Dominik Roesch

Assistant Professor
Finance Department


PhD, Erasmus University, The Netherlands
MSc, SOAS University of London, UK
Diplom Mathematician (eq. MSc), University of Bonn, Germany


  • Investment Management
  • Complex Financial Instruments


  • Market microstructure and market quality (arbitrage, liquidity and efficiency)
  • Financial institutions

Selected Publications

Kee H. Chung, Albert J. Lee, and Dominik Rösch. “Tick Size, Liquidity for Small and Large Orders, and Price Informativeness: Evidence from the Tick Size Pilot Program.” Journal of Financial Economics, forthcoming.

Dominik M. Rösch, Avanidhar Subrahmanyam, Mathijs A. van Dijk; “The Dynamics of Market Efficiency.” Review of Financial Studies 2017; 30 (4): 1151-1187

Awards, Grants and Honors

  • FMA Doctoral Student Consortium Participant, 2014
  • "Outstanding Paper in Institutions and Markets" award at the 50th Eastern Finance Association, 2014
  • AFA Annual Conference Doctoral Student Travel Grant, San Diego, 2013

Industry Experience

Roesch has worked as a programmer and a quantitative analyst, including four years as the head of Quants.