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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
16192001
The ostrich effect: Selective attention to information
N Karlsson, G Loewenstein, D Seppi
Journal of Risk and uncertainty 38, 95-115, 2009
8862009
Liquidity provision with limit orders and a strategic specialist
DJ Seppi
The Review of Financial Studies 10 (1), 103-150, 1997
7461997
Equilibrium forward curves for commodities
BR Routledge, DJ Seppi, CS Spatt
The Journal of Finance 55 (3), 1297-1338, 2000
6702000
Equilibrium block trading and asymmetric information
DJ Seppi
the Journal of Finance 45 (1), 73-94, 1990
4441990
Futures manipulation with “cash settlement”
P Kumar, DJ Seppi
The Journal of Finance 47 (4), 1485-1502, 1992
4061992
Financial attention
N Sicherman, G Loewenstein, DJ Seppi, SP Utkus
The Review of Financial Studies 29 (4), 863-897, 2016
3622016
Liquidity-based competition for order flow
CA Parlour, DJ Seppi
The Review of Financial Studies 16 (2), 301-343, 2003
3072003
Limit order markets: A survey
CA Parlour, DJ Seppi
Handbook of financial intermediation and banking 5, 63-95, 2008
2932008
Robust inference in communication games with partial provability
BL Lipman, DJ Seppi
Journal of Economic Theory 66 (2), 370-405, 1995
2801995
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
1642010
Block trading and information revelation around quarterly earnings announcements
DJ Seppi
The Review of Financial Studies 5 (2), 281-305, 1992
1241992
The" spark spread:" An equilibrium model of cross-commodity price relationships in electricity
BR Routledge, C Spatt, D Seppi
Carnegie Mellon University, 2001
872001
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
862014
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
692005
Information and trading targets in a dynamic market equilibrium
JH Choi, K Larsen, DJ Seppi
Journal of Financial Economics 132 (3), 22-49, 2019
512019
The role of advisory services in proxy voting
CR Alexander, MA Chen, DJ Seppi, CS Spatt
National Bureau of Economic Research, 2009
512009
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
482015
Real options and merchant operations of energy and other commodities
N Secomandi, DJ Seppi
Foundations and Trends® in Technology, Information and Operations Management …, 2014
452014
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