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Duane Seppi
Duane Seppi
BNY Mellon Professor of Finance, Carnegie Mellon University
Verified email at andrew.cmu.edu - Homepage
Title
Cited by
Cited by
Year
Common factors in prices, order flows, and liquidity
J Hasbrouck, DJ Seppi
Journal of financial Economics 59 (3), 383-411, 2001
16042001
The ostrich effect: Selective attention to information
N Karlsson, G Loewenstein, D Seppi
Journal of Risk and uncertainty 38, 95-115, 2009
8102009
Liquidity provision with limit orders and a strategic specialist
DJ Seppi
The Review of Financial Studies 10 (1), 103-150, 1997
7411997
Equilibrium forward curves for commodities
BR Routledge, DJ Seppi, CS Spatt
The Journal of Finance 55 (3), 1297-1338, 2000
6642000
Equilibrium block trading and asymmetric information
DJ Seppi
the Journal of Finance 45 (1), 73-94, 1990
4361990
Futures manipulation with “cash settlement”
P Kumar, DJ Seppi
The Journal of Finance 47 (4), 1485-1502, 1992
3881992
Financial attention
N Sicherman, G Loewenstein, DJ Seppi, SP Utkus
The Review of Financial Studies 29 (4), 863-897, 2016
3302016
Liquidity-based competition for order flow
CA Parlour, DJ Seppi
The Review of Financial Studies 16 (2), 301-343, 2003
3082003
Limit order markets: A survey
CA Parlour, DJ Seppi
Handbook of financial intermediation and banking 5, 63-95, 2008
2882008
Robust inference in communication games with partial provability
BL Lipman, DJ Seppi
Journal of Economic Theory 66 (2), 370-405, 1995
2761995
Information and index arbitrage
P Kumar, DJ Seppi
Journal of Business, 481-509, 1994
2331994
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
1592010
Block trading and information revelation around quarterly earnings announcements
DJ Seppi
The Review of Financial Studies 5 (2), 281-305, 1992
1261992
The" spark spread:" An equilibrium model of cross-commodity price relationships in electricity
BR Routledge, C Spatt, D Seppi
Carnegie Mellon University, 2001
862001
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
782014
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 (2 …, 2005
672005
The role of advisory services in proxy voting
CR Alexander, MA Chen, DJ Seppi, CS Spatt
National Bureau of Economic Research, 2009
512009
Information and trading targets in a dynamic market equilibrium
JH Choi, K Larsen, DJ Seppi
Journal of Financial Economics 132 (3), 22-49, 2019
482019
Merchant commodity storage and term-structure model error
N Secomandi, G Lai, F Margot, A Scheller-Wolf, DJ Seppi
Manufacturing & Service Operations Management 17 (3), 302-320, 2015
462015
Real options and merchant operations of energy and other commodities
N Secomandi, DJ Seppi
Foundations and Trends® in Technology, Information and Operations Management …, 2014
412014
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