Mukarram Attari

CRA International, Incorporated

1201 F. St. NW

Ste. 700

Washington, DC 20004

United States

SCHOLARLY PAPERS

6

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Top 7,942

in Total Papers Downloads

5,671

SSRN CITATIONS
Rank 22,272

SSRN RANKINGS

Top 22,272

in Total Papers Citations

13

CROSSREF CITATIONS

19

Scholarly Papers (6)

1.

Discontinuous Interest Rate Processes: An Equilibrium Model for Bond Option Prices

Number of pages: 33 Posted: 14 Nov 1996
Mukarram Attari
CRA International, Incorporated
Downloads 1,815 (8,525)
Citation 1

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2.

Option Pricing Using Fourier Transforms: A Numerically Efficient Simplification

Number of pages: 7 Posted: 23 Mar 2004
Mukarram Attari
CRA International, Incorporated
Downloads 1,494 (11,677)
Citation 14

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Option valuation, numerical methods, fourier inversion

Crushed by a Rational Stampede: Strategic Share Dumping and Shareholder Insurrections

Journal of Financial Economics (JFE), Forthcoming, EFA 2002 Berlin Meetings Presented Paper
Number of pages: 51 Posted: 22 Mar 2002 Last Revised: 08 Jan 2018
Mukarram Attari, Suman Banerjee and Thomas H. Noe
CRA International, Incorporated, Stevens Institute of Technology and University of Oxford - Said Business School
Downloads 1,092 (18,625)
Citation 8

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Capital and Ownership Structure and Corporate Governance

Crushed by a Rational Stampede: Strategic Share Dumping and Shareholder Insurrections

Journal of Financial Economics, Vol. 79, No. 1, January 2006, Stevens Institute of Technology School of Business Research Paper
Posted: 19 Jan 2006 Last Revised: 18 Jan 2018
Mukarram Attari, Thomas H. Noe and Suman Banerjee
CRA International, Incorporated, University of Oxford - Said Business School and Stevens Institute of Technology

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Strategic trading, Ownership structure, Corporate governance

4.

Testing Interest Rate Models: What Does Futures and Options Data Tell Us?

EFMA 2000 Athens
Number of pages: 32 Posted: 28 Mar 2000
Mukarram Attari
CRA International, Incorporated
Downloads 498 (55,592)
Citation 2

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5.

Arbitraging Arbitrageurs

The Journal of Finance, Vol. 60, No. 5, pp. 2471-2511, 2005, EFA 2003 Annual Conference Paper No. 478
Number of pages: 45 Posted: 31 Jul 2003 Last Revised: 16 Jul 2009
Mukarram Attari, Antonio S. Mello and Martin E. Ruckes
CRA International, Incorporated, University of Wisconsin - Madison - Department of Finance, Investment and Banking and Karlsruhe Institute of Technology
Downloads 465 (60,652)
Citation 7

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6.

Financially Constrained Arbitrage in Illiquid Markets

EFA 2001 Barcelona Meetings
Number of pages: 38 Posted: 11 Jul 2001
Mukarram Attari and Antonio S. Mello
CRA International, Incorporated and University of Wisconsin - Madison - Department of Finance, Investment and Banking
Downloads 307 (98,208)
Citation 5

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