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researcher

Duane J. Seppi

3 papers hereh-index 244.1k citations54 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • last author3

Across the 3 of 3 papers where every author was matched, so the position is known.

fields
  • q-fin.TR2
  • q-fin.MF1
same name
  • Duane J. Seppi — 1 paper

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20152021
most citedEquilibrium Effects of Intraday Order-Splitting Benchmarks

2 citations · 2 across the 2 of their papers we have counts for

collaborators
Showing 2015Show all

1 paper · 1 filter

q-fin.TR2015

Information and Trading Targets in a Dynamic Market Equilibrium

Jin Hyuk Choi, Kasper Larsen, Duane J. Seppi

This paper investigates the equilibrium interactions between trading targets and private information in a multi-period Kyle (1985) market. There are two investors who each follow d…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.