Franklin & Marshall College Franklin & Marshall College

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  • Seth J. Kopchak

    Assistant Professor of Finance
    Office: HAR132


    Ph.D., West Virginia University; M.A., West Virginia University; and B.S., Carnegie Mellon University

    Research Interests

    Empirical finance and time-series methods.  Banking, monetary policy, and
    financial markets.


    Kopchak, S.J., 2011. The Liquidity Effect for Open Market Operations, Journal of Banking and Finance, 35 (12), pg. 3292--3299.

    Kopchak, S.J., 2013. The Realized Forward Term Premium in the Repo Market, Journal of Financial Markets, 16 (2), pg. 253-278.

    Kopchak, S.J., 2014.  The Absorption Effect of U.S. Treasury Auctions,
    Review of Quantitative Finance and Accounting, 43 (1) pg. 21-44.

    Heath, E.B. and S. Kopchak, forthcoming. The Response of the Mexican Equity Market to US Monetary Surprises, Journal of Emerging Market Finance.

    Kopchak, S.J., forthcoming. The Regime-Switching Risk Premium in the Gold Futures Market, Journal of Economics and Finance.

    Course Information

    BOS 360: Finance 

    BOS 361: Securities Analysis 

    BOS 480: Data and Modeling

    BOS 480:  Financial Innovation