Duane Seppi
Carnegie Mellon University
H-index: 24
North America-United States
Top articles of Duane Seppi
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Optimal Fee Pricing | Roberto Riccó Barbara Rindi Duane J Seppi | 2021/2/3 | |
Racial dynamics in the US: Evidence from the stock market | Available at SSRN 4005677 | Matthew Denes Duane J Seppi | 2023/6/15 |
Non-stationary vs. stationary equilibrium in dynamic limit order markets | Stationary Equilibrium in Dynamic Limit Order Markets (April 16, 2023) | Roberto Riccò Barbara Rindi Duane J Seppi | 2023/4/16 |
Price impact in Nash equilibria | Finance and Stochastics | Xiao Chen Jin Hyuk Choi Kasper Larsen Duane J Seppi | 2023/4 |
Learning about latent dynamic trading demand | Mathematics and Financial Economics | Xiao Chen Jin Hyuk Choi Kasper Larsen Duane J Seppi | 2022/10 |
Race-related events and stock prices | Available at SSRN | Matthew Denes Duane J Seppi | 2022 |
Equilibrium effects of intraday order-splitting benchmarks | Mathematics and Financial Economics | Jin Hyuk Choi Kasper Larsen Duane J Seppi | 2021/3 |
Optimal market access pricing | Roberto Riccó Barbara Rindi Duane J Seppi | 2021/2/3 | |
Optimal Market Asset Pricing | Roberto Riccó Barbara Rindi Duane J Seppi | 2021 | |
Information, liquidity, and dynamic limit order markets | Roberto Riccó Barbara Rindi Duane J Seppi | 2020/3/1 |
Co-Authors
