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Mahendrarajah Nimalendran

John H. and Mary Lou Dasburg Chair
Full Professor
University of Florida,
Warrington College of Business
Department of Finance, Insurance & Real Estate
PO Box 117168 Gainesville FL 32611
Stuzin Hall 303C
(352) 392-9526

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 Areas

Asset pricing models, Econometrics, market microstructure, Information Economics, Investments, Empirical Methods in Finance
Errors in variables problems in finance
Published Year: 1996
Authors: G. Maddala G. Maddala C. Rao Mahendrarajah Nimalendran
Sources of stock return volatility
Published Year: 1997
Authors: M. Zhu Mahendrarajah Nimalendran

Market evidence on the opaqueness of financial firms' assets
Published Year: 1997
Authors: M. Flannery S. Kwan Mahendrarajah Nimalendran
Informational Linkages Between Dark and Lit Trading Venues
Journal: Journal of Financial Markets
Published Year: 2014
Authors: Ray Sugata Mahendrarajah Nimalendran

The 2007-09 Financial Crisis and Bank Opaqueness
Journal: Journal of Financial Intermediation
Published Year: 2013
Authors: Mark Flannery S. Kwan Mahendrarajah Nimalendran

Margins and Hedge Fund Contagion
Journal: Journal of Financial and Quantitative Analysis
Published Year: 2011
Authors: E. Dudley Mahendrarajah Nimalendran

Are Institutional Investors Really Prudent Investors? The Effect of Fiduciary Standards on Institutional Holdings of (Non-) Dividend-Paying Stocks
Journal: Financial Management
Published Year: 2008
Authors: K. Hankins M. Flannery Mahendrarajah Nimalendran

Do Today's Trades Affect Tomorrow's IPO Allocations?
Journal: Journal of Financial Economics
Published Year: 2007
Authors: J. Ritter D. Zhang Mahendrarajah Nimalendran

Market Evidence on the Opaqueness of Financial Firms' Assets
Journal: Journal of Financial Economics
Published Year: 2004
Authors: M. Flannery S. Kwan Mahendrarajah Nimalendran

Do Thinly-Traded Stocks Benefit from Specialist Intervention
Journal: Journal of Banking & Finance
Published Year: 2003
Authors: Giovanni Petrella Mahendrarajah Nimalendran

Market Structure and Trader Anonymity: An Analysis of Insider Trading
Journal: Journal of Financial and Quantitative Analysis
Published Year: 2003
Authors: J. Garfinkel Mahendrarajah Nimalendran

Time Variation of Ex-Dividend Day Stock Returns and Corporate Dividend Capture
Journal: Journal of Finance
Published Year: 2000
Authors: A. Naranjo M. Ryngaert Mahendrarajah Nimalendran

Estimating Returns on Commercial Real Estate: A New Methodology Using Latent Variable Models
Journal: Real Estate Economics
Published Year: 2000
Authors: D. Ling A. Naranjo Mahendrarajah Nimalendran

The Impact of Government Intervention on Transactions Costs in Foreign Exchange Markets
Journal: Review of Financial Studies, The
Published Year: 2000
Authors: A. Naranjo Mahendrarajah Nimalendran

Stock Returns, Dividend Yields, and Taxes
Journal: Journal of Finance
Published Year: 1998
Authors: A. Naranjo M. Ryngaert Mahendrarajah Nimalendran

Changes in Trading Activity Following Stock Splits and Their Effect on Volatility and the Adverse Information Component of the Bid-Ask Spread
Journal: Journal of Financial Research, The
Published Year: 1998
Authors: A. Desai S. Venkataraman Mahendrarajah Nimalendran

An Unobserved Component Panel Data Model to Study the Effects of Earnings Surprises on Stock Prices, Volume of Trading and Bid-Ask Spreads
Journal: Journal of Econometrics
Published Year: 1995
Authors: G. Maddala Mahendrarajah Nimalendran

Estimating the Effects of Information Surprises and Trading on Stock Returns Using a Mixed Jump Diffusion Model
Journal: Review of Financial Studies, The
Published Year: 1994
Authors: Mahendrarajah Nimalendran

Trading Volume and Transactions Costs in Specialist Markets
Journal: Journal of Finance
Published Year: 1994
Authors: T. George G. Kaul Mahendrarajah Nimalendran

Estimation of the Bid-Ask Spread and its Components: A New Approach,
Journal: Review of Financial Studies, The
Published Year: 1991
Authors: G. Kaul Mahendrarajah Nimalendran

Components of Short Horizon Individual Security Returns
Journal: Journal of Financial Economics
Published Year: 1991
Authors: J. Conrad G. Kaul Mahendrarajah Nimalendran

Price Reversals: Bid-Ask Errors or Market Overreaction?
Journal: Journal of Financial Economics
Published Year: 1991
Authors: G. Kaul Mahendrarajah Nimalendran
Warrington Directory