Dominik Roesch : Citation Profile

State University of New York-Buffalo (SUNY)

4

H index

4

i10 index

153

Citations

RESEARCH PRODUCTION:

7

Articles

6

Papers

RESEARCH ACTIVITY:

   8 years (2017 - 2025). See details.
   Cites by year: 19
   Journals where Dominik Roesch has often published
   Relations with other researchers
   Recent citing documents: 59.    Total self citations: 2 (1.29 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pro1265
   Updated: 2026-05-16    RAS profile: 2026-01-13    
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Relations with other researchers

Works with:

Davies, Ryan (7)

Caporin, Massimiliano (7)

Smales, Lee (7)

Johannesson, Magnus (7)

Dimpfl, Thomas (7)

Talavera, Oleksandr (7)

LINTON, OLIVER (7)

Deev, Oleg (7)

Stefanova, Denitsa (7)

Wolff, Christian (7)

Harris, Jeffrey (7)

Neszveda, Gabor (7)

Bos, Charles (7)

Shui, Jessica (7)

Sarno, Lucio (7)

Dumitrescu, Ariadna (7)

Schuerhoff, Norman (7)

Moinas, Sophie (7)

Dreber, Anna (7)

Tang, Yuehua (7)

Foucault, Thierry (7)

Lof, Matthijs (7)

Ferrara, Gerardo (7)

Gehrig, Thomas (7)

Reitz, Stefan (7)

Nielsson, Ulf (7)

Frijns, Bart (7)

Rinne, Kalle (7)

FERROUHI, EL MEHDI (7)

Liew, Chee (7)

Korajczyk, Robert (7)

Söderlind, Paul (7)

Renault, Thomas (7)

Prokopczuk, Marcel (7)

Brownlees, Christian (7)

Hurlin, Christophe (7)

Schwarz, Marco (7)

Aloosh, Arash (7)

Taylor, Nick (7)

Degryse, Hans (7)

Alexeev, Vitali (7)

Ødegaard, Bernt (7)

Frömmel, Michael (7)

Sojli, Elvira (7)

Palan, Stefan (7)

Tonks, Ian (7)

Menkveld, Albert (7)

Füllbrunn, Sascha (7)

Pastor, Lubos (7)

Hambuckers, Julien (7)

Scaillet, Olivier (7)

Park, Andreas (7)

Schenk-Hoppé, Klaus (6)

Koetter, Michael (6)

Bohorquez Correa, Santiago (6)

Gil-Bazo, Javier (6)

Xiu, Dacheng (5)

Wilhelmsson, Anders (5)

Roy, Saurabh (5)

Pasquariello, Paolo (5)

Eugster, Nicolas (5)

Gerritsen, Dirk (5)

Zhang, S. Sarah (5)

Xia, Shuo (5)

van Kervel, Vincent (5)

Holzmeister, Felix (5)

Chernov, Mikhail (5)

Jurkatis, Simon (5)

Vilkov, Grigory (5)

Ranaldo, Angelo (5)

Shachar, Or (5)

CAPELLE-BLANCARD, Gunther (4)

Deku, Solomon (4)

Güçbilmez, Ufuk (4)

Jalkh, Naji (4)

Hautsch, Nikolaus (4)

Walther, Thomas (4)

Verousis, Thanos (4)

Huang, Wenqian (4)

Horenstein, Alex (4)

Capera Romero, Laura (3)

Colliard, Jean-Edouard (3)

Wong, Wing-Keung (3)

Ait-Sahalia, Yacine (3)

Chow, Nikolai Sheung-Chi (3)

Voigt, Stefan (2)

Abudy, Menachem (2)

Hasse, Jean-Baptiste (2)

He, Xuezhong (Tony) (2)

Mihet, Roxana (2)

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

Is cited by:

Huber, Christoph (5)

Ozkes, Ali (4)

Greiner, Ben (4)

Ren, Xiaohang (3)

Deer, Lachlan (3)

Fišar, Miloš (3)

Dreber, Anna (3)

Gallegos, Sebastian (3)

Huntington-Klein, Nick (3)

Li, Youwei (2)

Pörtner, Claus (2)

Cites to:

Zhang, Bohui (6)

Roll, Richard (6)

Foucault, Thierry (5)

Ben-David, Itzhak (5)

Morris, Stephen (5)

French, Kenneth (5)

Pedersen, Lasse (5)

Karolyi, G. (5)

Lee, Charles (5)

Shin, Hyun Song (5)

van Dijk, Mathijs (4)

Main data

Where Dominik Roesch has published?

Journals with more than one article published# docs
Journal of Financial Economics3
Journal of Finance2

Working Papers Series with more than one paper published# docs
Post-Print / HAL2

Recent works citing Dominik Roesch (2025 and 2024)

YearTitle of citing document
2025Assessing Consistency and Reproducibility in the Outputs of Large Language Models: Evidence Across Diverse Finance and Accounting Tasks. (2025). Wang, Victor Xiaoqi. In: Papers. RePEc:arx:papers:2503.16974.

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2025Does Overnight News Explain Overnight Returns?. (2025). Glasserman, Paul ; Krstovski, Kriste ; Mamaysky, Harry ; Laliberte, Paul. In: Papers. RePEc:arx:papers:2507.04481.

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2024The individual motivation of investors gambling mentality: Empirical evidence from gambling sentiment and lottery‐type stocks. (2024). Long, Zewei ; Huang, Xinghao ; Wang, Wei ; Li, Haohua. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:5:p:4515-4536.

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2025Dissecting the lottery‐like anomaly: Evidence from China. (2025). Xiong, Zhitao ; Hu, YI ; Gu, Ming. In: Accounting and Finance. RePEc:bla:acctfi:v:65:y:2025:i:1:p:883-911.

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2024Investor attention and stock price efficiency: Evidence from quasi‐natural experiments in China. (2024). Li, Zhibing ; Liu, Xiaoyu ; Wu, Chonglin. In: Financial Management. RePEc:bla:finmgt:v:53:y:2024:i:1:p:175-225.

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2024Efficient Market Hypothesis on the blockchain: A social‐media‐based index for cryptocurrency efficiency. (2024). Mazur, Mieszko ; Rubbaniy, Ghulame ; Polyzos, Efstathios. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:3:p:807-829.

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2024Oil Market Efficiency, Quantity of Information, and Oil Market Turbulence. (2024). Wadud, Sania ; Gronwald, Marc ; Dogah, Kingsley. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10995.

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2025The Perks and Perils of Machine Learning in Business and Economic Research. (2025). Hornuf, Lars ; Dudda, Tom L. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11721.

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2025The Sources of Researcher Variation in Economics. (2025). Williams, Kevin ; Ward, Zachary ; Trombetta, Martin ; Tastan, Huseyin ; Szczygielski, Krzysztof ; Spantig, Lisa ; Smith, Brock ; Salamanca, Nicolas ; Samudra, Aparna ; Sariyev, Orkhan ; Samahita, Margaret ; Roy, Jayjit ; Ricks, Michael ; Reuter, Anna ; Reimão, Maira ; Rayamajhee, Veeshan ; Pugatch, Todd ; Putman, Daniel ; Pörtner, Claus ; Porcher, Simon ; Petroulakis, Filippos ; Paudel, Jayash ; Meinzen-Dick, Laura ; Marino Fages, Diego ; Marcus, Jan ; Long, Dede ; LaFave, Daniel ; Klotzbücher, Valentin ; Kim, Sie Won ; Jakobsson, Niklas ; Huntington-Klein, Nick ; Hernæs, Øystein ; Henningsen, Arne ; Henderson, Daniel ; Harris, Mark ; Girardi, Daniele ; Gay, Victor ; Gauriot, Romain ; Gallegos, Sebastian ; Gamino, Aaron ; Gazeaud, Jules ; Fumarco, Luca ; Fitzpatrick, Anne ; Feld, Jan ; Duquette, Nicolas ; de Gendre, Alexandra ; Deer, Lachlan ; Crawfurd, Lee ; Collins, Matthew ; Buisson, Florent ; Brehm, Margaret ; Brun, Martín ; Bloem, Jeffrey ; Bhattacharya, Shreya ; Bhai, Moiz ; Bech-Wysocka, Katarzyna ; Bennett, Christopher ; Berniell, Inés ; Avdeev, Stanislav ; Andresen, Martin ; Angenendt, David ; Antón, José Ignacio ; Akbulut-Yuksel, Mevlude ; Herns, Ystein ; Rodriguez, Abel ; Sievertsen, Hans Henrik ; Agasa, Lameck Ondieki ; Westheide, Christian ; Aslim, Erkmen Giray ; Tagat, Anirudh ; Feyman, Yevgeniy ; Weinberg, Stephen E ; Gilpin, Gregory ; Peukert, Christian ; Merkus, Erik ; Kaire, Jos ; Ligey, Maxime ; Jain, Anil ; Prakash, Manab ; Karney, Daniel ; Falken, Grace ; Weber, Ellerie ; Antn, Jos-Ignacio ; Adamkovic, Matus ; Berha, Andu ; Chen, Weiwei ; Reimao, Maira ; Woahid, S M ; Ozer, Gorkem Turgut ; Weissmller, Kristina S ; Baker, Bradley ; Naumann, Elias ; Adema, Joop ; Fradkin, Andrey ; Ropovik, Ivan ; Venkatesan, Madhavi ; Wagner, Gary A ; Miller, Klaus M ; Cerutti, Nicola ; Heller, Blake H ; Volkov, Eden ; Cullinan, John ; Camp, Andrew M ; Pitknen, Visa ; Mogge, Lukas ; Goldhaber, Dan ; Bansal, Avijit ; Segel, Joel E ; Hill, Andrew ; Ahmad, Imtiaz ; Sorensen, Lucy ; Dorsey-Palmateer, Reid ; Herman, Clment ; bech -Wysocka, Katarzyna ; Fiala, Nathan ; Nmadu, Job ; Bacher-Hicks, Andrew ; Bandara, Imesh Nuwan ; Najam, Rafiuddin ; Prtner, Claus C ; Kameshwara, Kalyan Kumar ; Zahid, Muhammad Umer ; Lang, David ; Huysmans, Martijn ; Pua, Andrew Adrian ; Sanogo, Vassiki ; McCarthy, Ian M ; Zanoli, Raffaele ; Kronenberg, Christoph ; Gayaker, Savas ; Riosavila, Fernando ; Henry, Junita ; Vernet, Antoine ; Bartram, David ; Wang, Yue ; Bjoerkheim, Markus ; Arenas, Andreu ; Klotzbcher, Valentin ; Tatan, Hseyin ; Burli, Pralhad H ; Imtiaz, Saad M ; Holzmeister, Felix ; Galrraga, Julio ; Smet, Mike ; Clement, Jeffrey ; Waters, Tom ; Schaak, Henning ; Farquharson, Christine ; Lee, Ryan ; French, Evaewero ; Roeckert, Julian. In: HEC Research Papers Series. RePEc:ebg:heccah:1551.

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2025Dark trading volume and market quality: A natural experiment. (2025). Puckett, Andy ; Kelley, Eric K ; Farley, Ryan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:91:y:2025:i:c:s0929119925000100.

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2025Dark Trading and Stock-based CEO Pay. (2025). Rzayev, Khaladdin ; Savaser, Tanseli ; Sisli-Ciamarra, Elif. In: Journal of Corporate Finance. RePEc:eee:corfin:v:94:y:2025:i:c:s0929119925001166.

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2026The real effects of tick-size adjustments: Evidence from the 2016 tick-size pilot. (2026). Lin, Chen ; Yao, Wentao ; Zou, Hong. In: Journal of Corporate Finance. RePEc:eee:corfin:v:96:y:2026:i:c:s0929119925001580.

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2024Competition among high-frequency traders and market quality. (2024). Breckenfelder, Johannes. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:166:y:2024:i:c:s0165188924001143.

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2025The nexus of overnight trend and asset prices in China. (2025). Li, Youwei ; Guo, Jiaqi ; Han, Xing. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:170:y:2025:i:c:s0165188924001891.

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2024High frequency principal component analysis based on correlation matrix that is robust to jumps, microstructure noise and asynchronous observation times. (2024). Chen, Dachuan. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000472.

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2025The role of diagnostic ability in markets for expert services. (2025). Schwarz, Marco ; Liu, Fang ; Waibel, Christian ; Rasch, Alexander. In: European Economic Review. RePEc:eee:eecrev:v:180:y:2025:i:c:s001429212500176x.

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2024Equity markets volatility clustering: A multiscale analysis of intraday and overnight returns. (2024). Zhang, Yali ; Zhao, Xiaojun ; Shang, Pengjian ; Xu, Chao. In: Journal of Empirical Finance. RePEc:eee:empfin:v:77:y:2024:i:c:s0927539824000227.

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2024Non-standard errors in asset pricing: Mind your sorts. (2024). Verwijmeren, Patrick ; van Vliet, Bart ; Soebhag, Amar. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000525.

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2025Tick size and firm financing decisions: Evidence from a natural experiment. (2025). Chen, Yangyang ; Yang, Xin ; Ofosu, Emmanuel. In: Journal of Empirical Finance. RePEc:eee:empfin:v:83:y:2025:i:c:s0927539825000738.

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2024Spillover effects between fossil energy and green markets: Evidence from informational inefficiency. (2024). Urquhart, Andrew ; Ren, Xiaohang ; Xiao, YA ; Duan, Kun. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000252.

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2024Information shocks and short-term market overreaction: The role of investor attention. (2024). Meng, Yongqiang ; Xiong, Xiong ; Li, Xiao. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001510.

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2024Machine learning and the cross-section of cryptocurrency returns. (2024). Shahzad, Syed Jawad Hussain ; Będowska-Sójka, Barbara ; Hussain, Syed Jawad ; Cakici, Nusret ; Bdowska-Sojka, Barbara ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001765.

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2024ETF ownership and stock pricing efficiency: The role of ETF arbitrage. (2024). Zhao, Zhihua ; Liu, Xiao ; Chen, Guanhua. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001387.

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2024Asymmetry, earnings announcements, and the beta-return relation. (2024). faff, robert ; Kim, Young-Mee ; Lee, Deok-Hyeon ; Min, Byoung-Kyu. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009723.

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2025Bitcoin arbitrage and exchange default risk. (2025). Intini, Silvia ; Guo, Weiwei ; Jahanshahloo, Hossein. In: Finance Research Letters. RePEc:eee:finlet:v:71:y:2025:i:c:s154461232401393x.

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2025Intraday variation of systematic risk in China. (2025). Zhang, LU ; Zhao, Hua. In: Finance Research Letters. RePEc:eee:finlet:v:86:y:2025:i:pg:s1544612325021567.

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2024Does better liquidity for large orders attract institutional investors and analysts? Evidence from the Tick Size Pilot Program. (2024). Lin, Tse-Chun ; Deng, Mengdie ; Zhou, Jiayu. In: Journal of Financial Markets. RePEc:eee:finmar:v:67:y:2024:i:c:s138641812300068x.

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2024Green-adjusted share prices: A comparison between standard investors and investors with green preferences. (2024). Tunaru, Radu ; Quaye, Enoch. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s1572308924000998.

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2024Limits of arbitrage and their impact on market efficiency: Evidence from China. (2024). Chen, Jian ; Khan, Ali ; Haboub, Ahmad. In: Global Finance Journal. RePEc:eee:glofin:v:59:y:2024:i:c:s1044028323001114.

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2025Toward open science in marketing research. (2025). Mizik, Natalie ; Sarstedt, Marko ; Datta, Hannes ; Adler, Susanne J ; Deer, Lachlan. In: International Journal of Research in Marketing. RePEc:eee:ijrema:v:42:y:2025:i:1:p:212-233.

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2025Give me a break: What does the equity premium compensate for?. (2025). Perras, Patrizia ; Wagner, Niklas. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443124001690.

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2025Predicting the equity premium around the globe: Comprehensive evidence from a large sample. (2025). Tharann, Bjrn ; Simen, Chardin Wese ; Hollstein, Fabian ; Prokopczuk, Marcel. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:208-228.

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2024Behavioral risk profiling: Measuring loss aversion of individual investors. (2024). van Dolder, Dennie ; Vandenbroucke, Jurgen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624002073.

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2025Factor momentum versus price momentum: Insights from international markets. (2025). Fieberg, Christian ; Metko, Daniel ; Zaremba, Adam ; Cakici, Nusret. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:170:y:2025:i:c:s0378426624002462.

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2025The cross section of stock returns in an artificial stock market. (2025). van Cappelle, Tjeerd ; Pokidin, Dmytro. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:239:y:2025:i:c:s0167268125003774.

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2024Efficient estimation of bid–ask spreads from open, high, low, and close prices. (2024). Kroencke, Tim A ; Guidotti, Emanuele ; Ardia, David. In: Journal of Financial Economics. RePEc:eee:jfinec:v:161:y:2024:i:c:s0304405x24001399.

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2025When do short sellers trade? Evidence from intraday data and implications for informed trading models. (2025). Hu, Danqi ; Jones, Charles M ; Zhang, Xiaoyan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:172:y:2025:i:c:s0304405x25001564.

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2025Perceived problems, causes, and solutions of finance research reproducibility and replicability: A pre-registered report. (2025). Brosnan, Mark ; Ali, Searat ; Chai, Daniel ; Hasso, Tim. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:91:y:2025:i:c:s0927538x24003160.

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2024Tug of war with noise traders? Evidence from the G7 stock markets. (2024). Keiber, Karl Ludwig ; Hajiyev, Aghamehman ; Luczak, Adalbert. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:234-243.

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2024Stock price delay and the cross-section of expected returns: A story of night and day. (2024). Yin, Ximing ; Yang, GE. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024006610.

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2024Mutual fund flows and returns dynamics: Investor preferences and performance persistence. (2024). Paimanova, Viktoriia ; Guida, Roberto ; Galloppo, Giuseppe. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002782.

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2025Methodological ESG uncertainty in portfolio sorts. (2025). Henriquez-Salman, Ricardo. In: Research in International Business and Finance. RePEc:eee:riibaf:v:80:y:2025:i:c:s0275531925003885.

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2024Reproducibility in Management Science. (2024). Ozkes, Ali ; Merkle, Christoph ; Huber, Christoph ; Greiner, Ben ; Fišar, Miloš ; Fiar, Milo ; Katok, Elena. In: Post-Print. RePEc:hal:journl:hal-04370984.

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2024Tick Size, Competition for Liquidity Provision, and Price Discovery: Evidence from the U.S. Treasury Market. (2024). Fleming, Michael ; Nguyen, Giang ; Ruela, Francisco. In: Management Science. RePEc:inm:ormnsc:v:70:y:2024:i:1:p:332-354.

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2024Tick Size and Earnings Guidance in Small-Cap Firms: Evidence from the SEC’s Tick Size Pilot Program. (2024). Chen, Yangyang ; Yang, Xin ; Ofosu, Emmanuel. In: Management Science. RePEc:inm:ormnsc:v:70:y:2024:i:8:p:5386-5407.

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2025Intraday Market Return Predictability Culled from the Factor Zoo. (2025). Bollerslev, Tim ; Aleti, Saketh ; Siggaard, Mathias. In: Management Science. RePEc:inm:ormnsc:v:71:y:2025:i:9:p:7731-7751.

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2024Experimenting with Financial Professionals. (2024). Marini, Matteo M. ; Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07.

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2025The Sources of Researcher Variation in Economics. (2025). Huntington-Klein, Nick ; Gallegos, Sebastian ; Portner, Claus C. In: IZA Discussion Papers. RePEc:iza:izadps:dp17744.

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2026A multiscale estimator for pricing error decomposition in high-frequency financial markets. (2026). Piccotti, Louis R. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:66:y:2026:i:2:d:10.1007_s11156-025-01417-1.

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2024Do Anomalies Really Predict Market Returns? New Data and New Evidence. (2024). Cakici, Nusret ; Metko, Daniel ; Fieberg, Christian ; Zaremba, Adam. In: Review of Finance. RePEc:oup:revfin:v:28:y:2024:i:1:p:1-44..

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2025Intraday overreaction and underreaction: profitability analysis and factor explanations. (2025). Siddiqui, Adnan Ahmed ; Misra, Arun Kumar. In: Journal of Asset Management. RePEc:pal:assmgt:v:26:y:2025:i:5:d:10.1057_s41260-025-00418-y.

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2025The insights from the crowd: Drawing inferences from many approaches to key empirical questions in international business. (2025). Nuruzzaman, N ; Li, Yuanyuan ; Delios, Andrew ; Carneiro, Jorge ; Qiao, Wei ; Deng, Shu ; Chakravarty, Dwarka ; Zhou, Nan ; Wang, Yong ; Velez-Calle, Andres ; Yu, Jing ; Liu, Wei ; Yadav, Sandeep ; Huang, Dongdong ; Bahl, Mona ; Matsumoto, Yoichi ; Tumasjan, Andranik ; Yan, Jiaju ; Chen, Weihong ; Sivakumar, Sandeep ; Dikova, Desislava ; Zhang, Megan ; Kubek, Ale ; Kim, Hyun Gon ; Vincent, Racheal Louis ; Varshney, Mayank ; Gada, Viswa Prasad ; Tinits, Priit ; Tolstoy, Daniel ; Stallkamp, Maximilian ; Zhao, Yang ; Bathula, Hanoku ; Panicker, Vidya Sukumara ; Parboteeah, Praveen K ; Wagner, Chris ; Basu, Madhurima ; Ljubownikow, Grigorij ; Dau, Luis Alfonso ; Batsakis, Georgios ; Wu, Tao ; Soon, Pei-Shan ; Niu, Chao ; Wen, Liang ; Fan, Xiaomin ; Ahsan, Faisal M ; Bai, Tao ; Manocha, Parul ; Mumi, Atthaphon ; Shi, Lei ; Sethuram, Shyamala ; Sinani, Evis ; MacHek, Ondej ; Lien, Yung-Chih ; Shen, AO ; Uhlmann, Eric. In: Journal of International Business Studies. RePEc:pal:jintbs:v:56:y:2025:i:9:d:10.1057_s41267-025-00808-9.

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2024Asset Pricing in the Resource-Constrained Brain. (2024). Siddiqi, Hammad. In: MPRA Paper. RePEc:pra:mprapa:120526.

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2024Parameterised response zero intelligence traders. (2024). Cliff, Dave. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:19:y:2024:i:3:d:10.1007_s11403-023-00388-7.

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2024Informational inefficiency on bitcoin futures. (2024). Wu, Yingying ; Shi, Shimeng ; Zhai, Jia. In: The European Journal of Finance. RePEc:taf:eurjfi:v:30:y:2024:i:6:p:642-667.

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2024Liquidity In Corporate Markets. (2024). Bebczuk, Ricardo ; Carvajal, Ana Fiorella. In: World Bank Publications - Reports. RePEc:wbk:wboper:41408.

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2024Quality issues of implied volatilities of index and stock options in the OptionMetrics IvyDB database. (2024). Wallmeier, Martin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:5:p:854-875.

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2024The Robustness Reproducibility of the American Economic Review. (2024). Lusher, Lester ; Kopecky, Joseph ; Johannesson, Magnus ; Dreber, Anna ; Campbell, Douglas ; Brodeur, Abel ; Tsoy, Nikita. In: I4R Discussion Paper Series. RePEc:zbw:i4rdps:124.

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2025The Sources of Researcher Variation in Economics. (2025). Williams, Kevin ; Ward, Zachary ; Tagat, Anirudh ; Szczygielski, Krzysztof ; Spantig, Lisa ; Salamanca, Nicolas ; Samahita, Margaret ; Roy, Jayjit ; Reuter, Anna ; Reimão, Maira ; Rayamajhee, Veeshan ; Pugatch, Todd ; Putman, Daniel ; Pörtner, Claus ; Porcher, Simon ; McCarthy, Ian ; Marcus, Jan ; Long, Dede ; LaFave, Daniel ; Klotzbücher, Valentin ; Kim, Sie Won ; Huntington-Klein, Nick ; Holzmeister, Felix ; Henningsen, Arne ; Henderson, Daniel ; Gay, Victor ; Gallegos, Sebastian ; Gamino, Aaron ; Fumarco, Luca ; Fitzpatrick, Anne ; Feld, Jan ; de Gendre, Alexandra ; Crawfurd, Lee ; Buisson, Florent ; Brehm, Margaret ; Bhai, Moiz ; Bech-Wysocka, Katarzyna ; Berniell, Inés ; Avdeev, Stanislav ; Angenendt, David ; Antón, José Ignacio ; Akbulut-Yuksel, Mevlude ; Deer, Lachlan ; Najam, Rafiuddin ; Wang, Yue ; Prtner, Claus C ; Ropovik, Ivan ; Baker, Bradley J ; Fradkin, Andrey ; Andresen, Martin Eckhoff ; Pitknen, Visa ; Smith, Brock ; Cullinan, John ; Ozer, Gorkem Turgut ; Hill, Andrew J ; Waters, Tom ; Adamkovic, Matus ; Gazeaud, Jules ; Mogge, Lukas ; Bandara, Imesh Nuwan ; Kronenberg, Christoph ; Naumann, Elias ; Sorensen, Lucy C ; Petroulakis, Filippos ; Herns, Ystein ; Weber, Ellerie ; Acharya, Yubraj ; Gayaker, Savas ; Merkus, Erik ; Bansal, Avijit ; Fiala, Nathan ; Klotzbcher, Valentin ; Miller, Klaus M ; Brun, Martn ; Paudel, Jayash ; Herman, Clment ; Weinberg, Stephen E ; Collins, Matthew ; Ahmad, Imtiaz ; Meinzen-Dick, Laura ; Bartram, David ; Feyman, Yevgeniy ; Huysmans, Martijn ; Burli, Pralhad ; Peukert, Christian ; Henry, Junita ; Weissmller, Kristina S ; Clement, Jeffrey ; Adema, Joop ; Gauriot, Romain ; Samudra, Aparna ; Karney, Daniel H ; Camp, Andrew M ; Prakash, Manab ; Westheide, Christian ; Reimao, Maira Emy ; Chen, Weiwei ; Mari, Gabriele ; Sanogo, Vassiki ; Bennett, Christopher Troy ; Farquharson, Christine ; Kameshwara, Kalyan Kumar ; Berha, Andu ; Tastan, Huseyin ; Cerutti, Nicola ; Heller, Blake H ; Arenas, Andreu ; Galrraga, Julio ; Sariyev, Orkhan ; Falken, Grace ; Kaire, Jos ; Agasa, Lameck Ondieki ; Trombetta, Martin ; Harris, Mark N ; Ricks, Michael David ; Antn, Jos-Ignacio ; Schaak, Henning ; Bhattacharya, Shreya ; Fages, Diego Marino ; Jakobsson, Niklas ; Venkatesan, Madhavi ; Goldhaber, Dan ; Rios-Avila, Fernando ; Aslim, Erkmen Giray ; Ligey, Maxime ; Segel, Joel E ; Duquette, Nicolas J ; Jain, Anil K ; Vernet, Antoine ; Girardi, Daniele ; Zahid, Muhammad Umer ; Rodriguez, Abel ; Lee, Ryan ; Wagner, Gary A ; Sievertsen, Hans Henrik ; Bjoerkheim, Markus ; Dorsey-Palmateer, Reid ; Nmadu, Job Nda ; Imtiaz, Saad M ; Volkov, Eden ; Woahid, S M ; Gilpin, Gregory ; Zanoli, Raffaele ; Roeckert, Julian ; Bacher-Hicks, Andrew ; French, Evaewero ; Lang, David ; Smet, Mike ; Bloem, Jeffrey R. In: I4R Discussion Paper Series. RePEc:zbw:i4rdps:209.

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Works by Dominik Roesch:

YearTitleTypeCited
2024Nonstandard Errors In: Journal of Finance.
[Full Text][Citation analysis]		article28
2024Nonstandard errors.(2024) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		paper
2024Nonstandard Errors.(2024) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
[Citation analysis]
This paper has nother version. Agregated cites: 28		paper
2024Nonstandard Errors.(2024) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		paper
2024Nonstandard Errors.(2024) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 28		paper
2021Non-Standard Errors.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		paper
2021Non-Standard Errors.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		paper
2025Does Floor Trading Matter? In: Journal of Finance.
[Full Text][Citation analysis]		article0
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]		article35
2020Asset pricing: A tale of night and day In: Journal of Financial Economics.
[Full Text][Citation analysis]		article40
2021The impact of arbitrage on market liquidity In: Journal of Financial Economics.
[Full Text][Citation analysis]		article0
2022How Do Shocks Arise and Spread Across Stock Markets? A Microstructure Perspective In: Management Science.
[Full Text][Citation analysis]		article1
2017The Dynamics of Market Efficiency In: The Review of Financial Studies.
[Full Text][Citation analysis]		article49

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