Seppi, Duane J. : rechercher sur Z-Library

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1

Common factors in prices, order flows, and liquidity

Joel Hasbrouck, Duane J. Seppi

Journal:

Journal of Financial Economics

Année:

2001

Langue:

english

Fichier:

PDF, 231 KB

english, 2001

2

Equilibrium Forward Curves for Commodities

Bryan R. Routledge, Duane J. Seppi, Chester S. Spatt

Journal:

The Journal of Finance

Année:

2000

Langue:

english

Fichier:

PDF, 2.00 MB

english, 2000

3

Call for Papers—Special Issue of Management Science : Interfaces of Operations and Finance

Birge, John, Kouvelis, Panos, Seppi, Duane

Journal:

Management Science

Année:

2007

Langue:

english

Fichier:

PDF, 68 KB

english, 2007

4

Information, Liquidity, and Dynamic Limit Order Markets

Riccc, Roberto, Rindi, Barbara, Seppi, Duane J.

Journal:

SSRN Electronic Journal

Année:

2017

Langue:

english

Fichier:

PDF, 1.07 MB

english, 2017

5

The ostrich effect: Selective attention to information

Niklas Karlsson, George Loewenstein and Duane Seppi

Journal:

Journal of Risk and Uncertainty

Année:

2009

Langue:

english

Fichier:

PDF, 2.22 MB

english, 2009

6

Equilibrium Forward Curves for Commodities

Bryan R. Routledge, Duane J. Seppi and Chester S. Spatt

Journal:

The Journal of Finance

Année:

2000

Langue:

english

Fichier:

PDF, 1.08 MB

english, 2000

7

Futures Manipulation with "Cash Settlement"

Praveen Kumar and Duane J. Seppi

Journal:

The Journal of Finance

Année:

1992

Langue:

english

Fichier:

PDF, 500 KB

english, 1992

8

Equilibrium Block Trading and Asymmetric Information

Journal:

The Journal of Finance

Année:

1990

Langue:

english

Fichier:

PDF, 462 KB

english, 1990

9

Rating-Based Investment Practices and Bond Market Segmentation

Chen, Zhihua, Lookman, Aziz A., Schürhoff, Norman, Seppi, Duane J.

Journal:

Review of Asset Pricing Studies

Année:

2014

Langue:

english

Fichier:

PDF, 556 KB

english, 2014

10

Merchant Commodity Storage and Term-Structure Model Error

Secomandi, Nicola, Lai, Guoming, Margot, François, Scheller-Wolf, Alan, Seppi, Duane J.

Journal:

Manufacturing & Service Operations Management

Année:

2015

Langue:

english

Fichier:

PDF, 420 KB

english, 2015

11

The 'Ostrich Effect': Selective Attention to Information about Investments

Karlsson, Niklas, Seppi, Duane J., Loewenstein, George F.

Journal:

SSRN Electronic Journal

Année:

2005

Langue:

english

Fichier:

PDF, 185 KB

english, 2005

12

Bond Ratings Matter: Evidence from the Lehman Brothers Index Rating Redefinition

Chen, Zhihua, Lookman, Aziz A., Schürhoff, Norman, Seppi, Duane J.

Journal:

SSRN Electronic Journal

Année:

2012

Langue:

english

Fichier:

PDF, 515 KB

english, 2012

13

Equilibrium effects of intraday order-splitting benchmarks

Choi, Jin Hyuk, Larsen, Kasper, Seppi, Duane J.

Journal:

Mathematics and Financial Economics

Année:

2020

Fichier:

PDF, 907 KB

2020

14

The ostrich effect: Selective attention to information

Niklas Karlsson, George Loewenstein, Duane Seppi

Journal:

Journal of Risk and Uncertainty

Année:

2009

Langue:

english

Fichier:

PDF, 673 KB

english, 2009

15

A threshold autoregressive model for wholesale electricity prices

B. Ricky Rambharat, Anthony E. Brockwell, Duane J. Seppi

Journal:

Journal of the Royal Statistical Society: Series C (Applied Statistics)

Année:

2005

Langue:

english

Fichier:

PDF, 194 KB

english, 2005

16

Robust Inference in Communication Games with Partial Provability

Barton L. Lipman, Duane J. Seppi

Journal:

Journal of Economic Theory

Année:

1995

Fichier:

PDF, 1.65 MB

1995

17

Information and Index Arbitrage

Praveen Kumar and Duane J. Seppi

Journal:

The Journal of Business

Année:

1994

Langue:

english

Fichier:

PDF, 2.95 MB

english, 1994

18

Interim News and the Role of Proxy Voting Advice

Alexander, Cindy R., Chen, Mark A., Seppi, Duane J., Spatt, Chester S.

Journal:

Review of Financial Studies

Année:

2010

Langue:

english

Fichier:

PDF, 214 KB

english, 2010

19

Liquidity Provision with Limit Orders and Strategic Specialist

Journal:

Review of Financial Studies

Année:

1997

Langue:

english

Fichier:

PDF, 1.20 MB

english, 1997

20

Liquidity-Based Competition for Order Flow

Christine A. Parlour and Duane J. Seppi

Journal:

Review of Financial Studies

Année:

2003

Langue:

english

Fichier:

PDF, 1.12 MB

english, 2003

21

A Threshold Autoregressive Model for Wholesale Electricity Prices

B. Ricky Rambharat, Anthony E. Brockwell and Duane J. Seppi

Journal:

Journal of the Royal Statistical Society: Series C (Applied Statistics)

Année:

2005

Langue:

english

Fichier:

PDF, 1.40 MB

english, 2005

22

Interim News and the Role of Proxy Voting Advice

Cindy R. Alexander, Mark A. Chen, Duane J. Seppi and Chester S. Spatt

Journal:

Review of Financial Studies

Année:

2010

Langue:

english

Fichier:

PDF, 2.85 MB

english, 2010

23

Common Factors in Prices, Order Flows and Liquidity

Hasbrouck, Joel, Seppi, Duane J.

Journal:

SSRN Electronic Journal

Année:

1999

Langue:

english

Fichier:

PDF, 110 KB

english, 1999

24

Information and trading targets in a dynamic market equilibrium

Choi, Jin Hyuk, Larsen, Kasper, Seppi, Duane J.

Journal:

Journal of Financial Economics

Année:

2018

Langue:

english

Fichier:

PDF, 3.76 MB

english, 2018

25

The Role of Advisory Services in Proxy Voting

Alexander, Cindy R., Seppi, Duane J., Chen, Mark A., Spatt, Chester S.

Journal:

SSRN Electronic Journal

Année:

2006

Langue:

english

Fichier:

PDF, 643 KB

english, 2006

26

Real Options and Merchant Operations of Energy and Other Commodities

Secomandi, Nicola, Seppi, Duane J.

Journal:

Foundations and Trends® in Technology Information and Operations Management

Année:

2014

Langue:

english

Fichier:

PDF, 963 KB

english, 2014