Who's Who in
Social Sciences Academia

    Chester S. Spatt

  • Mellon Bank Professor of Finance
  • Chester S. Spatt
  • http://www.gsia.cmu.edu/faculty/spatt.html
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  • Department of Economics
  • http://littlehurt.gsia.cmu.edu/gsiadoc/contents.asp?School=H
  • Carnegie Mellon University
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  • 5000 Forbes Avenue
    Pittsburgh, Pennsylvania 15213
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  • Ph.D
  • 1979
  • University of Pennsylvania
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  • Contact by e-mail?
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  • Taxation and asset pricing with an emphasis on how the taxation of capital gains and losses impacts investor realization behavior and the pricing of securities; pricing and hedging of fixed income securities with an emphasis on mortgage contracting and valuation; equilibrium models of forward curves for commodities; market microstructure including the effect of information and strategic behavior on market processes, the interaction between the order flow and order book in security markets, and the effect of the pre-opening on pricing.
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