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ATTARI, MUKARRAM; MELLO, ANTONIO S.; RUCKES, MARTIN E. - In: Journal of Finance 60 (2005) 5, pp. 2471-2511

This paper develops a theory of strategic trading in markets with large arbitrageurs. If arbitrageurs are not well capitalized, capital constraints make their trades predictable. Other market participants can exploit this by trading against them. Competitors may find it optimal to lend to...

Persistent link: https://www.econbiz.de/10005296027

Crushed by a rational stampede: Strategic share dumping and shareholder insurrections

Attari, Mukarram; Banerjee, Suman; Noe, Thomas H. - In: Journal of Financial Economics 79 (2006) 1, pp. 181-222

Persistent link: https://www.econbiz.de/10005376584

Financially constrained arbitrage in illiquid markets

Attari, Mukarram; Mello, Antonio S. - In: Journal of Economic Dynamics and Control 30 (2006) 12, pp. 2793-2822

Persistent link: https://www.econbiz.de/10005205397

Arbitraging Arbitrageurs

Ruckes, Martin E.; Attari, Mukarram; Mello, Antonio S. - Econometric Society - 2004

This paper develops a theory of strategic trading in markets with large influential arbitrageurs. If arbitrageurs are not very well-capitalized, margin requirements or capital constraints make their trades predictable. Other market participants can exploit this by trading against them....

Persistent link: https://www.econbiz.de/10005328933

Arbitraging Arbitrageurs

Ruckes, Martin E.; Attari, Mukarram; Mello, Antonio S. - Econometric Society - 2004

Persistent link: https://www.econbiz.de/10005329029

Financially constrained arbitrage in illiquid markets

Attari, Mukarram; Mello, Antonio S. - In: Journal of economic dynamics & control 30 (2006) 12, pp. 2793-2822

Persistent link: https://www.econbiz.de/10007298194

Arbitraging Arbitrageurs

Attari, Mukarram; Mello, Antonio S.; Ruckes, Martin E. - In: The journal of finance : the journal of the American … 60 (2005) 5, pp. 2471-2512

Persistent link: https://www.econbiz.de/10006545768

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

Attari, Mukarram - In: Journal of financial and quantitative analysis : JFQA 34 (1999) 3, pp. 293-322

Persistent link: https://www.econbiz.de/10006699140

Crushed by a rational stampede: Strategic share dumping and shareholder insurrections

Attari, Mukarram; Banerjee, Suman; Noe, Thomas H. - In: Journal of financial economics 79 (2006) 1, pp. 181

Persistent link: https://www.econbiz.de/10006499263

Arbitrage with inelastic liquidity demand and financial constraints

Mello, António S. - 2001

Persistent link: https://www.econbiz.de/10013423266

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