Concepedia

Dominik Rösch

DR

9

Publications

509

Citations

9

H-Index

2012

Active since

Affiliations

University at Buffalo, State University of New York(Current)

Erasmus University Rotterdam

University of Technology Sydney

Norwegian School of Economics

Anderson University - South Carolina

Dominik Rösch is an author at University at Buffalo, State University of New York specializing in finance, business, and liquidity.

Top concepts

FinanceBusinessLiquidityAsset PricingEmpirical FinanceFinancial EconomicsMarket MicrostructureEconomicsMarketingEconomic Analysis

Publications per year

2012–2021

9

Publications

9

Asset pricing: A tale of night and day

Terrence Hendershott, Dmitry Livdan, Dominik Rösch · Journal of Financial Economics · 2020 · 136 citations

Empirical Finance, Financial Economics, Asset Pricing +3

The Dynamics of Market Efficiency

Dominik Rösch, Avanidhar Subrahmanyam, Mathijs A. van Dijk · Review of Financial Studies · 2016 · 135 citations

Tick size, liquidity for small and large orders, and price informativeness: Evidence from the Tick Size Pilot Program

Kee H. Chung, Albert J. Lee, Dominik Rösch · Journal of Financial Economics · 2019 · 133 citations

Market Microstructure, Large Orders, Price Informativeness +9

The impact of arbitrage on market liquidity

Dominik Rösch · Journal of Financial Economics · 2021 · 36 citations

Market Microstructure, Empirical Finance, Economics +6

Forecasting probabilities of default and loss rates given default in the presence of selection

Dominik Rösch, Harald Scheule · Journal of the Operational Research Society · 2012 · 28 citations

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