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Mahendrarajah Nimalendran

John H. and Mary Lou Dasburg Chair
Full Professor

(352) 392-9526

Email

Education

  • PhD - Business Administration (Finance), University of Michigan, 1990
  • MBA, University of Michigan, 1986
  • MSME - Mechanical Engineering, University of Hawaii, 1978
  • BSc, University of Sri Lanka, 1973

Research Interests

  • market microstructure
  • Information Economics
  • Asset pricing models
  • Econometrics
  • Empirical Methods in Finance
  • Investments

In The News

Last 3 years

Courses Taught

  • Asset Val Risk Return (FIN5437)
  • Corporate Finance (FIN6425)
  • Fin Res Workshop (FIN7938)
Last 3 years

Phd Students Advised

Last 5 years

Professional Service

  • Conference-Related, FMA Asia — 2017 to 2018
  • Conference-Related, FMA Europe — 2017 to 2018
  • Committee Member, WFA — 2016 to 2017
  • Other, EFMA — 2016
Last 5 years

Journal Article Publications

  • Investigating Market Inefficiencies in Cryptocurrency Markets
    Status: In Preparation; Not Yet Submitted
    Journal: Journal of Finance
    Authors: Mariia Petryk, Praveen Pathak, Mahendrarajah Nimalendran, Liangfei Qiu
  • CVaR-LASSO Enhanced Index Replication (CLEIR): Outperforming by Minimizing Downside Risk
    Status: Published
    Journal: Applied Economics
    Published Year: 2019
    Authors: Mahendrarajah Nimalendran, Brian Gendreau, Yong 'Jimmy' Jin, Xiaolong Zhong
Last 5 years

Research Monograph Publications

  • Bid-Ask Spread: Theory and Empirical Evidence
    Status: Published
    Published Year: 2020
    Authors: MAHENDRARAJAH NIMALENDRAN, Giovanni Petrella

Contact Details

University of Florida
Warrington College of Business
Finance, Insurance and Real Estate Department
Stuzin Hall 303C

(352) 392-9526

Email

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