Details about Dominik Roesch
Access statistics for papers by Dominik Roesch.
Last updated 2021-10-25. Update your information in the RePEc Author Service.
Short-id: pro1265
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Journal Articles
Journal Articles
2021
- The impact of arbitrage on market liquidity
Journal of Financial Economics, 2021, 142, (1), 195-213
2020
- Asset pricing: A tale of night and day
Journal of Financial Economics, 2020, 138, (3), 635-662
View citations (32)
- 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 (25)
2017
- The Dynamics of Market Efficiency
The Review of Financial Studies, 2017, 30, (4), 1151-1187
View citations (47)