• Profile: Dr. Seth Kopchak
Associate Professor of Finance



Office: HAR132

Harris 132

Office Hours, Spring 2015: 

Monday 4:00 - 5:00 PM; Wednesday 4:00 - 5:00 PM; and Friday 1:30 - 2:30 PM


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


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