Dominik Rösch

State University of New York at Buffalo

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Does Floor Trading Matter?

(with Jonathan Brogaard and Matthew C. Ringgenberg)
Journal of Finance, forthcoming

Non-Standard Errors

(with Albert J. Menkveld, et few hundreds al)
Journal of Finance, forthcoming

How Do Shocks Arise and Spread Across Stock Markets? A Microstructure Perspective

(with Dion Bongaerts, Richard Roll, Mathijs A. Van Dijk, and Darya Yuferova)
Management Science, 2022, 68 (4), 3071-3089

Investor short-termism and real investment

(with Avanidhar Subrahmanyam and Mathijs A. Van Dijk)
Journal of Financial Markets, 2022, 59 (B), 100645

The impact of arbitrage on market liquidity

(solo authored)
Journal of Financial Economics, 2021, 142 (1), 195-213

Asset Pricing: A Tale of Night and Day

(with Terrence Hendershott and Dmitry Livdan)
Journal of Financial Economics, 2020, 138 (3): 635-662

Tick Size, Liquidity for Small and Large Orders, and Price Informativeness: Evidence from the Tick Size Pilot Program

(with Kee Chung and Albert Lee)
Journal of Financial Economics, 2020, 136 (3): 879-899

The Dynamics of Market Efficiency

(with Avanidhar Subrahmanyam and Mathijs A. Van Dijk)
Review of Financial Studies, 2017; 30 (4): 1151-1187

Working Papers

A Portfolio Optimization Approach to Identifying Private Information

(with Dion Bongaerts and Mathijs A. Van Dijk)

Competition and Exchange Data Fees

(with Jonathan Brogaard and James Brugler)

Multimarket Trading and Accounting Standards

(with Pooyan Ghazizadeh and Erik Peek)

Day and Night Returns of Chinese Stocks

(with Chaoqun Ma and Ru Xiao)

Tax Heist using American Depositary Receipts

(with Jonathan Brogaard)

COVID-19: An Illusion of Productivity and a Reality of Inequality

(with Yuxiang Jiang, Liu Ruijie and Cristian Tiu)