Duane Seppi
Duane Seppi
BNY Mellon Professor of Finance, Carnegie Mellon University
Bestätigte E-Mail-Adresse bei andrew.cmu.edu - Startseite
Titel
Zitiert von
Zitiert von
Jahr
Common factors in prices, order flows, and liquidity
J Hasbrouck, DJ Seppi
Journal of financial Economics 59 (3), 383-411, 2001
13832001
Liquidity provision with limit orders and a strategic specialist
DJ Seppi
The Review of Financial Studies 10 (1), 103-150, 1997
6631997
Liquidity provision with limit orders and a strategic specialist
DJ Seppi
The Review of Financial Studies 10 (1), 103-150, 1997
6561997
Equilibrium forward curves for commodities
BR Routledge, DJ Seppi, CS Spatt
The Journal of Finance 55 (3), 1297-1338, 2000
5802000
The ostrich effect: Selective attention to information
N Karlsson, G Loewenstein, D Seppi
Journal of Risk and uncertainty 38 (2), 95-115, 2009
5112009
The ostrich effect: Selective attention to information
N Karlsson, G Loewenstein, D Seppi
Journal of Risk and uncertainty 38 (2), 95-115, 2009
5112009
Equilibrium block trading and asymmetric information
DJ Seppi
the Journal of Finance 45 (1), 73-94, 1990
3641990
Futures manipulation with “cash settlement”
P Kumar, DJ Seppi
The Journal of Finance 47 (4), 1485-1502, 1992
3151992
Liquidity-based competition for order flow
CA Parlour, DJ Seppi
The Review of Financial Studies 16 (2), 301-343, 2003
2742003
Robust inference in communication games with partial provability
BL Lipman, DJ Seppi
Journal of Economic Theory 66 (2), 370-405, 1995
2361995
Limit order markets: A survey
CA Parlour, DJ Seppi
Handbook of financial intermediation and banking 5, 63-95, 2008
2282008
Information and index arbitrage
P Kumar, DJ Seppi
Journal of Business, 481-509, 1994
2001994
Financial attention
N Sicherman, G Loewenstein, DJ Seppi, SP Utkus
The Review of Financial Studies 29 (4), 863-897, 2016
1752016
Block trading and information revelation around quarterly earnings announcements
DJ Seppi
The Review of Financial Studies 5 (2), 281-305, 1992
1081992
Interim news and the role of proxy voting advice
CR Alexander, MA Chen, DJ Seppi, CS Spatt
The Review of Financial Studies 23 (12), 4419-4454, 2010
1072010
The ‘Spark Spread’: An Equilibrium Model of Cross-Commodity Price Relationships in Electricity,” Working paper
BR Routledge, CS Spatt, U Rajan, E Schwartz, S Sundaresan, S Zin
822001
A threshold autoregressive model for wholesale electricity prices
B Ricky Rambharat, AE Brockwell, DJ Seppi
Journal of the Royal Statistical Society: Series C (Applied Statistics) 54 …, 2005
582005
Rating-based investment practices and bond market segmentation
Z Chen, AA Lookman, N Schürhoff, DJ Seppi
The Review of Asset Pricing Studies 4 (2), 162-205, 2014
572014
The role of advisory services in proxy voting
CR Alexander, MA Chen, DJ Seppi, CS Spatt
National Bureau of Economic Research, 2009
482009
The'ostrich effect': Selective attention to information about investments
N Karlsson, DJ Seppi, G Loewenstein
Available at SSRN 772125, 2005
402005
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