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Chester Spatt
Chester Spatt
Carnegie Mellon University, Tepper School of Business
Verified email at andrew.cmu.edu
Title
Cited by
Cited by
Year
An empirical analysis of the limit order book and the order flow in the Paris Bourse
B Biais, P Hillion, C Spatt
the Journal of Finance 50 (5), 1655-1689, 1995
15421995
Equilibrium forward curves for commodities
BR Routledge, DJ Seppi, CS Spatt
The Journal of Finance 55 (3), 1297-1338, 2000
6622000
Market microstructure: A survey of microfoundations, empirical results, and policy implications
B Biais, L Glosten, C Spatt
Journal of Financial Markets 8 (2), 217-264, 2005
6162005
Price discovery and learning during the preopening period in the Paris Bourse
B Biais, P Hillion, C Spatt
Journal of Political Economy 107 (6), 1218-1248, 1999
4181999
Optimal asset location and allocation with taxable and tax‐deferred investing
RM Dammon, CS Spatt, HH Zhang
The Journal of Finance 59 (3), 999-1037, 2004
3422004
Adoption externalities as public goods
PH Dybvig, CS Spatt
Journal of Public Economics 20 (2), 231-247, 1983
3361983
Preplay communication, participation restrictions, and efficiency in initial public offerings
C Spatt, S Srivastava
The Review of Financial Studies 4 (4), 709-726, 1991
3171991
Optimal consumption and investment with capital gains taxes
RM Dammon, CS Spatt, HH Zhang
The Review of Financial Studies 14 (3), 583-616, 2001
3122001
Equity trading in the 21st century
JJ Angel, LE Harris, CS Spatt
The Quarterly Journal of Finance 1 (01), 1-53, 2011
2732011
Equity trading in the 21st century: An update
JJ Angel, LE Harris, CS Spatt
The Quarterly Journal of Finance 5 (01), 1550002, 2015
2612015
The optimal trading and pricing of securities with asymmetric capital gains taxes and transaction costs
RM Dammon, CS Spatt
The Review of Financial Studies 9 (3), 921-952, 1996
1811996
Bid-ask spreads, trading networks, and the pricing of securitizations
B Hollifield, A Neklyudov, C Spatt
The Review of Financial Studies 30 (9), 3048-3085, 2017
1762017
Equilibrium asset pricing and portfolio choice under asymmetric information
B Biais, P Bossaerts, C Spatt
The Review of Financial Studies 23 (4), 1503-1543, 2010
1632010
Interim news and the role of proxy voting advice
CR Alexander, MA Chen, DJ Seppi, CS Spatt
The Review of Financial Studies 23 (12), 4419-4454, 2010
1582010
The effect of refinancing costs and market imperfections on the optimal call strategy and the pricing of debt contracts
KB Dunn, CS Spatt
Real Estate Economics 33 (4), 595-617, 2005
1512005
Opacity, credit rating shopping, and bias
F Sangiorgi, C Spatt
Management Science 63 (12), 4016-4036, 2017
1482017
Credit-rating shopping, selection and the equilibrium structure of ratings
F Sangiorgi, JS Sokobin, CS Spatt
Selection and the Equilibrium Structure of Ratings (March 18, 2009), 2009
1412009
A survey of the microstructure of fixed-income markets
H Bessembinder, C Spatt, K Venkataraman
Journal of Financial and Quantitative Analysis 55 (1), 1-45, 2020
1152020
Big data in finance
I Goldstein, CS Spatt, M Ye
The Review of Financial Studies 34 (7), 3213-3225, 2021
1062021
Imperfect price discrimination and welfare
R Chiang, CS Spatt
The Review of Economic Studies 49 (2), 155-181, 1982
1061982
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