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
13442001
Liquidity provision with limit orders and a strategic specialist
DJ Seppi
The Review of Financial Studies 10 (1), 103-150, 1997
6541997
Liquidity provision with limit orders and a strategic specialist
DJ Seppi
The Review of Financial Studies 10 (1), 103-150, 1997
6471997
Equilibrium forward curves for commodities
BR Routledge, DJ Seppi, CS Spatt
The Journal of Finance 55 (3), 1297-1338, 2000
5702000
The ostrich effect: Selective attention to information
N Karlsson, G Loewenstein, D Seppi
Journal of Risk and uncertainty 38 (2), 95-115, 2009
4772009
The ostrich effect: Selective attention to information
N Karlsson, G Loewenstein, D Seppi
Journal of Risk and uncertainty 38 (2), 95-115, 2009
4772009
Equilibrium block trading and asymmetric information
DJ Seppi
the Journal of Finance 45 (1), 73-94, 1990
3601990
Futures manipulation with “cash settlement”
P Kumar, DJ Seppi
The Journal of Finance 47 (4), 1485-1502, 1992
3041992
Liquidity-based competition for order flow
CA Parlour, DJ Seppi
The Review of Financial Studies 16 (2), 301-343, 2003
2692003
Robust inference in communication games with partial provability
BL Lipman, DJ Seppi
Journal of Economic Theory 66 (2), 370-405, 1995
2331995
Limit order markets: A survey
CA Parlour, DJ Seppi
Handbook of financial intermediation and banking 5, 63-95, 2008
2202008
Information and index arbitrage
P Kumar, DJ Seppi
Journal of Business, 481-509, 1994
1951994
Financial attention
N Sicherman, G Loewenstein, DJ Seppi, SP Utkus
The Review of Financial Studies 29 (4), 863-897, 2016
1582016
Block trading and information revelation around quarterly earnings announcements
DJ Seppi
The Review of Financial Studies 5 (2), 281-305, 1992
1071992
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
1022010
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
782001
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
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
572005
The role of advisory services in proxy voting
CR Alexander, MA Chen, DJ Seppi, CS Spatt
National Bureau of Economic Research Working Paper Series, 2009
482009
The'ostrich effect': Selective attention to information about investments
N Karlsson, DJ Seppi, G Loewenstein
Available at SSRN 772125, 2005
392005
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