PhD, Erasmus University, The Netherlands
MSc, SOAS University of London, UK
Diplom Mathematician (eq. MSc), University of Bonn, Germany
Asset Pricing: A Tale of Night and Day (with Terrence Hendershott and Dmitry Livdan), Journal of Financial Economics, forthcoming
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
Roesch has worked as a programmer and a quantitative analyst, including four years as the head of Quants.