| The Dynamics of Market Efficiency DM Rösch, A Subrahmanyam, MA van Dijk The review of financial studies, 2017 | 159* | 2017 |
| Asset Pricing: A Tale of Night and Day T Hendershott, D Livdan, D Rösch Journal of Financial Economics, 2020 | 112 | 2020 |
| Tick Size, Liquidity for Small and Large Orders, and Price Informativeness: Evidence from the Tick Size Pilot Program KH Chung, AJ Lee, D Rösch Journal of Financial Economics, 2020 | 86 | 2020 |
| Non-standard errors AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ... Tinbergen Institute Discussion Paper 2021-102/IV, 2021 | 47 | 2021 |
| The impact of arbitrage on market liquidity D Rösch Journal of Financial Economics, 2021 | 34 | 2021 |
| Does floor trading matter? J Brogaard, MC Ringgenberg, D Roesch Journal of Finance, Forthcoming, 2023 | 25 | 2023 |
| How do shocks arise and spread across stock markets? A microstructure perspective D Bongaerts, R Roll, D Rösch, M van Dijk, D Yuferova Management Science, 2022 | 16* | 2022 |
| A portfolio optimization approach to identifying private information D Bongaerts, D Rösch, MA Van Dijk Available at SSRN 2532128, 2014 | 10* | 2014 |
| Investor short-termism and real investment DM Rösch, A Subrahmanyam, MA Van Dijk Journal of Financial Markets 59, 100645, 2022 | 5 | 2022 |
| Competition and Exchange Data Fees J Brogaard, J Brugler, D Rösch Available at SSRN 3703431, 2020 | 5 | 2020 |
| Market Efficiency and Liquidity D Rösch Erasmus Research Institute of Management (ERIM), 2015 | 2 | 2015 |
| COVID-19: An Illusion of Productivity and a Reality of Inequality Y Jiang, R Liu, D Roesch, CI Tiu | 1* | 2022 |
| Transparency and Liquidity in a Multi-Market Setting P Ghazizadeh, E Peek, D Rösch Available at SSRN 3852831, 2021 | 1 | 2021 |
| Competition and Execution Quality in the Market for Retail Trading KH Chung, D Rösch, Y Zhang Available at SSRN 4669930, 2023 | | 2023 |
| Tax Heist using American Depositary Receipts J Brogaard, D Rösch Available at SSRN 4012824, 2023 | | 2023 |
| Predictions, profits, and delays in prices D Rösch, Y Yu Available at SSRN, 2023 | | 2023 |
| Day and Night Returns for Chinese Stocks C Ma, R Xiao, D Rösch Available at SSRN 3838211, 2021 | | 2021 |
| Financial Market Frictions and Learning from the Stock Price D Rösch, A Subrahmanyam, MA Van Dijk Available at SSRN 3494118, 2019 | | 2019 |
| Equity risk and illiquidity premia during and outside trading times D Rösch | | 2016 |
| The Propagation of Shocks Across International Equity Markets: A Microstructure Perspective R Roll, D Bongaerts, D Rösch, M van Dijk, D Yuferova | | 2015 |
