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 | 1397 | 1995 |
Equilibrium forward curves for commodities BR Routledge, DJ Seppi, CS Spatt The Journal of Finance 55 (3), 1297-1338, 2000 | 577 | 2000 |
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 | 540 | 2005 |
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 | 372 | 1999 |
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 | 295 | 2004 |
Equity trading in the 21st century JJ Angel, LE Harris, CS Spatt The Quarterly Journal of Finance 1 (01), 1-53, 2011 | 290 | 2011 |
Adoption externalities as public goods PH Dybvig, CS Spatt Journal of Public Economics 20 (2), 231-247, 1983 | 285 | 1983 |
Preplay communication, participation restrictions, and efficiency in initial public offerings C Spatt, S Srivastava The Review of Financial Studies 4 (4), 709-726, 1991 | 276 | 1991 |
Optimal consumption and investment with capital gains taxes RM Dammon, CS Spatt, HH Zhang The Review of Financial Studies 14 (3), 583-616, 2001 | 264 | 2001 |
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 | 156 | 1996 |
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 | 141 | 2005 |
Benchmarks in search markets D Duffie, P Dworczak, H Zhu The Journal of Finance 72 (5), 1983-2044, 2017 | 132 | 2017 |
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 | 131 | 2010 |
Credit-rating shopping, selection and the equilibrium structure of ratings F Sangiorgi, J Sokobin, C Spatt Working Paper, Stockholm School of Economics and Carnegie Mellon University, 2009 | 126 | 2009 |
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 | 114 | 2017 |
Equity trading in the 21st century: An update JJ Angel, LE Harris, CS Spatt The Quarterly Journal of Finance 5 (01), 1550002, 2015 | 114 | 2015 |
Opacity, credit rating shopping, and bias F Sangiorgi, C Spatt Management Science 63 (12), 4016-4036, 2017 | 111 | 2017 |
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 | 105 | 2010 |
Imperfect price discrimination and welfare R Chiang, CS Spatt The Review of Economic Studies 49 (2), 155-181, 1982 | 92 | 1982 |
An Analysis of Mortgage Contracting: Prepayment Penalties and the Due‐on‐Sale Clause KB Dunn, CS Spatt The Journal of Finance 40 (1), 293-308, 1985 | 87 | 1985 |