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Liquidity-based competition for order flow

Parlour, Christine A.; Seppi, Duane J. - In: The review of financial studies 16 (2003) 2, pp. 301-343

Persistent link: https://www.econbiz.de/10001764232

Liquidity provision with limit orders and a strategic specialist

Seppi, Duane J. - In: The review of financial studies 10 (1997) 1, pp. 103-150

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Equilibrium block trading and asymmetric information

Seppi, Duane J. - In: The journal of finance : the journal of the American … 45 (1990) 1, pp. 73-94

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Price dynamics in limit order markets

Parlour, Christine A. - In: The review of financial studies 11 (1998) 4, pp. 789-816

Persistent link: https://www.econbiz.de/10001355082

Equilibrium forward curves for commodities

Routledge, Bryan R.; Seppi, Duane J.; Spatt, Chester S. - In: The journal of finance : the journal of the American … 55 (2000) 3, pp. 1297-1338

Persistent link: https://www.econbiz.de/10001497602

Robust inference in communication games with partial provability

Lipman, Barton L. - In: Journal of economic theory 66 (1995) 2, pp. 370-405

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Futures manipulation with "cash settlement"

Kumar, Praveen - In: The journal of finance : the journal of the American … 47 (1992) 4, pp. 1485-1502

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Common factors in prices, order flows, and liquidity

Hasbrouck, Joel; Seppi, Duane J. - In: Journal of financial economics 59 (2001) 3, pp. 383-411

Persistent link: https://www.econbiz.de/10001545069

Information and index arbitrage

Kumar, Praveen - In: The journal of business : B 67 (1994) 4, pp. 481-509

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Optimal Fee Pricing

Riccò, Roberto; Rindi, Barbara; Seppi, Duane J. - 2023

We show that the trading-fee breakdown (fee pricing) depends on the distribution of investor gains-from-trade relative to the tick size. Absent price discreteness, an increase in investor gains-from-trade increases the total fee proportionally, but the fee breakdown has no effect. With price...

Persistent link: https://www.econbiz.de/10014361978