Dominik Rösch

State University of New York at Buffalo
Rotterdam School of Management, Erasmus University

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Working Papers

Equity risk and illiquidity premia during and outside trading times

(solo authored)

The impact of arbitrage on market liquidity (Online Appendix )

(solo authored)

The Propagation of Shocks Across International Equity Markets: A Microstructure Perspective

(with Dion Bongaerts, Richard Roll, Mathijs A. Van Dijk, and Darya Yuferova)

Cross-sectional identification of informed trading

(with Dion Bongaerts and Mathijs A. Van Dijk)


The Dynamics of Market Efficiency

(with Avanidhar Subrahmanyam and Mathijs A. Van Dijk)
Review of Financial Studies, forthcoming