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Mahendrarajah Nimalendran

John H. and Mary Lou Dasburg Chair
Full Professor

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

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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

Corporate Bond Market Transparency: Network Externalities and Competition
Journal: Unknown
Authors: MAHENDRARAJAH NIMALENDRAN, Amy, K. Edwards, Stas Nikolova


Informational Value of U.S. Securities Registration: Evidence from Secondary Public Offerings, 1993-2017
Journal: Unknown
Authors: MAHENDRARAJAH NIMALENDRAN, Cindy, R. Alexander, Lori Walsh


Using ETF Premia to Measure Corporate Bond Liquidity
Journal: Unknown
Authors: MAHENDRARAJAH NIMALENDRAN, Mark Flannery, Sugata Ray, Amirhossein Yousefi


A Joint PIN Model of Volatility and Directional Informed Trading in Options and Stock Markets
Journal: Unknown
Authors: MAHENDRARAJAH NIMALENDRAN, Nicholas DeRobertis, Sugata Ray, Yong 'Jimmy' Jin


Investigating Market Inefficiencies in Cryptocurrency Markets
Journal: Unknown
Authors: Mariia Petryk, Praveen Pathak, Mahendrarajah Nimalendran, Liangfei Qiu


CVaR-LASSO Enhanced Index Replication (CLEIR): Outperforming by Minimizing Downside Risk
Journal: Applied Economics
Accepted Year: 2019
Authors: Unknown


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


Time Variation of Ex-Dividend Day Stock Returns and Corporate Dividend Capture: A Reexamination
Journal: The Journal of Finance
Published Year: 2000
Authors: Andy Naranjo, Mahendrarajah Nimalendran, Mike Ryngaert


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


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


Government Intervention and Adverse Selection Costs in Foreign Exchange Markets
Journal: Review of Financial Studies
Published Year: 2000
Authors: Andy Naranjo, Mahendrarajah Nimalendran


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


Stock Returns, Dividend Yields, and Taxes
Journal: The Journal of Finance
Published Year: 1998
Authors: Andy Naranjo, Mahendrarajah Nimalendran, Mike Ryngaert


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