Chester Spatt

Pamela R. and Kenneth B. Dunn Professor of Finance; Director, Center for Financial Markets; Director, Center for Financial Markets

Former Chief Economist and Director, Office of Economic Analysis, U.S. Securities and Exchange Commission (July 2004-July 2007)

Chester Spatt's research addresses:

Taxation and asset allocation with an emphasis on tax-deferred investing, estate planning and how taxation of capital gains and losses impacts investor realization behavior and asset pricing
Economics of securities and financial market regulation
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

Media Contact: Email Mark D. Burd or call 412-268-3486

For additional information, download Spatt's CV.