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

Reassessing Sparse Signals in the Cross-Section of Returns, (with Yihe Yu), Journal of Finance, forthcoming.

Does Floor Trading Matter?, (with Jonathan Brogaard and Matthew C. Ringgenberg), Journal of Finance, 2025, 80 (1): 375-414.

How Do Shocks Arise and Spread Across Stock Markets? A Microstructure Perspective, (with Dion Bongaerts, Richard Roll, Mathijs A. Van Dijk, and Darya Yuferova), Management Science, 2022, 68 (4), 3071-3089.

The impact of arbitrage on market liquidity, (solo authored), Journal of Financial Economics, 2021, 142 (1), 195-213.

Asset Pricing: A Tale of Night and Day, (with Terrence Hendershott and Dmitry Livdan), Journal of Financial Economics, 2020, 138 (3): 635-662.

Tick Size, Liquidity for Small and Large Orders, and Price Informativeness: Evidence from the Tick Size Pilot Program, (with Kee Chung and Albert Lee), Journal of Financial Economics, 2020, 136 (3): 879-899.

The Dynamics of Market Efficiency, (with Avanidhar Subrahmanyam and Mathijs A. Van Dijk), Review of Financial Studies, 2017; 30 (4): 1151-1187.

• 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

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

Dominik Roesch
Associate Professor
Finance
School of Management
University at Buffalo
244 Jacobs Management Center
Buffalo, NY 14260-4000 

Tel: 716-645-9095
drosch@buffalo.edu