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 | 1584 | 1995 |
Equilibrium forward curves for commodities BR Routledge, DJ Seppi, CS Spatt The Journal of Finance 55 (3), 1297-1338, 2000 | 666 | 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 | 641 | 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 | 429 | 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 | 342 | 2004 |
Adoption externalities as public goods PH Dybvig, CS Spatt Journal of Public Economics 20 (2), 231-247, 1983 | 336 | 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 | 324 | 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 | 317 | 2001 |
Equity trading in the 21st century JJ Angel, LE Harris, CS Spatt The Quarterly Journal of Finance 1 (01), 1-53, 2011 | 274 | 2011 |
Equity trading in the 21st century: An update JJ Angel, LE Harris, CS Spatt The Quarterly Journal of Finance 5 (01), 1550002, 2015 | 270 | 2015 |
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 | 189 | 2017 |
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 | 183 | 1996 |
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 | 165 | 2010 |
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 | 161 | 2010 |
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 | 155 | 2005 |
Opacity, credit rating shopping, and bias F Sangiorgi, C Spatt Management Science 63 (12), 4016-4036, 2017 | 154 | 2017 |
Big data in finance I Goldstein, CS Spatt, M Ye The Review of Financial Studies 34 (7), 3213-3225, 2021 | 153 | 2021 |
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 | 143 | 2009 |
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 | 141 | 2020 |
Imperfect price discrimination and welfare R Chiang, CS Spatt The Review of Economic Studies 49 (2), 155-181, 1982 | 107 | 1982 |