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Seppi, Duane J.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
4,206 |
Total
Citations
283 |
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1.
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Common Factors in Prices, Order Flows and Liquidity
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Hasbrouck, Joel
New York University (NYU) - Department of Finance Seppi, Duane J.
Carnegie Mellon University - David A. Tepper School of Business
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Posted:
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20 Apr 99
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Last Revised:
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07 Nov 08
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1,765
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216
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Hasbrouck, Joel
New York University (NYU) - Department of Finance Seppi, Duane J.
Carnegie Mellon University - David A. Tepper School of Business
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122
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215
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Hasbrouck, Joel
New York University (NYU) - Department of Finance Seppi, Duane J.
Carnegie Mellon University - David A. Tepper School of Business
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1,643
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216
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2.
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Gallmeyer, Michael F.
University of Virginia (UVA) - McIntire School of Commerce Seppi, Duane J.
Carnegie Mellon University - David A. Tepper School of Business Hollifield, Burton
Carnegie Mellon University - David A. Tepper School of Business
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601
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14
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Liquidity, Demand Discovery, Asset Pricing, Asymmetric Information
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3.
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Karlsson, Niklas
Goteborg University, Faculty of Social Sciences, Department of Psychology Seppi, Duane J.
Carnegie Mellon University - David A. Tepper School of Business Loewenstein, George
Carnegie Mellon University - Department of Social and Decision Sciences
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519
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16
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investor behavior, selective exposure, attention
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4.
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Serban, Mihaela
Morgan Stanley Lehoczky, John P.
Carnegie Mellon University Seppi, Duane J.
Carnegie Mellon University - David A. Tepper School of Business
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23 Dec 08
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Last Revised:
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04 Jan 09
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469
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5
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objective measure, option, risk premium, return, risk-neutral measure, volatility
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5.
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Chen, Zhihua
School of Finance, Shanghai University of Finance and Economics Lookman, Aziz A.
University of Pittsburgh - Finance Group Schürhoff, Norman
University of Lausanne Seppi, Duane J.
Carnegie Mellon University - David A. Tepper School of Business
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16 Feb 09
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Last Revised:
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26 Apr 13
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418
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3
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Corporate bond market, rating agencies, rating-based regulation, market segmentation, liquidity, index addition, institutional investors, industry practices
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6.
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Seppi, Duane J.
Carnegie Mellon University - David A. Tepper School of Business Lehar, Alfred
University of Calgary - Haskayne School of Business Strobl, Günter
Frankfurt School of Finance & Management
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165
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4
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7.
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Alexander, Cindy R.
U.S. Securities and Exchange Commission (SEC) Chen, Mark A.
Georgia State University - Department of Finance Seppi, Duane J.
Carnegie Mellon University - David A. Tepper School of Business Spatt, Chester S.
Carnegie Mellon University - David A. Tepper School of Business
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27 Sep 10
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Last Revised:
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30 Dec 10
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111
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7
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Corporate Governance, Shareholder Voting, Proxy Contests, Proxy Advice
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8.
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Sicherman, Nachum
Columbia University Loewenstein, George
Carnegie Mellon University - Department of Social and Decision Sciences Seppi, Duane J.
Carnegie Mellon University - David A. Tepper School of Business Utkus, Stephen P.
Vanguard
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31 Jul 12
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Last Revised:
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20 Sep 12
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61
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investors attention, ostrich effect, behavioral economics/finance
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9.
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Alexander, Cindy R.
U.S. Securities and Exchange Commission (SEC) Chen, Mark A.
Georgia State University - Department of Finance Seppi, Duane J.
Carnegie Mellon University - David A. Tepper School of Business Spatt, Chester S.
Carnegie Mellon University - David A. Tepper School of Business
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57
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18
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10.
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Secomandi, Nicola
Carnegie Mellon University - David A. Tepper School of Business Lai, Guoming
University of Texas at Austin - Red McCombs School of Business Margot, Francois
Carnegie Mellon University - David A. Tepper School of Business Scheller-Wolf, Alan Andrew
Carnegie Mellon University Seppi, Duane J.
Carnegie Mellon University - David A. Tepper School of Business
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40
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Commodities, real options, natural gas storage, model error, delta hedging, futures term structure
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11.
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Seppi, Duane J.
Carnegie Mellon University - David A. Tepper School of Business Kumar, Praveen
University of Houston - Department of Finance
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12.
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Seppi, Duane J.
Carnegie Mellon University - David A. Tepper School of Business Kumar, Praveen
University of Houston - Department of Finance
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13.
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Seppi, Duane J.
Carnegie Mellon University - David A. Tepper School of Business Parlour, Christine A.
University of California, Berkeley - Finance Group
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14.
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Liquidity Provision with Limit Orders and a Strategic Specialist
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Show Abstracts |
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Versions (2)
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Seppi, Duane J.
Carnegie Mellon University - David A. Tepper School of Business
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Posted:
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03 Jul 96
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Last Revised:
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30 Jan 98
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Seppi, Duane J.
Carnegie Mellon University - David A. Tepper School of Business
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Seppi, Duane J.
Carnegie Mellon University - David A. Tepper School of Business
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