiency
   The Review of Financial Studies, 2017, 30, (4), 1151-1187 View citations (50)