Dominik Roesch : Citation Profile

Are you Dominik Roesch?

State University of New York-Buffalo (SUNY)

3

H index

3

i10 index

80

Citations

RESEARCH PRODUCTION:

4

Articles

RESEARCH ACTIVITY:

   4 years (2017 - 2021). See details.
   Cites by year: 20
   Journals where Dominik Roesch has often published
   Relations with other researchers
   Recent citing documents: 28.    Total self citations: 1 (1.23 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pro1265
   Updated: 2024-04-18    RAS profile: 2021-10-25    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Dominik Roesch.

Is cited by:

Hirshleifer, David (2)

Ren, Xiaohang (2)

Yin, Xiangkang (2)

Eriksen, Jonas Nygaard (1)

Yang, Baochen (1)

El-Masry, Ahmed (1)

Yamamoto, Ryuichi (1)

Chiah, Mardy (1)

Conlon, Thomas (1)

Zhong, Zhaodong (1)

Wang, Qingwei (1)

Cites to:

French, Kenneth (5)

Roll, Richard (5)

Subrahmanyam, Avanidhar (4)

Lee, Charles (4)

Vayanos, Dimitri (4)

Fama, Eugene (4)

Zhang, Bohui (4)

Amihud, Yakov (3)

Foucault, Thierry (3)

Karolyi, G. (3)

Angrist, Joshua (3)

Main data

Where Dominik Roesch has published?

Journals with more than one article published# docs
Journal of Financial Economics3

Recent works citing Dominik Roesch (2024 and 2023)

YearTitle of citing document
2023Matrix Completion When Missing Is Not at Random and Its Applications in Causal Panel Data Models. (2023). Yuan, Ming ; Choi, Jungjun. In: Papers. RePEc:arx:papers:2308.02364.

Full description at Econpapers || Download paper

2023Tick size and price efficiency: Further evidence from the Tick Size Pilot Program. (2023). Chuwonganant, Chairat ; Chung, Kee H. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:3:p:483-511.

Full description at Econpapers || Download paper

2023Algorithmic trading and block ownership initiation: An information perspective. (2023). Zhu, Yushu ; Zheng, Jiayi. In: The British Accounting Review. RePEc:eee:bracre:v:55:y:2023:i:4:s0890838922000828.

Full description at Econpapers || Download paper

2023Selecting slacks-based data envelopment analysis models. (2023). Izadikhah, Mohammad ; Tone, Kaoru ; Toloo, Mehdi. In: European Journal of Operational Research. RePEc:eee:ejores:v:308:y:2023:i:3:p:1302-1318.

Full description at Econpapers || Download paper

2023Industry regulation and the comovement of stock returns. (2023). Whitby, Ryan J ; Griffith, Todd G ; Blau, Benjamin M. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:206-219.

Full description at Econpapers || Download paper

2023The time-varying effects of liquidity and market efficiency of the European Union carbon market: Evidence from the TVP-SVAR-SV approach. (2023). Ren, Xiaohang ; Zhang, Rui ; Zhong, Meirui. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002062.

Full description at Econpapers || Download paper

2023Intraday and overnight tail risks and return predictability in the crude oil market: Evidence from oil-related regular news and extreme shocks. (2023). Bouri, Elie ; Wang, Cheng ; Zhang, Dingsheng ; Xu, Yahua. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323006199.

Full description at Econpapers || Download paper

2023From dusk till dawn (and vice versa): Overnight-versus-daytime reversals and feedback trading. (2023). Karaa, Rabaa ; Kallinterakis, Vasileios. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922003933.

Full description at Econpapers || Download paper

2023Tracking investor gambling intensity. (2023). Xu, Changxin ; Yang, Li Hua ; Zhu, Hongbing. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521922004185.

Full description at Econpapers || Download paper

2023Betting against beta with intraday and overnight signals. (2023). Insana, Alessandra. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000583.

Full description at Econpapers || Download paper

2023Heterogeneously informed trading and the stock market efficiency during the COVID-19 pandemic. (2023). Zhao, Yang ; Zhang, Xuan ; Xue, Mingqi. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001242.

Full description at Econpapers || Download paper

2023Limited investor attention and biased reactions to information: Evidence from the COVID-19 pandemic. (2023). Zhao, Jing ; Zhang, Xuan ; Xu, Liao. In: Journal of Financial Markets. RePEc:eee:finmar:v:62:y:2023:i:c:s1386418122000490.

Full description at Econpapers || Download paper

2023COVID-19 pandemic and the stock market: Liquidity, price efficiency, and trading. (2023). Chuwonganant, Chairat ; Chung, Kee H. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418123000010.

Full description at Econpapers || Download paper

2023Newspapers tone and the overnight-intraday stock return anomaly. (2023). Schreiber, Ben Z ; Saadon, Yossi. In: Journal of Financial Markets. RePEc:eee:finmar:v:65:y:2023:i:c:s1386418123000368.

Full description at Econpapers || Download paper

2023The effect of tick size on managerial learning from stock prices. (2023). Zhu, Wei ; Zheng, Miles Y ; Ye, Mao. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:75:y:2023:i:1:s0165410122000386.

Full description at Econpapers || Download paper

2023Exploiting the dynamics of commodity futures curves. (2023). Zhang, Tingxi ; Miffre, Joelle ; Fan, John Hua ; Bianchi, Robert J. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001632.

Full description at Econpapers || Download paper

2023Heterogeneous liquidity providers and night-minus-day return predictability. (2023). Qin, Zhongling ; Malliaris, Steven ; Lu, Zhongjin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:148:y:2023:i:3:p:175-200.

Full description at Econpapers || Download paper

2023Carr and Wu’s (2020) framework in the oil ETF option market. (2023). Zhang, Jin E ; Ruan, Xinfeng ; Jia, Xiaolan. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851323000247.

Full description at Econpapers || Download paper

2023Vulnerability of sustainable markets to fossil energy shocks. (2023). Ren, Xiaohang ; Taghizadeh-Hesary, Farhad ; Li, Yiying. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723005901.

Full description at Econpapers || Download paper

2023Overnight versus intraday returns of anomalies in China. (2023). Chou, Robin K ; Chang, Hui-Wen ; Lin, Chaonan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000732.

Full description at Econpapers || Download paper

2023Efficiency of the financial markets during the COVID-19 crisis: Time-varying parameters of fractional stable dynamics. (2023). Garcin, Matthieu ; Ammy-Driss, Ayoub. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:609:y:2023:i:c:s0378437122008937.

Full description at Econpapers || Download paper

2023Foreign exchange market efficiency during COVID-19 pandemic. (2023). El-Masry, Ahmed ; Azzam, Islam ; Yamani, Ehab. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:717-730.

Full description at Econpapers || Download paper

2023Optimal Tick Size. (2023). Rindi, Barbara ; Graziani, Giuliano. In: Working Papers. RePEc:igi:igierp:688.

Full description at Econpapers || Download paper

2023Explaining the Failure of the Unconditional CAPM with the Conditional CAPM. (2023). Martineau, Charles ; Hasler, Michael. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:3:p:1835-1855.

Full description at Econpapers || Download paper

2023Do lottery characteristics matter for analysts’ forecast behavior?. (2023). Yang, Jimmy J ; Lin, Mei-Chen. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:3:d:10.1007_s11156-023-01176-x.

Full description at Econpapers || Download paper

Works by Dominik Roesch:

YearTitleTypeCited
2020Tick size, liquidity for small and large orders, and price informativeness: Evidence from the Tick Size Pilot Program In: Journal of Financial Economics.
[Full Text][Citation analysis]		article20
2020Asset pricing: A tale of night and day In: Journal of Financial Economics.
[Full Text][Citation analysis]		article26
2021The impact of arbitrage on market liquidity In: Journal of Financial Economics.
[Full Text][Citation analysis]		article0
2017The Dynamics of Market Efficiency In: The Review of Financial Studies.
[Full Text][Citation analysis]		article34

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2024. Contact: CitEc Team